ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 29-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
81.460 |
81.785 |
0.325 |
0.4% |
81.615 |
High |
81.895 |
82.360 |
0.465 |
0.6% |
82.010 |
Low |
81.395 |
81.700 |
0.305 |
0.4% |
81.035 |
Close |
81.715 |
82.243 |
0.528 |
0.6% |
81.652 |
Range |
0.500 |
0.660 |
0.160 |
32.0% |
0.975 |
ATR |
0.463 |
0.477 |
0.014 |
3.0% |
0.000 |
Volume |
656 |
1,114 |
458 |
69.8% |
1,523 |
|
Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.081 |
83.822 |
82.606 |
|
R3 |
83.421 |
83.162 |
82.425 |
|
R2 |
82.761 |
82.761 |
82.364 |
|
R1 |
82.502 |
82.502 |
82.304 |
82.632 |
PP |
82.101 |
82.101 |
82.101 |
82.166 |
S1 |
81.842 |
81.842 |
82.183 |
81.972 |
S2 |
81.441 |
81.441 |
82.122 |
|
S3 |
80.781 |
81.182 |
82.062 |
|
S4 |
80.121 |
80.522 |
81.880 |
|
|
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 |
82.360 |
81.395 |
0.965 |
1.2% |
0.454 |
0.6% |
88% |
True |
False |
641 |
10 |
82.360 |
81.035 |
1.325 |
1.6% |
0.424 |
0.5% |
91% |
True |
False |
470 |
20 |
82.795 |
81.035 |
1.760 |
2.1% |
0.435 |
0.5% |
69% |
False |
False |
313 |
40 |
85.220 |
81.035 |
4.185 |
5.1% |
0.464 |
0.6% |
29% |
False |
False |
199 |
60 |
85.220 |
80.950 |
4.270 |
5.2% |
0.416 |
0.5% |
30% |
False |
False |
176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.165 |
2.618 |
84.088 |
1.618 |
83.428 |
1.000 |
83.020 |
0.618 |
82.768 |
HIGH |
82.360 |
0.618 |
82.108 |
0.500 |
82.030 |
0.382 |
81.952 |
LOW |
81.700 |
0.618 |
81.292 |
1.000 |
81.040 |
1.618 |
80.632 |
2.618 |
79.972 |
4.250 |
78.895 |
|
|
Fisher Pivots for day following 29-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
82.172 |
82.121 |
PP |
82.101 |
81.999 |
S1 |
82.030 |
81.878 |
|