ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 21-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
79.770 |
79.730 |
-0.040 |
-0.1% |
80.385 |
High |
79.820 |
79.875 |
0.055 |
0.1% |
80.850 |
Low |
79.550 |
79.680 |
0.130 |
0.2% |
79.550 |
Close |
79.727 |
79.751 |
0.024 |
0.0% |
79.727 |
Range |
0.270 |
0.195 |
-0.075 |
-27.8% |
1.300 |
ATR |
0.451 |
0.433 |
-0.018 |
-4.1% |
0.000 |
Volume |
12,861 |
11,058 |
-1,803 |
-14.0% |
92,401 |
|
Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.354 |
80.247 |
79.858 |
|
R3 |
80.159 |
80.052 |
79.805 |
|
R2 |
79.964 |
79.964 |
79.787 |
|
R1 |
79.857 |
79.857 |
79.769 |
79.911 |
PP |
79.769 |
79.769 |
79.769 |
79.795 |
S1 |
79.662 |
79.662 |
79.733 |
79.716 |
S2 |
79.574 |
79.574 |
79.715 |
|
S3 |
79.379 |
79.467 |
79.697 |
|
S4 |
79.184 |
79.272 |
79.644 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.942 |
83.135 |
80.442 |
|
R3 |
82.642 |
81.835 |
80.085 |
|
R2 |
81.342 |
81.342 |
79.965 |
|
R1 |
80.535 |
80.535 |
79.846 |
80.289 |
PP |
80.042 |
80.042 |
80.042 |
79.919 |
S1 |
79.235 |
79.235 |
79.608 |
78.989 |
S2 |
78.742 |
78.742 |
79.489 |
|
S3 |
77.442 |
77.935 |
79.370 |
|
S4 |
76.142 |
76.635 |
79.012 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.850 |
79.550 |
1.300 |
1.6% |
0.475 |
0.6% |
15% |
False |
False |
18,678 |
10 |
80.865 |
79.550 |
1.315 |
1.6% |
0.440 |
0.6% |
15% |
False |
False |
17,890 |
20 |
80.865 |
79.550 |
1.315 |
1.6% |
0.411 |
0.5% |
15% |
False |
False |
17,876 |
40 |
83.150 |
79.550 |
3.600 |
4.5% |
0.439 |
0.6% |
6% |
False |
False |
15,713 |
60 |
83.150 |
79.550 |
3.600 |
4.5% |
0.439 |
0.5% |
6% |
False |
False |
10,546 |
80 |
85.220 |
79.550 |
5.670 |
7.1% |
0.450 |
0.6% |
4% |
False |
False |
7,928 |
100 |
85.220 |
79.550 |
5.670 |
7.1% |
0.419 |
0.5% |
4% |
False |
False |
6,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.704 |
2.618 |
80.386 |
1.618 |
80.191 |
1.000 |
80.070 |
0.618 |
79.996 |
HIGH |
79.875 |
0.618 |
79.801 |
0.500 |
79.778 |
0.382 |
79.754 |
LOW |
79.680 |
0.618 |
79.559 |
1.000 |
79.485 |
1.618 |
79.364 |
2.618 |
79.169 |
4.250 |
78.851 |
|
|
Fisher Pivots for day following 21-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
79.778 |
80.100 |
PP |
79.769 |
79.984 |
S1 |
79.760 |
79.867 |
|