ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 27-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
81.700 |
81.650 |
-0.050 |
-0.1% |
81.615 |
High |
81.800 |
81.850 |
0.050 |
0.1% |
82.010 |
Low |
81.565 |
81.410 |
-0.155 |
-0.2% |
81.035 |
Close |
81.696 |
81.453 |
-0.243 |
-0.3% |
81.652 |
Range |
0.235 |
0.440 |
0.205 |
87.2% |
0.975 |
ATR |
0.461 |
0.460 |
-0.002 |
-0.3% |
0.000 |
Volume |
460 |
595 |
135 |
29.3% |
1,523 |
|
Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.891 |
82.612 |
81.695 |
|
R3 |
82.451 |
82.172 |
81.574 |
|
R2 |
82.011 |
82.011 |
81.534 |
|
R1 |
81.732 |
81.732 |
81.493 |
81.652 |
PP |
81.571 |
81.571 |
81.571 |
81.531 |
S1 |
81.292 |
81.292 |
81.413 |
81.212 |
S2 |
81.131 |
81.131 |
81.372 |
|
S3 |
80.691 |
80.852 |
81.332 |
|
S4 |
80.251 |
80.412 |
81.211 |
|
|
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 |
81.160 |
0.850 |
1.0% |
0.400 |
0.5% |
34% |
False |
False |
425 |
10 |
82.260 |
81.035 |
1.225 |
1.5% |
0.416 |
0.5% |
34% |
False |
False |
342 |
20 |
82.795 |
81.035 |
1.760 |
2.2% |
0.439 |
0.5% |
24% |
False |
False |
238 |
40 |
85.220 |
81.035 |
4.185 |
5.1% |
0.458 |
0.6% |
10% |
False |
False |
156 |
60 |
85.220 |
80.950 |
4.270 |
5.2% |
0.413 |
0.5% |
12% |
False |
False |
146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.720 |
2.618 |
83.002 |
1.618 |
82.562 |
1.000 |
82.290 |
0.618 |
82.122 |
HIGH |
81.850 |
0.618 |
81.682 |
0.500 |
81.630 |
0.382 |
81.578 |
LOW |
81.410 |
0.618 |
81.138 |
1.000 |
80.970 |
1.618 |
80.698 |
2.618 |
80.258 |
4.250 |
79.540 |
|
|
Fisher Pivots for day following 27-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
81.630 |
81.680 |
PP |
81.571 |
81.604 |
S1 |
81.512 |
81.529 |
|