ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 18-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
81.420 |
81.300 |
-0.120 |
-0.1% |
82.545 |
High |
81.505 |
81.370 |
-0.135 |
-0.2% |
82.550 |
Low |
81.245 |
80.170 |
-1.075 |
-1.3% |
81.520 |
Close |
81.295 |
80.367 |
-0.928 |
-1.1% |
81.638 |
Range |
0.260 |
1.200 |
0.940 |
361.5% |
1.030 |
ATR |
0.459 |
0.512 |
0.053 |
11.5% |
0.000 |
Volume |
13,009 |
48,162 |
35,153 |
270.2% |
97,176 |
|
Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.236 |
83.501 |
81.027 |
|
R3 |
83.036 |
82.301 |
80.697 |
|
R2 |
81.836 |
81.836 |
80.587 |
|
R1 |
81.101 |
81.101 |
80.477 |
80.869 |
PP |
80.636 |
80.636 |
80.636 |
80.519 |
S1 |
79.901 |
79.901 |
80.257 |
79.669 |
S2 |
79.436 |
79.436 |
80.147 |
|
S3 |
78.236 |
78.701 |
80.037 |
|
S4 |
77.036 |
77.501 |
79.707 |
|
|
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 |
81.950 |
80.170 |
1.780 |
2.2% |
0.513 |
0.6% |
11% |
False |
True |
29,000 |
10 |
83.150 |
80.170 |
2.980 |
3.7% |
0.537 |
0.7% |
7% |
False |
True |
19,107 |
20 |
83.150 |
80.170 |
2.980 |
3.7% |
0.470 |
0.6% |
7% |
False |
True |
9,927 |
40 |
83.150 |
80.170 |
2.980 |
3.7% |
0.457 |
0.6% |
7% |
False |
True |
5,047 |
60 |
85.220 |
80.170 |
5.050 |
6.3% |
0.461 |
0.6% |
4% |
False |
True |
3,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.470 |
2.618 |
84.512 |
1.618 |
83.312 |
1.000 |
82.570 |
0.618 |
82.112 |
HIGH |
81.370 |
0.618 |
80.912 |
0.500 |
80.770 |
0.382 |
80.628 |
LOW |
80.170 |
0.618 |
79.428 |
1.000 |
78.970 |
1.618 |
78.228 |
2.618 |
77.028 |
4.250 |
75.070 |
|
|
Fisher Pivots for day following 18-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
80.770 |
80.838 |
PP |
80.636 |
80.681 |
S1 |
80.501 |
80.524 |
|