ICE US Dollar Index Future December 2013
| Trading Metrics calculated at close of trading on 27-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
80.485 |
80.650 |
0.165 |
0.2% |
80.470 |
| High |
80.760 |
80.700 |
-0.060 |
-0.1% |
80.760 |
| Low |
80.405 |
80.205 |
-0.200 |
-0.2% |
80.205 |
| Close |
80.638 |
80.377 |
-0.261 |
-0.3% |
80.377 |
| Range |
0.355 |
0.495 |
0.140 |
39.4% |
0.555 |
| ATR |
0.440 |
0.444 |
0.004 |
0.9% |
0.000 |
| Volume |
17,852 |
17,030 |
-822 |
-4.6% |
84,525 |
|
| Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.912 |
81.640 |
80.649 |
|
| R3 |
81.417 |
81.145 |
80.513 |
|
| R2 |
80.922 |
80.922 |
80.468 |
|
| R1 |
80.650 |
80.650 |
80.422 |
80.539 |
| PP |
80.427 |
80.427 |
80.427 |
80.372 |
| S1 |
80.155 |
80.155 |
80.332 |
80.044 |
| S2 |
79.932 |
79.932 |
80.286 |
|
| S3 |
79.437 |
79.660 |
80.241 |
|
| S4 |
78.942 |
79.165 |
80.105 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.112 |
81.800 |
80.682 |
|
| R3 |
81.557 |
81.245 |
80.530 |
|
| R2 |
81.002 |
81.002 |
80.479 |
|
| R1 |
80.690 |
80.690 |
80.428 |
80.569 |
| PP |
80.447 |
80.447 |
80.447 |
80.387 |
| S1 |
80.135 |
80.135 |
80.326 |
80.014 |
| S2 |
79.892 |
79.892 |
80.275 |
|
| S3 |
79.337 |
79.580 |
80.224 |
|
| S4 |
78.782 |
79.025 |
80.072 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.760 |
80.205 |
0.555 |
0.7% |
0.334 |
0.4% |
31% |
False |
True |
16,905 |
| 10 |
81.505 |
80.155 |
1.350 |
1.7% |
0.414 |
0.5% |
16% |
False |
False |
22,547 |
| 20 |
83.150 |
80.155 |
2.995 |
3.7% |
0.439 |
0.5% |
7% |
False |
False |
16,864 |
| 40 |
83.150 |
80.155 |
2.995 |
3.7% |
0.430 |
0.5% |
7% |
False |
False |
8,614 |
| 60 |
85.100 |
80.155 |
4.945 |
6.2% |
0.447 |
0.6% |
4% |
False |
False |
5,772 |
| 80 |
85.220 |
80.155 |
5.065 |
6.3% |
0.427 |
0.5% |
4% |
False |
False |
4,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.804 |
|
2.618 |
81.996 |
|
1.618 |
81.501 |
|
1.000 |
81.195 |
|
0.618 |
81.006 |
|
HIGH |
80.700 |
|
0.618 |
80.511 |
|
0.500 |
80.453 |
|
0.382 |
80.394 |
|
LOW |
80.205 |
|
0.618 |
79.899 |
|
1.000 |
79.710 |
|
1.618 |
79.404 |
|
2.618 |
78.909 |
|
4.250 |
78.101 |
|
|
| Fisher Pivots for day following 27-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
80.453 |
80.483 |
| PP |
80.427 |
80.447 |
| S1 |
80.402 |
80.412 |
|