ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 04-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
79.935 |
79.850 |
-0.085 |
-0.1% |
80.460 |
High |
80.020 |
80.285 |
0.265 |
0.3% |
80.490 |
Low |
79.720 |
79.780 |
0.060 |
0.1% |
79.720 |
Close |
79.846 |
80.220 |
0.374 |
0.5% |
80.220 |
Range |
0.300 |
0.505 |
0.205 |
68.3% |
0.770 |
ATR |
0.434 |
0.439 |
0.005 |
1.2% |
0.000 |
Volume |
15,640 |
14,307 |
-1,333 |
-8.5% |
95,732 |
|
Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.610 |
81.420 |
80.498 |
|
R3 |
81.105 |
80.915 |
80.359 |
|
R2 |
80.600 |
80.600 |
80.313 |
|
R1 |
80.410 |
80.410 |
80.266 |
80.505 |
PP |
80.095 |
80.095 |
80.095 |
80.143 |
S1 |
79.905 |
79.905 |
80.174 |
80.000 |
S2 |
79.590 |
79.590 |
80.127 |
|
S3 |
79.085 |
79.400 |
80.081 |
|
S4 |
78.580 |
78.895 |
79.942 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.453 |
82.107 |
80.644 |
|
R3 |
81.683 |
81.337 |
80.432 |
|
R2 |
80.913 |
80.913 |
80.361 |
|
R1 |
80.567 |
80.567 |
80.291 |
80.355 |
PP |
80.143 |
80.143 |
80.143 |
80.038 |
S1 |
79.797 |
79.797 |
80.149 |
79.585 |
S2 |
79.373 |
79.373 |
80.079 |
|
S3 |
78.603 |
79.027 |
80.008 |
|
S4 |
77.833 |
78.257 |
79.797 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.490 |
79.720 |
0.770 |
1.0% |
0.428 |
0.5% |
65% |
False |
False |
19,146 |
10 |
80.760 |
79.720 |
1.040 |
1.3% |
0.381 |
0.5% |
48% |
False |
False |
18,025 |
20 |
82.550 |
79.720 |
2.830 |
3.5% |
0.422 |
0.5% |
18% |
False |
False |
20,919 |
40 |
83.150 |
79.720 |
3.430 |
4.3% |
0.438 |
0.5% |
15% |
False |
False |
10,991 |
60 |
83.725 |
79.720 |
4.005 |
5.0% |
0.440 |
0.5% |
12% |
False |
False |
7,360 |
80 |
85.220 |
79.720 |
5.500 |
6.9% |
0.454 |
0.6% |
9% |
False |
False |
5,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.431 |
2.618 |
81.607 |
1.618 |
81.102 |
1.000 |
80.790 |
0.618 |
80.597 |
HIGH |
80.285 |
0.618 |
80.092 |
0.500 |
80.033 |
0.382 |
79.973 |
LOW |
79.780 |
0.618 |
79.468 |
1.000 |
79.275 |
1.618 |
78.963 |
2.618 |
78.458 |
4.250 |
77.634 |
|
|
Fisher Pivots for day following 04-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
80.158 |
80.163 |
PP |
80.095 |
80.107 |
S1 |
80.033 |
80.050 |
|