ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 26-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
80.690 |
80.485 |
-0.205 |
-0.3% |
81.325 |
High |
80.740 |
80.760 |
0.020 |
0.0% |
81.505 |
Low |
80.395 |
80.405 |
0.010 |
0.0% |
80.155 |
Close |
80.443 |
80.638 |
0.195 |
0.2% |
80.549 |
Range |
0.345 |
0.355 |
0.010 |
2.9% |
1.350 |
ATR |
0.446 |
0.440 |
-0.007 |
-1.5% |
0.000 |
Volume |
19,243 |
17,852 |
-1,391 |
-7.2% |
140,950 |
|
Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.666 |
81.507 |
80.833 |
|
R3 |
81.311 |
81.152 |
80.736 |
|
R2 |
80.956 |
80.956 |
80.703 |
|
R1 |
80.797 |
80.797 |
80.671 |
80.877 |
PP |
80.601 |
80.601 |
80.601 |
80.641 |
S1 |
80.442 |
80.442 |
80.605 |
80.522 |
S2 |
80.246 |
80.246 |
80.573 |
|
S3 |
79.891 |
80.087 |
80.540 |
|
S4 |
79.536 |
79.732 |
80.443 |
|
|
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 |
80.760 |
80.395 |
0.365 |
0.5% |
0.291 |
0.4% |
67% |
True |
False |
18,036 |
10 |
81.915 |
80.155 |
1.760 |
2.2% |
0.400 |
0.5% |
27% |
False |
False |
23,875 |
20 |
83.150 |
80.155 |
2.995 |
3.7% |
0.434 |
0.5% |
16% |
False |
False |
16,068 |
40 |
83.150 |
80.155 |
2.995 |
3.7% |
0.434 |
0.5% |
16% |
False |
False |
8,191 |
60 |
85.220 |
80.155 |
5.065 |
6.3% |
0.454 |
0.6% |
10% |
False |
False |
5,489 |
80 |
85.220 |
80.155 |
5.065 |
6.3% |
0.421 |
0.5% |
10% |
False |
False |
4,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.269 |
2.618 |
81.689 |
1.618 |
81.334 |
1.000 |
81.115 |
0.618 |
80.979 |
HIGH |
80.760 |
0.618 |
80.624 |
0.500 |
80.583 |
0.382 |
80.541 |
LOW |
80.405 |
0.618 |
80.186 |
1.000 |
80.050 |
1.618 |
79.831 |
2.618 |
79.476 |
4.250 |
78.896 |
|
|
Fisher Pivots for day following 26-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
80.620 |
80.618 |
PP |
80.601 |
80.598 |
S1 |
80.583 |
80.578 |
|