ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 23-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
80.450 |
80.470 |
0.020 |
0.0% |
81.325 |
High |
80.685 |
80.645 |
-0.040 |
0.0% |
81.505 |
Low |
80.405 |
80.395 |
-0.010 |
0.0% |
80.155 |
Close |
80.549 |
80.571 |
0.022 |
0.0% |
80.549 |
Range |
0.280 |
0.250 |
-0.030 |
-10.7% |
1.350 |
ATR |
0.489 |
0.472 |
-0.017 |
-3.5% |
0.000 |
Volume |
22,685 |
14,778 |
-7,907 |
-34.9% |
140,950 |
|
Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.287 |
81.179 |
80.709 |
|
R3 |
81.037 |
80.929 |
80.640 |
|
R2 |
80.787 |
80.787 |
80.617 |
|
R1 |
80.679 |
80.679 |
80.594 |
80.733 |
PP |
80.537 |
80.537 |
80.537 |
80.564 |
S1 |
80.429 |
80.429 |
80.548 |
80.483 |
S2 |
80.287 |
80.287 |
80.525 |
|
S3 |
80.037 |
80.179 |
80.502 |
|
S4 |
79.787 |
79.929 |
80.434 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.786 |
84.018 |
81.292 |
|
R3 |
83.436 |
82.668 |
80.920 |
|
R2 |
82.086 |
82.086 |
80.797 |
|
R1 |
81.318 |
81.318 |
80.673 |
81.027 |
PP |
80.736 |
80.736 |
80.736 |
80.591 |
S1 |
79.968 |
79.968 |
80.425 |
79.677 |
S2 |
79.386 |
79.386 |
80.302 |
|
S3 |
78.036 |
78.618 |
80.178 |
|
S4 |
76.686 |
77.268 |
79.807 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.505 |
80.155 |
1.350 |
1.7% |
0.479 |
0.6% |
31% |
False |
False |
26,971 |
10 |
82.185 |
80.155 |
2.030 |
2.5% |
0.424 |
0.5% |
20% |
False |
False |
24,418 |
20 |
83.150 |
80.155 |
2.995 |
3.7% |
0.467 |
0.6% |
14% |
False |
False |
13,550 |
40 |
83.150 |
80.155 |
2.995 |
3.7% |
0.452 |
0.6% |
14% |
False |
False |
6,882 |
60 |
85.220 |
80.155 |
5.065 |
6.3% |
0.464 |
0.6% |
8% |
False |
False |
4,612 |
80 |
85.220 |
80.155 |
5.065 |
6.3% |
0.421 |
0.5% |
8% |
False |
False |
3,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.708 |
2.618 |
81.300 |
1.618 |
81.050 |
1.000 |
80.895 |
0.618 |
80.800 |
HIGH |
80.645 |
0.618 |
80.550 |
0.500 |
80.520 |
0.382 |
80.491 |
LOW |
80.395 |
0.618 |
80.241 |
1.000 |
80.145 |
1.618 |
79.991 |
2.618 |
79.741 |
4.250 |
79.333 |
|
|
Fisher Pivots for day following 23-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
80.554 |
80.521 |
PP |
80.537 |
80.470 |
S1 |
80.520 |
80.420 |
|