ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 25-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
80.570 |
80.690 |
0.120 |
0.1% |
81.325 |
High |
80.745 |
80.740 |
-0.005 |
0.0% |
81.505 |
Low |
80.520 |
80.395 |
-0.125 |
-0.2% |
80.155 |
Close |
80.690 |
80.443 |
-0.247 |
-0.3% |
80.549 |
Range |
0.225 |
0.345 |
0.120 |
53.3% |
1.350 |
ATR |
0.454 |
0.446 |
-0.008 |
-1.7% |
0.000 |
Volume |
15,622 |
19,243 |
3,621 |
23.2% |
140,950 |
|
Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.561 |
81.347 |
80.633 |
|
R3 |
81.216 |
81.002 |
80.538 |
|
R2 |
80.871 |
80.871 |
80.506 |
|
R1 |
80.657 |
80.657 |
80.475 |
80.592 |
PP |
80.526 |
80.526 |
80.526 |
80.493 |
S1 |
80.312 |
80.312 |
80.411 |
80.247 |
S2 |
80.181 |
80.181 |
80.380 |
|
S3 |
79.836 |
79.967 |
80.348 |
|
S4 |
79.491 |
79.622 |
80.253 |
|
|
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 |
80.745 |
80.155 |
0.590 |
0.7% |
0.301 |
0.4% |
49% |
False |
False |
21,710 |
10 |
81.950 |
80.155 |
1.795 |
2.2% |
0.407 |
0.5% |
16% |
False |
False |
25,355 |
20 |
83.150 |
80.155 |
2.995 |
3.7% |
0.449 |
0.6% |
10% |
False |
False |
15,231 |
40 |
83.150 |
80.155 |
2.995 |
3.7% |
0.438 |
0.5% |
10% |
False |
False |
7,747 |
60 |
85.220 |
80.155 |
5.065 |
6.3% |
0.455 |
0.6% |
6% |
False |
False |
5,192 |
80 |
85.220 |
80.155 |
5.065 |
6.3% |
0.428 |
0.5% |
6% |
False |
False |
3,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.206 |
2.618 |
81.643 |
1.618 |
81.298 |
1.000 |
81.085 |
0.618 |
80.953 |
HIGH |
80.740 |
0.618 |
80.608 |
0.500 |
80.568 |
0.382 |
80.527 |
LOW |
80.395 |
0.618 |
80.182 |
1.000 |
80.050 |
1.618 |
79.837 |
2.618 |
79.492 |
4.250 |
78.929 |
|
|
Fisher Pivots for day following 25-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
80.568 |
80.570 |
PP |
80.526 |
80.528 |
S1 |
80.485 |
80.485 |
|