ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 28-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
81.650 |
81.460 |
-0.190 |
-0.2% |
81.615 |
High |
81.850 |
81.895 |
0.045 |
0.1% |
82.010 |
Low |
81.410 |
81.395 |
-0.015 |
0.0% |
81.035 |
Close |
81.453 |
81.715 |
0.262 |
0.3% |
81.652 |
Range |
0.440 |
0.500 |
0.060 |
13.6% |
0.975 |
ATR |
0.460 |
0.463 |
0.003 |
0.6% |
0.000 |
Volume |
595 |
656 |
61 |
10.3% |
1,523 |
|
Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.168 |
82.942 |
81.990 |
|
R3 |
82.668 |
82.442 |
81.853 |
|
R2 |
82.168 |
82.168 |
81.807 |
|
R1 |
81.942 |
81.942 |
81.761 |
82.055 |
PP |
81.668 |
81.668 |
81.668 |
81.725 |
S1 |
81.442 |
81.442 |
81.669 |
81.555 |
S2 |
81.168 |
81.168 |
81.623 |
|
S3 |
80.668 |
80.942 |
81.578 |
|
S4 |
80.168 |
80.442 |
81.440 |
|
|
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 |
81.395 |
0.615 |
0.8% |
0.387 |
0.5% |
52% |
False |
True |
495 |
10 |
82.260 |
81.035 |
1.225 |
1.5% |
0.445 |
0.5% |
56% |
False |
False |
395 |
20 |
82.795 |
81.035 |
1.760 |
2.2% |
0.427 |
0.5% |
39% |
False |
False |
263 |
40 |
85.220 |
81.035 |
4.185 |
5.1% |
0.459 |
0.6% |
16% |
False |
False |
172 |
60 |
85.220 |
80.950 |
4.270 |
5.2% |
0.421 |
0.5% |
18% |
False |
False |
157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.020 |
2.618 |
83.204 |
1.618 |
82.704 |
1.000 |
82.395 |
0.618 |
82.204 |
HIGH |
81.895 |
0.618 |
81.704 |
0.500 |
81.645 |
0.382 |
81.586 |
LOW |
81.395 |
0.618 |
81.086 |
1.000 |
80.895 |
1.618 |
80.586 |
2.618 |
80.086 |
4.250 |
79.270 |
|
|
Fisher Pivots for day following 28-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
81.692 |
81.692 |
PP |
81.668 |
81.668 |
S1 |
81.645 |
81.645 |
|