ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 24-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
80.470 |
80.570 |
0.100 |
0.1% |
81.325 |
High |
80.645 |
80.745 |
0.100 |
0.1% |
81.505 |
Low |
80.395 |
80.520 |
0.125 |
0.2% |
80.155 |
Close |
80.571 |
80.690 |
0.119 |
0.1% |
80.549 |
Range |
0.250 |
0.225 |
-0.025 |
-10.0% |
1.350 |
ATR |
0.472 |
0.454 |
-0.018 |
-3.7% |
0.000 |
Volume |
14,778 |
15,622 |
844 |
5.7% |
140,950 |
|
Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.327 |
81.233 |
80.814 |
|
R3 |
81.102 |
81.008 |
80.752 |
|
R2 |
80.877 |
80.877 |
80.731 |
|
R1 |
80.783 |
80.783 |
80.711 |
80.830 |
PP |
80.652 |
80.652 |
80.652 |
80.675 |
S1 |
80.558 |
80.558 |
80.669 |
80.605 |
S2 |
80.427 |
80.427 |
80.649 |
|
S3 |
80.202 |
80.333 |
80.628 |
|
S4 |
79.977 |
80.108 |
80.566 |
|
|
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 |
81.370 |
80.155 |
1.215 |
1.5% |
0.472 |
0.6% |
44% |
False |
False |
27,494 |
10 |
82.150 |
80.155 |
1.995 |
2.5% |
0.424 |
0.5% |
27% |
False |
False |
25,268 |
20 |
83.150 |
80.155 |
2.995 |
3.7% |
0.457 |
0.6% |
18% |
False |
False |
14,302 |
40 |
83.150 |
80.155 |
2.995 |
3.7% |
0.448 |
0.6% |
18% |
False |
False |
7,270 |
60 |
85.220 |
80.155 |
5.065 |
6.3% |
0.457 |
0.6% |
11% |
False |
False |
4,871 |
80 |
85.220 |
80.155 |
5.065 |
6.3% |
0.424 |
0.5% |
11% |
False |
False |
3,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.701 |
2.618 |
81.334 |
1.618 |
81.109 |
1.000 |
80.970 |
0.618 |
80.884 |
HIGH |
80.745 |
0.618 |
80.659 |
0.500 |
80.633 |
0.382 |
80.606 |
LOW |
80.520 |
0.618 |
80.381 |
1.000 |
80.295 |
1.618 |
80.156 |
2.618 |
79.931 |
4.250 |
79.564 |
|
|
Fisher Pivots for day following 24-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
80.671 |
80.650 |
PP |
80.652 |
80.610 |
S1 |
80.633 |
80.570 |
|