ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 20-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
80.285 |
80.450 |
0.165 |
0.2% |
81.325 |
High |
80.560 |
80.685 |
0.125 |
0.2% |
81.505 |
Low |
80.155 |
80.405 |
0.250 |
0.3% |
80.155 |
Close |
80.480 |
80.549 |
0.069 |
0.1% |
80.549 |
Range |
0.405 |
0.280 |
-0.125 |
-30.9% |
1.350 |
ATR |
0.505 |
0.489 |
-0.016 |
-3.2% |
0.000 |
Volume |
36,224 |
22,685 |
-13,539 |
-37.4% |
140,950 |
|
Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.386 |
81.248 |
80.703 |
|
R3 |
81.106 |
80.968 |
80.626 |
|
R2 |
80.826 |
80.826 |
80.600 |
|
R1 |
80.688 |
80.688 |
80.575 |
80.757 |
PP |
80.546 |
80.546 |
80.546 |
80.581 |
S1 |
80.408 |
80.408 |
80.523 |
80.477 |
S2 |
80.266 |
80.266 |
80.498 |
|
S3 |
79.986 |
80.128 |
80.472 |
|
S4 |
79.706 |
79.848 |
80.395 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.786 |
84.018 |
81.292 |
|
R3 |
83.436 |
82.668 |
80.920 |
|
R2 |
82.086 |
82.086 |
80.797 |
|
R1 |
81.318 |
81.318 |
80.673 |
81.027 |
PP |
80.736 |
80.736 |
80.736 |
80.591 |
S1 |
79.968 |
79.968 |
80.425 |
79.677 |
S2 |
79.386 |
79.386 |
80.302 |
|
S3 |
78.036 |
78.618 |
80.178 |
|
S4 |
76.686 |
77.268 |
79.807 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.505 |
80.155 |
1.350 |
1.7% |
0.494 |
0.6% |
29% |
False |
False |
28,190 |
10 |
82.550 |
80.155 |
2.395 |
3.0% |
0.464 |
0.6% |
16% |
False |
False |
23,812 |
20 |
83.150 |
80.155 |
2.995 |
3.7% |
0.467 |
0.6% |
13% |
False |
False |
12,834 |
40 |
83.150 |
80.155 |
2.995 |
3.7% |
0.453 |
0.6% |
13% |
False |
False |
6,515 |
60 |
85.220 |
80.155 |
5.065 |
6.3% |
0.460 |
0.6% |
8% |
False |
False |
4,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.875 |
2.618 |
81.418 |
1.618 |
81.138 |
1.000 |
80.965 |
0.618 |
80.858 |
HIGH |
80.685 |
0.618 |
80.578 |
0.500 |
80.545 |
0.382 |
80.512 |
LOW |
80.405 |
0.618 |
80.232 |
1.000 |
80.125 |
1.618 |
79.952 |
2.618 |
79.672 |
4.250 |
79.215 |
|
|
Fisher Pivots for day following 20-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
80.548 |
80.763 |
PP |
80.546 |
80.691 |
S1 |
80.545 |
80.620 |
|