ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 26-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
81.845 |
81.700 |
-0.145 |
-0.2% |
81.615 |
High |
81.950 |
81.800 |
-0.150 |
-0.2% |
82.010 |
Low |
81.515 |
81.565 |
0.050 |
0.1% |
81.035 |
Close |
81.652 |
81.696 |
0.044 |
0.1% |
81.652 |
Range |
0.435 |
0.235 |
-0.200 |
-46.0% |
0.975 |
ATR |
0.479 |
0.461 |
-0.017 |
-3.6% |
0.000 |
Volume |
384 |
460 |
76 |
19.8% |
1,523 |
|
Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.392 |
82.279 |
81.825 |
|
R3 |
82.157 |
82.044 |
81.761 |
|
R2 |
81.922 |
81.922 |
81.739 |
|
R1 |
81.809 |
81.809 |
81.718 |
81.748 |
PP |
81.687 |
81.687 |
81.687 |
81.657 |
S1 |
81.574 |
81.574 |
81.674 |
81.513 |
S2 |
81.452 |
81.452 |
81.653 |
|
S3 |
81.217 |
81.339 |
81.631 |
|
S4 |
80.982 |
81.104 |
81.567 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.491 |
84.046 |
82.188 |
|
R3 |
83.516 |
83.071 |
81.920 |
|
R2 |
82.541 |
82.541 |
81.831 |
|
R1 |
82.096 |
82.096 |
81.741 |
82.319 |
PP |
81.566 |
81.566 |
81.566 |
81.677 |
S1 |
81.121 |
81.121 |
81.563 |
81.344 |
S2 |
80.591 |
80.591 |
81.473 |
|
S3 |
79.616 |
80.146 |
81.384 |
|
S4 |
78.641 |
79.171 |
81.116 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.010 |
81.035 |
0.975 |
1.2% |
0.427 |
0.5% |
68% |
False |
False |
381 |
10 |
82.260 |
81.035 |
1.225 |
1.5% |
0.423 |
0.5% |
54% |
False |
False |
294 |
20 |
82.795 |
81.035 |
1.760 |
2.2% |
0.437 |
0.5% |
38% |
False |
False |
213 |
40 |
85.220 |
81.035 |
4.185 |
5.1% |
0.462 |
0.6% |
16% |
False |
False |
142 |
60 |
85.220 |
80.950 |
4.270 |
5.2% |
0.405 |
0.5% |
17% |
False |
False |
136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.799 |
2.618 |
82.415 |
1.618 |
82.180 |
1.000 |
82.035 |
0.618 |
81.945 |
HIGH |
81.800 |
0.618 |
81.710 |
0.500 |
81.683 |
0.382 |
81.655 |
LOW |
81.565 |
0.618 |
81.420 |
1.000 |
81.330 |
1.618 |
81.185 |
2.618 |
80.950 |
4.250 |
80.566 |
|
|
Fisher Pivots for day following 26-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
81.692 |
81.763 |
PP |
81.687 |
81.740 |
S1 |
81.683 |
81.718 |
|