ICE US Dollar Index Future December 2013
| Trading Metrics calculated at close of trading on 02-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
02-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
82.280 |
82.385 |
0.105 |
0.1% |
81.700 |
| High |
82.570 |
82.585 |
0.015 |
0.0% |
82.570 |
| Low |
82.185 |
82.315 |
0.130 |
0.2% |
81.395 |
| Close |
82.390 |
82.390 |
0.000 |
0.0% |
82.390 |
| Range |
0.385 |
0.270 |
-0.115 |
-29.9% |
1.175 |
| ATR |
0.470 |
0.456 |
-0.014 |
-3.0% |
0.000 |
| Volume |
1,114 |
683 |
-431 |
-38.7% |
3,939 |
|
| Daily Pivots for day following 02-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.240 |
83.085 |
82.539 |
|
| R3 |
82.970 |
82.815 |
82.464 |
|
| R2 |
82.700 |
82.700 |
82.440 |
|
| R1 |
82.545 |
82.545 |
82.415 |
82.623 |
| PP |
82.430 |
82.430 |
82.430 |
82.469 |
| S1 |
82.275 |
82.275 |
82.365 |
82.353 |
| S2 |
82.160 |
82.160 |
82.341 |
|
| S3 |
81.890 |
82.005 |
82.316 |
|
| S4 |
81.620 |
81.735 |
82.242 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.643 |
85.192 |
83.036 |
|
| R3 |
84.468 |
84.017 |
82.713 |
|
| R2 |
83.293 |
83.293 |
82.605 |
|
| R1 |
82.842 |
82.842 |
82.498 |
83.068 |
| PP |
82.118 |
82.118 |
82.118 |
82.231 |
| S1 |
81.667 |
81.667 |
82.282 |
81.893 |
| S2 |
80.943 |
80.943 |
82.175 |
|
| S3 |
79.768 |
80.492 |
82.067 |
|
| S4 |
78.593 |
79.317 |
81.744 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.585 |
81.395 |
1.190 |
1.4% |
0.451 |
0.5% |
84% |
True |
False |
832 |
| 10 |
82.585 |
81.035 |
1.550 |
1.9% |
0.439 |
0.5% |
87% |
True |
False |
606 |
| 20 |
82.585 |
81.035 |
1.550 |
1.9% |
0.422 |
0.5% |
87% |
True |
False |
397 |
| 40 |
85.100 |
81.035 |
4.065 |
4.9% |
0.447 |
0.5% |
33% |
False |
False |
241 |
| 60 |
85.220 |
80.950 |
4.270 |
5.2% |
0.427 |
0.5% |
34% |
False |
False |
205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.733 |
|
2.618 |
83.292 |
|
1.618 |
83.022 |
|
1.000 |
82.855 |
|
0.618 |
82.752 |
|
HIGH |
82.585 |
|
0.618 |
82.482 |
|
0.500 |
82.450 |
|
0.382 |
82.418 |
|
LOW |
82.315 |
|
0.618 |
82.148 |
|
1.000 |
82.045 |
|
1.618 |
81.878 |
|
2.618 |
81.608 |
|
4.250 |
81.168 |
|
|
| Fisher Pivots for day following 02-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
82.450 |
82.308 |
| PP |
82.430 |
82.225 |
| S1 |
82.410 |
82.143 |
|