ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 17-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
81.325 |
81.420 |
0.095 |
0.1% |
82.545 |
High |
81.460 |
81.505 |
0.045 |
0.1% |
82.550 |
Low |
81.135 |
81.245 |
0.110 |
0.1% |
81.520 |
Close |
81.448 |
81.295 |
-0.153 |
-0.2% |
81.638 |
Range |
0.325 |
0.260 |
-0.065 |
-20.0% |
1.030 |
ATR |
0.475 |
0.459 |
-0.015 |
-3.2% |
0.000 |
Volume |
20,870 |
13,009 |
-7,861 |
-37.7% |
97,176 |
|
Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.128 |
81.972 |
81.438 |
|
R3 |
81.868 |
81.712 |
81.367 |
|
R2 |
81.608 |
81.608 |
81.343 |
|
R1 |
81.452 |
81.452 |
81.319 |
81.400 |
PP |
81.348 |
81.348 |
81.348 |
81.323 |
S1 |
81.192 |
81.192 |
81.271 |
81.140 |
S2 |
81.088 |
81.088 |
81.247 |
|
S3 |
80.828 |
80.932 |
81.224 |
|
S4 |
80.568 |
80.672 |
81.152 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.993 |
84.345 |
82.205 |
|
R3 |
83.963 |
83.315 |
81.921 |
|
R2 |
82.933 |
82.933 |
81.827 |
|
R1 |
82.285 |
82.285 |
81.732 |
82.094 |
PP |
81.903 |
81.903 |
81.903 |
81.807 |
S1 |
81.255 |
81.255 |
81.544 |
81.064 |
S2 |
80.873 |
80.873 |
81.449 |
|
S3 |
79.843 |
80.225 |
81.355 |
|
S4 |
78.813 |
79.195 |
81.072 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.150 |
81.135 |
1.015 |
1.2% |
0.375 |
0.5% |
16% |
False |
False |
23,042 |
10 |
83.150 |
81.135 |
2.015 |
2.5% |
0.453 |
0.6% |
8% |
False |
False |
14,384 |
20 |
83.150 |
81.135 |
2.015 |
2.5% |
0.439 |
0.5% |
8% |
False |
False |
7,534 |
40 |
83.150 |
81.035 |
2.115 |
2.6% |
0.437 |
0.5% |
12% |
False |
False |
3,843 |
60 |
85.220 |
81.035 |
4.185 |
5.1% |
0.447 |
0.5% |
6% |
False |
False |
2,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.610 |
2.618 |
82.186 |
1.618 |
81.926 |
1.000 |
81.765 |
0.618 |
81.666 |
HIGH |
81.505 |
0.618 |
81.406 |
0.500 |
81.375 |
0.382 |
81.344 |
LOW |
81.245 |
0.618 |
81.084 |
1.000 |
80.985 |
1.618 |
80.824 |
2.618 |
80.564 |
4.250 |
80.140 |
|
|
Fisher Pivots for day following 17-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
81.375 |
81.525 |
PP |
81.348 |
81.448 |
S1 |
81.322 |
81.372 |
|