ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 02-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
80.350 |
80.290 |
-0.060 |
-0.1% |
80.470 |
High |
80.410 |
80.380 |
-0.030 |
0.0% |
80.760 |
Low |
79.955 |
79.875 |
-0.080 |
-0.1% |
80.205 |
Close |
80.250 |
79.989 |
-0.261 |
-0.3% |
80.377 |
Range |
0.455 |
0.505 |
0.050 |
11.0% |
0.555 |
ATR |
0.440 |
0.445 |
0.005 |
1.1% |
0.000 |
Volume |
28,642 |
20,795 |
-7,847 |
-27.4% |
84,525 |
|
Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.596 |
81.298 |
80.267 |
|
R3 |
81.091 |
80.793 |
80.128 |
|
R2 |
80.586 |
80.586 |
80.082 |
|
R1 |
80.288 |
80.288 |
80.035 |
80.185 |
PP |
80.081 |
80.081 |
80.081 |
80.030 |
S1 |
79.783 |
79.783 |
79.943 |
79.680 |
S2 |
79.576 |
79.576 |
79.896 |
|
S3 |
79.071 |
79.278 |
79.850 |
|
S4 |
78.566 |
78.773 |
79.711 |
|
|
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 |
79.875 |
0.885 |
1.1% |
0.437 |
0.5% |
13% |
False |
True |
20,133 |
10 |
80.760 |
79.875 |
0.885 |
1.1% |
0.369 |
0.5% |
13% |
False |
True |
20,921 |
20 |
83.150 |
79.875 |
3.275 |
4.1% |
0.453 |
0.6% |
3% |
False |
True |
20,014 |
40 |
83.150 |
79.875 |
3.275 |
4.1% |
0.435 |
0.5% |
3% |
False |
True |
10,252 |
60 |
83.725 |
79.875 |
3.850 |
4.8% |
0.444 |
0.6% |
3% |
False |
True |
6,867 |
80 |
85.220 |
79.875 |
5.345 |
6.7% |
0.443 |
0.6% |
2% |
False |
True |
5,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.526 |
2.618 |
81.702 |
1.618 |
81.197 |
1.000 |
80.885 |
0.618 |
80.692 |
HIGH |
80.380 |
0.618 |
80.187 |
0.500 |
80.128 |
0.382 |
80.068 |
LOW |
79.875 |
0.618 |
79.563 |
1.000 |
79.370 |
1.618 |
79.058 |
2.618 |
78.553 |
4.250 |
77.729 |
|
|
Fisher Pivots for day following 02-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
80.128 |
80.183 |
PP |
80.081 |
80.118 |
S1 |
80.035 |
80.054 |
|