ICE US Dollar Index Future December 2013
| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
82.045 |
82.030 |
-0.015 |
0.0% |
82.385 |
| High |
82.185 |
82.150 |
-0.035 |
0.0% |
83.150 |
| Low |
81.955 |
81.640 |
-0.315 |
-0.4% |
82.300 |
| Close |
82.017 |
81.711 |
-0.306 |
-0.4% |
82.397 |
| Range |
0.230 |
0.510 |
0.280 |
121.7% |
0.850 |
| ATR |
0.484 |
0.486 |
0.002 |
0.4% |
0.000 |
| Volume |
7,121 |
18,371 |
11,250 |
158.0% |
14,633 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.364 |
83.047 |
81.992 |
|
| R3 |
82.854 |
82.537 |
81.851 |
|
| R2 |
82.344 |
82.344 |
81.805 |
|
| R1 |
82.027 |
82.027 |
81.758 |
81.931 |
| PP |
81.834 |
81.834 |
81.834 |
81.785 |
| S1 |
81.517 |
81.517 |
81.664 |
81.421 |
| S2 |
81.324 |
81.324 |
81.618 |
|
| S3 |
80.814 |
81.007 |
81.571 |
|
| S4 |
80.304 |
80.497 |
81.431 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.166 |
84.631 |
82.865 |
|
| R3 |
84.316 |
83.781 |
82.631 |
|
| R2 |
83.466 |
83.466 |
82.553 |
|
| R1 |
82.931 |
82.931 |
82.475 |
83.199 |
| PP |
82.616 |
82.616 |
82.616 |
82.749 |
| S1 |
82.081 |
82.081 |
82.319 |
82.349 |
| S2 |
81.766 |
81.766 |
82.241 |
|
| S3 |
80.916 |
81.231 |
82.163 |
|
| S4 |
80.066 |
80.381 |
81.930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.150 |
81.640 |
1.510 |
1.8% |
0.561 |
0.7% |
5% |
False |
True |
9,214 |
| 10 |
83.150 |
81.640 |
1.510 |
1.8% |
0.491 |
0.6% |
5% |
False |
True |
5,107 |
| 20 |
83.150 |
81.035 |
2.115 |
2.6% |
0.468 |
0.6% |
32% |
False |
False |
2,751 |
| 40 |
83.325 |
81.035 |
2.290 |
2.8% |
0.443 |
0.5% |
30% |
False |
False |
1,429 |
| 60 |
85.220 |
81.035 |
4.185 |
5.1% |
0.463 |
0.6% |
16% |
False |
False |
974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.318 |
|
2.618 |
83.485 |
|
1.618 |
82.975 |
|
1.000 |
82.660 |
|
0.618 |
82.465 |
|
HIGH |
82.150 |
|
0.618 |
81.955 |
|
0.500 |
81.895 |
|
0.382 |
81.835 |
|
LOW |
81.640 |
|
0.618 |
81.325 |
|
1.000 |
81.130 |
|
1.618 |
80.815 |
|
2.618 |
80.305 |
|
4.250 |
79.473 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
81.895 |
82.095 |
| PP |
81.834 |
81.967 |
| S1 |
81.772 |
81.839 |
|