ICE US Dollar Index Future December 2013
| Trading Metrics calculated at close of trading on 24-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
80.470 |
80.570 |
0.100 |
0.1% |
81.325 |
| High |
80.645 |
80.745 |
0.100 |
0.1% |
81.505 |
| Low |
80.395 |
80.520 |
0.125 |
0.2% |
80.155 |
| Close |
80.571 |
80.690 |
0.119 |
0.1% |
80.549 |
| Range |
0.250 |
0.225 |
-0.025 |
-10.0% |
1.350 |
| ATR |
0.472 |
0.454 |
-0.018 |
-3.7% |
0.000 |
| Volume |
14,778 |
15,622 |
844 |
5.7% |
140,950 |
|
| Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.327 |
81.233 |
80.814 |
|
| R3 |
81.102 |
81.008 |
80.752 |
|
| R2 |
80.877 |
80.877 |
80.731 |
|
| R1 |
80.783 |
80.783 |
80.711 |
80.830 |
| PP |
80.652 |
80.652 |
80.652 |
80.675 |
| S1 |
80.558 |
80.558 |
80.669 |
80.605 |
| S2 |
80.427 |
80.427 |
80.649 |
|
| S3 |
80.202 |
80.333 |
80.628 |
|
| S4 |
79.977 |
80.108 |
80.566 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.786 |
84.018 |
81.292 |
|
| R3 |
83.436 |
82.668 |
80.920 |
|
| R2 |
82.086 |
82.086 |
80.797 |
|
| R1 |
81.318 |
81.318 |
80.673 |
81.027 |
| PP |
80.736 |
80.736 |
80.736 |
80.591 |
| S1 |
79.968 |
79.968 |
80.425 |
79.677 |
| S2 |
79.386 |
79.386 |
80.302 |
|
| S3 |
78.036 |
78.618 |
80.178 |
|
| S4 |
76.686 |
77.268 |
79.807 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.370 |
80.155 |
1.215 |
1.5% |
0.472 |
0.6% |
44% |
False |
False |
27,494 |
| 10 |
82.150 |
80.155 |
1.995 |
2.5% |
0.424 |
0.5% |
27% |
False |
False |
25,268 |
| 20 |
83.150 |
80.155 |
2.995 |
3.7% |
0.457 |
0.6% |
18% |
False |
False |
14,302 |
| 40 |
83.150 |
80.155 |
2.995 |
3.7% |
0.448 |
0.6% |
18% |
False |
False |
7,270 |
| 60 |
85.220 |
80.155 |
5.065 |
6.3% |
0.457 |
0.6% |
11% |
False |
False |
4,871 |
| 80 |
85.220 |
80.155 |
5.065 |
6.3% |
0.424 |
0.5% |
11% |
False |
False |
3,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.701 |
|
2.618 |
81.334 |
|
1.618 |
81.109 |
|
1.000 |
80.970 |
|
0.618 |
80.884 |
|
HIGH |
80.745 |
|
0.618 |
80.659 |
|
0.500 |
80.633 |
|
0.382 |
80.606 |
|
LOW |
80.520 |
|
0.618 |
80.381 |
|
1.000 |
80.295 |
|
1.618 |
80.156 |
|
2.618 |
79.931 |
|
4.250 |
79.564 |
|
|
| Fisher Pivots for day following 24-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
80.671 |
80.650 |
| PP |
80.652 |
80.610 |
| S1 |
80.633 |
80.570 |
|