ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 16-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
81.695 |
81.325 |
-0.370 |
-0.5% |
82.545 |
High |
81.915 |
81.460 |
-0.455 |
-0.6% |
82.550 |
Low |
81.565 |
81.135 |
-0.430 |
-0.5% |
81.520 |
Close |
81.638 |
81.448 |
-0.190 |
-0.2% |
81.638 |
Range |
0.350 |
0.325 |
-0.025 |
-7.1% |
1.030 |
ATR |
0.473 |
0.475 |
0.002 |
0.5% |
0.000 |
Volume |
30,310 |
20,870 |
-9,440 |
-31.1% |
97,176 |
|
Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.323 |
82.210 |
81.627 |
|
R3 |
81.998 |
81.885 |
81.537 |
|
R2 |
81.673 |
81.673 |
81.508 |
|
R1 |
81.560 |
81.560 |
81.478 |
81.617 |
PP |
81.348 |
81.348 |
81.348 |
81.376 |
S1 |
81.235 |
81.235 |
81.418 |
81.292 |
S2 |
81.023 |
81.023 |
81.388 |
|
S3 |
80.698 |
80.910 |
81.359 |
|
S4 |
80.373 |
80.585 |
81.269 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.993 |
84.345 |
82.205 |
|
R3 |
83.963 |
83.315 |
81.921 |
|
R2 |
82.933 |
82.933 |
81.827 |
|
R1 |
82.285 |
82.285 |
81.732 |
82.094 |
PP |
81.903 |
81.903 |
81.903 |
81.807 |
S1 |
81.255 |
81.255 |
81.544 |
81.064 |
S2 |
80.873 |
80.873 |
81.449 |
|
S3 |
79.843 |
80.225 |
81.355 |
|
S4 |
78.813 |
79.195 |
81.072 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.185 |
81.135 |
1.050 |
1.3% |
0.369 |
0.5% |
30% |
False |
True |
21,865 |
10 |
83.150 |
81.135 |
2.015 |
2.5% |
0.470 |
0.6% |
16% |
False |
True |
13,199 |
20 |
83.150 |
81.035 |
2.115 |
2.6% |
0.454 |
0.6% |
20% |
False |
False |
6,903 |
40 |
83.150 |
81.035 |
2.115 |
2.6% |
0.440 |
0.5% |
20% |
False |
False |
3,520 |
60 |
85.220 |
81.035 |
4.185 |
5.1% |
0.448 |
0.6% |
10% |
False |
False |
2,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.841 |
2.618 |
82.311 |
1.618 |
81.986 |
1.000 |
81.785 |
0.618 |
81.661 |
HIGH |
81.460 |
0.618 |
81.336 |
0.500 |
81.298 |
0.382 |
81.259 |
LOW |
81.135 |
0.618 |
80.934 |
1.000 |
80.810 |
1.618 |
80.609 |
2.618 |
80.284 |
4.250 |
79.754 |
|
|
Fisher Pivots for day following 16-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
81.398 |
81.543 |
PP |
81.348 |
81.511 |
S1 |
81.298 |
81.480 |
|