ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 19-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
81.300 |
80.285 |
-1.015 |
-1.2% |
82.545 |
High |
81.370 |
80.560 |
-0.810 |
-1.0% |
82.550 |
Low |
80.170 |
80.155 |
-0.015 |
0.0% |
81.520 |
Close |
80.367 |
80.480 |
0.113 |
0.1% |
81.638 |
Range |
1.200 |
0.405 |
-0.795 |
-66.3% |
1.030 |
ATR |
0.512 |
0.505 |
-0.008 |
-1.5% |
0.000 |
Volume |
48,162 |
36,224 |
-11,938 |
-24.8% |
97,176 |
|
Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.613 |
81.452 |
80.703 |
|
R3 |
81.208 |
81.047 |
80.591 |
|
R2 |
80.803 |
80.803 |
80.554 |
|
R1 |
80.642 |
80.642 |
80.517 |
80.723 |
PP |
80.398 |
80.398 |
80.398 |
80.439 |
S1 |
80.237 |
80.237 |
80.443 |
80.318 |
S2 |
79.993 |
79.993 |
80.406 |
|
S3 |
79.588 |
79.832 |
80.369 |
|
S4 |
79.183 |
79.427 |
80.257 |
|
|
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 |
81.915 |
80.155 |
1.760 |
2.2% |
0.508 |
0.6% |
18% |
False |
True |
29,715 |
10 |
83.150 |
80.155 |
2.995 |
3.7% |
0.521 |
0.6% |
11% |
False |
True |
22,017 |
20 |
83.150 |
80.155 |
2.995 |
3.7% |
0.474 |
0.6% |
11% |
False |
True |
11,719 |
40 |
83.150 |
80.155 |
2.995 |
3.7% |
0.452 |
0.6% |
11% |
False |
True |
5,950 |
60 |
85.220 |
80.155 |
5.065 |
6.3% |
0.464 |
0.6% |
6% |
False |
True |
3,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.281 |
2.618 |
81.620 |
1.618 |
81.215 |
1.000 |
80.965 |
0.618 |
80.810 |
HIGH |
80.560 |
0.618 |
80.405 |
0.500 |
80.358 |
0.382 |
80.310 |
LOW |
80.155 |
0.618 |
79.905 |
1.000 |
79.750 |
1.618 |
79.500 |
2.618 |
79.095 |
4.250 |
78.434 |
|
|
Fisher Pivots for day following 19-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
80.439 |
80.830 |
PP |
80.398 |
80.713 |
S1 |
80.358 |
80.597 |
|