ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 12-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
82.030 |
81.675 |
-0.355 |
-0.4% |
82.385 |
High |
82.150 |
81.950 |
-0.200 |
-0.2% |
83.150 |
Low |
81.640 |
81.520 |
-0.120 |
-0.1% |
82.300 |
Close |
81.711 |
81.674 |
-0.037 |
0.0% |
82.397 |
Range |
0.510 |
0.430 |
-0.080 |
-15.7% |
0.850 |
ATR |
0.486 |
0.482 |
-0.004 |
-0.8% |
0.000 |
Volume |
18,371 |
32,653 |
14,282 |
77.7% |
14,633 |
|
Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.005 |
82.769 |
81.911 |
|
R3 |
82.575 |
82.339 |
81.792 |
|
R2 |
82.145 |
82.145 |
81.753 |
|
R1 |
81.909 |
81.909 |
81.713 |
81.812 |
PP |
81.715 |
81.715 |
81.715 |
81.666 |
S1 |
81.479 |
81.479 |
81.635 |
81.382 |
S2 |
81.285 |
81.285 |
81.595 |
|
S3 |
80.855 |
81.049 |
81.556 |
|
S4 |
80.425 |
80.619 |
81.438 |
|
|
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 |
81.520 |
1.630 |
2.0% |
0.533 |
0.7% |
9% |
False |
True |
14,319 |
10 |
83.150 |
81.520 |
1.630 |
2.0% |
0.468 |
0.6% |
9% |
False |
True |
8,261 |
20 |
83.150 |
81.035 |
2.115 |
2.6% |
0.446 |
0.5% |
30% |
False |
False |
4,366 |
40 |
83.210 |
81.035 |
2.175 |
2.7% |
0.446 |
0.5% |
29% |
False |
False |
2,244 |
60 |
85.220 |
81.035 |
4.185 |
5.1% |
0.458 |
0.6% |
15% |
False |
False |
1,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.778 |
2.618 |
83.076 |
1.618 |
82.646 |
1.000 |
82.380 |
0.618 |
82.216 |
HIGH |
81.950 |
0.618 |
81.786 |
0.500 |
81.735 |
0.382 |
81.684 |
LOW |
81.520 |
0.618 |
81.254 |
1.000 |
81.090 |
1.618 |
80.824 |
2.618 |
80.394 |
4.250 |
79.693 |
|
|
Fisher Pivots for day following 12-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
81.735 |
81.853 |
PP |
81.715 |
81.793 |
S1 |
81.694 |
81.734 |
|