ICE US Dollar Index Future December 2013
| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
82.920 |
82.545 |
-0.375 |
-0.5% |
82.385 |
| High |
83.150 |
82.550 |
-0.600 |
-0.7% |
83.150 |
| Low |
82.300 |
81.905 |
-0.395 |
-0.5% |
82.300 |
| Close |
82.397 |
82.002 |
-0.395 |
-0.5% |
82.397 |
| Range |
0.850 |
0.645 |
-0.205 |
-24.1% |
0.850 |
| ATR |
0.493 |
0.504 |
0.011 |
2.2% |
0.000 |
| Volume |
4,731 |
8,721 |
3,990 |
84.3% |
14,633 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.087 |
83.690 |
82.357 |
|
| R3 |
83.442 |
83.045 |
82.179 |
|
| R2 |
82.797 |
82.797 |
82.120 |
|
| R1 |
82.400 |
82.400 |
82.061 |
82.276 |
| PP |
82.152 |
82.152 |
82.152 |
82.091 |
| S1 |
81.755 |
81.755 |
81.943 |
81.631 |
| S2 |
81.507 |
81.507 |
81.884 |
|
| S3 |
80.862 |
81.110 |
81.825 |
|
| S4 |
80.217 |
80.465 |
81.647 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.166 |
84.631 |
82.865 |
|
| R3 |
84.316 |
83.781 |
82.631 |
|
| R2 |
83.466 |
83.466 |
82.553 |
|
| R1 |
82.931 |
82.931 |
82.475 |
83.199 |
| PP |
82.616 |
82.616 |
82.616 |
82.749 |
| S1 |
82.081 |
82.081 |
82.319 |
82.349 |
| S2 |
81.766 |
81.766 |
82.241 |
|
| S3 |
80.916 |
81.231 |
82.163 |
|
| S4 |
80.066 |
80.381 |
81.930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.150 |
81.905 |
1.245 |
1.5% |
0.570 |
0.7% |
8% |
False |
True |
4,534 |
| 10 |
83.150 |
81.395 |
1.755 |
2.1% |
0.511 |
0.6% |
35% |
False |
False |
2,683 |
| 20 |
83.150 |
81.035 |
2.115 |
2.6% |
0.467 |
0.6% |
46% |
False |
False |
1,489 |
| 40 |
83.480 |
81.035 |
2.445 |
3.0% |
0.455 |
0.6% |
40% |
False |
False |
799 |
| 60 |
85.220 |
80.950 |
4.270 |
5.2% |
0.472 |
0.6% |
25% |
False |
False |
550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.291 |
|
2.618 |
84.239 |
|
1.618 |
83.594 |
|
1.000 |
83.195 |
|
0.618 |
82.949 |
|
HIGH |
82.550 |
|
0.618 |
82.304 |
|
0.500 |
82.228 |
|
0.382 |
82.151 |
|
LOW |
81.905 |
|
0.618 |
81.506 |
|
1.000 |
81.260 |
|
1.618 |
80.861 |
|
2.618 |
80.216 |
|
4.250 |
79.164 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
82.228 |
82.528 |
| PP |
82.152 |
82.352 |
| S1 |
82.077 |
82.177 |
|