ICE US Dollar Index Future December 2013
| Trading Metrics calculated at close of trading on 30-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
80.650 |
80.460 |
-0.190 |
-0.2% |
80.470 |
| High |
80.700 |
80.490 |
-0.210 |
-0.3% |
80.760 |
| Low |
80.205 |
80.115 |
-0.090 |
-0.1% |
80.205 |
| Close |
80.377 |
80.323 |
-0.054 |
-0.1% |
80.377 |
| Range |
0.495 |
0.375 |
-0.120 |
-24.2% |
0.555 |
| ATR |
0.444 |
0.439 |
-0.005 |
-1.1% |
0.000 |
| Volume |
17,030 |
16,348 |
-682 |
-4.0% |
84,525 |
|
| Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.434 |
81.254 |
80.529 |
|
| R3 |
81.059 |
80.879 |
80.426 |
|
| R2 |
80.684 |
80.684 |
80.392 |
|
| R1 |
80.504 |
80.504 |
80.357 |
80.407 |
| PP |
80.309 |
80.309 |
80.309 |
80.261 |
| S1 |
80.129 |
80.129 |
80.289 |
80.032 |
| S2 |
79.934 |
79.934 |
80.254 |
|
| S3 |
79.559 |
79.754 |
80.220 |
|
| S4 |
79.184 |
79.379 |
80.117 |
|
|
| 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 |
80.115 |
0.645 |
0.8% |
0.359 |
0.4% |
32% |
False |
True |
17,219 |
| 10 |
81.505 |
80.115 |
1.390 |
1.7% |
0.419 |
0.5% |
15% |
False |
True |
22,095 |
| 20 |
83.150 |
80.115 |
3.035 |
3.8% |
0.444 |
0.6% |
7% |
False |
True |
17,647 |
| 40 |
83.150 |
80.115 |
3.035 |
3.8% |
0.433 |
0.5% |
7% |
False |
True |
9,022 |
| 60 |
85.100 |
80.115 |
4.985 |
6.2% |
0.446 |
0.6% |
4% |
False |
True |
6,043 |
| 80 |
85.220 |
80.115 |
5.105 |
6.4% |
0.431 |
0.5% |
4% |
False |
True |
4,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.084 |
|
2.618 |
81.472 |
|
1.618 |
81.097 |
|
1.000 |
80.865 |
|
0.618 |
80.722 |
|
HIGH |
80.490 |
|
0.618 |
80.347 |
|
0.500 |
80.303 |
|
0.382 |
80.258 |
|
LOW |
80.115 |
|
0.618 |
79.883 |
|
1.000 |
79.740 |
|
1.618 |
79.508 |
|
2.618 |
79.133 |
|
4.250 |
78.521 |
|
|
| Fisher Pivots for day following 30-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
80.316 |
80.438 |
| PP |
80.309 |
80.399 |
| S1 |
80.303 |
80.361 |
|