ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 01-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
80.460 |
80.350 |
-0.110 |
-0.1% |
80.470 |
High |
80.490 |
80.410 |
-0.080 |
-0.1% |
80.760 |
Low |
80.115 |
79.955 |
-0.160 |
-0.2% |
80.205 |
Close |
80.323 |
80.250 |
-0.073 |
-0.1% |
80.377 |
Range |
0.375 |
0.455 |
0.080 |
21.3% |
0.555 |
ATR |
0.439 |
0.440 |
0.001 |
0.3% |
0.000 |
Volume |
16,348 |
28,642 |
12,294 |
75.2% |
84,525 |
|
Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.570 |
81.365 |
80.500 |
|
R3 |
81.115 |
80.910 |
80.375 |
|
R2 |
80.660 |
80.660 |
80.333 |
|
R1 |
80.455 |
80.455 |
80.292 |
80.330 |
PP |
80.205 |
80.205 |
80.205 |
80.143 |
S1 |
80.000 |
80.000 |
80.208 |
79.875 |
S2 |
79.750 |
79.750 |
80.167 |
|
S3 |
79.295 |
79.545 |
80.125 |
|
S4 |
78.840 |
79.090 |
80.000 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.112 |
81.800 |
80.682 |
|
R3 |
81.557 |
81.245 |
80.530 |
|
R2 |
81.002 |
81.002 |
80.479 |
|
R1 |
80.690 |
80.690 |
80.428 |
80.569 |
PP |
80.447 |
80.447 |
80.447 |
80.387 |
S1 |
80.135 |
80.135 |
80.326 |
80.014 |
S2 |
79.892 |
79.892 |
80.275 |
|
S3 |
79.337 |
79.580 |
80.224 |
|
S4 |
78.782 |
79.025 |
80.072 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.760 |
79.955 |
0.805 |
1.0% |
0.405 |
0.5% |
37% |
False |
True |
19,823 |
10 |
81.370 |
79.955 |
1.415 |
1.8% |
0.439 |
0.5% |
21% |
False |
True |
23,658 |
20 |
83.150 |
79.955 |
3.195 |
4.0% |
0.446 |
0.6% |
9% |
False |
True |
19,021 |
40 |
83.150 |
79.955 |
3.195 |
4.0% |
0.435 |
0.5% |
9% |
False |
True |
9,736 |
60 |
84.970 |
79.955 |
5.015 |
6.2% |
0.452 |
0.6% |
6% |
False |
True |
6,521 |
80 |
85.220 |
79.955 |
5.265 |
6.6% |
0.437 |
0.5% |
6% |
False |
True |
4,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.344 |
2.618 |
81.601 |
1.618 |
81.146 |
1.000 |
80.865 |
0.618 |
80.691 |
HIGH |
80.410 |
0.618 |
80.236 |
0.500 |
80.183 |
0.382 |
80.129 |
LOW |
79.955 |
0.618 |
79.674 |
1.000 |
79.500 |
1.618 |
79.219 |
2.618 |
78.764 |
4.250 |
78.021 |
|
|
Fisher Pivots for day following 01-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
80.228 |
80.328 |
PP |
80.205 |
80.302 |
S1 |
80.183 |
80.276 |
|