ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 04-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
82.575 |
82.660 |
0.085 |
0.1% |
81.700 |
High |
82.970 |
82.710 |
-0.260 |
-0.3% |
82.570 |
Low |
82.545 |
82.350 |
-0.195 |
-0.2% |
81.395 |
Close |
82.644 |
82.443 |
-0.201 |
-0.2% |
82.390 |
Range |
0.425 |
0.360 |
-0.065 |
-15.3% |
1.175 |
ATR |
0.465 |
0.457 |
-0.007 |
-1.6% |
0.000 |
Volume |
1,156 |
933 |
-223 |
-19.3% |
3,939 |
|
Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.581 |
83.372 |
82.641 |
|
R3 |
83.221 |
83.012 |
82.542 |
|
R2 |
82.861 |
82.861 |
82.509 |
|
R1 |
82.652 |
82.652 |
82.476 |
82.577 |
PP |
82.501 |
82.501 |
82.501 |
82.463 |
S1 |
82.292 |
82.292 |
82.410 |
82.217 |
S2 |
82.141 |
82.141 |
82.377 |
|
S3 |
81.781 |
81.932 |
82.344 |
|
S4 |
81.421 |
81.572 |
82.245 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.643 |
85.192 |
83.036 |
|
R3 |
84.468 |
84.017 |
82.713 |
|
R2 |
83.293 |
83.293 |
82.605 |
|
R1 |
82.842 |
82.842 |
82.498 |
83.068 |
PP |
82.118 |
82.118 |
82.118 |
82.231 |
S1 |
81.667 |
81.667 |
82.282 |
81.893 |
S2 |
80.943 |
80.943 |
82.175 |
|
S3 |
79.768 |
80.492 |
82.067 |
|
S4 |
78.593 |
79.317 |
81.744 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.970 |
81.700 |
1.270 |
1.5% |
0.420 |
0.5% |
59% |
False |
False |
1,000 |
10 |
82.970 |
81.395 |
1.575 |
1.9% |
0.404 |
0.5% |
67% |
False |
False |
747 |
20 |
82.970 |
81.035 |
1.935 |
2.3% |
0.416 |
0.5% |
73% |
False |
False |
490 |
40 |
83.725 |
81.035 |
2.690 |
3.3% |
0.440 |
0.5% |
52% |
False |
False |
293 |
60 |
85.220 |
80.950 |
4.270 |
5.2% |
0.440 |
0.5% |
35% |
False |
False |
224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.240 |
2.618 |
83.652 |
1.618 |
83.292 |
1.000 |
83.070 |
0.618 |
82.932 |
HIGH |
82.710 |
0.618 |
82.572 |
0.500 |
82.530 |
0.382 |
82.488 |
LOW |
82.350 |
0.618 |
82.128 |
1.000 |
81.990 |
1.618 |
81.768 |
2.618 |
81.408 |
4.250 |
80.820 |
|
|
Fisher Pivots for day following 04-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
82.530 |
82.643 |
PP |
82.501 |
82.576 |
S1 |
82.472 |
82.510 |
|