ICE US Dollar Index Future December 2013
| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
79.970 |
80.500 |
0.530 |
0.7% |
80.460 |
| High |
80.865 |
80.685 |
-0.180 |
-0.2% |
80.490 |
| Low |
79.950 |
80.395 |
0.445 |
0.6% |
79.720 |
| Close |
80.466 |
80.517 |
0.051 |
0.1% |
80.220 |
| Range |
0.915 |
0.290 |
-0.625 |
-68.3% |
0.770 |
| ATR |
0.450 |
0.439 |
-0.011 |
-2.5% |
0.000 |
| Volume |
29,224 |
15,997 |
-13,227 |
-45.3% |
95,732 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.402 |
81.250 |
80.677 |
|
| R3 |
81.112 |
80.960 |
80.597 |
|
| R2 |
80.822 |
80.822 |
80.570 |
|
| R1 |
80.670 |
80.670 |
80.544 |
80.746 |
| PP |
80.532 |
80.532 |
80.532 |
80.571 |
| S1 |
80.380 |
80.380 |
80.490 |
80.456 |
| S2 |
80.242 |
80.242 |
80.464 |
|
| S3 |
79.952 |
80.090 |
80.437 |
|
| S4 |
79.662 |
79.800 |
80.358 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.453 |
82.107 |
80.644 |
|
| R3 |
81.683 |
81.337 |
80.432 |
|
| R2 |
80.913 |
80.913 |
80.361 |
|
| R1 |
80.567 |
80.567 |
80.291 |
80.355 |
| PP |
80.143 |
80.143 |
80.143 |
80.038 |
| S1 |
79.797 |
79.797 |
80.149 |
79.585 |
| S2 |
79.373 |
79.373 |
80.079 |
|
| S3 |
78.603 |
79.027 |
80.008 |
|
| S4 |
77.833 |
78.257 |
79.797 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.865 |
79.780 |
1.085 |
1.3% |
0.446 |
0.6% |
68% |
False |
False |
17,694 |
| 10 |
80.865 |
79.720 |
1.145 |
1.4% |
0.436 |
0.5% |
70% |
False |
False |
18,692 |
| 20 |
81.915 |
79.720 |
2.195 |
2.7% |
0.418 |
0.5% |
36% |
False |
False |
21,284 |
| 40 |
83.150 |
79.720 |
3.430 |
4.3% |
0.432 |
0.5% |
23% |
False |
False |
12,825 |
| 60 |
83.210 |
79.720 |
3.490 |
4.3% |
0.437 |
0.5% |
23% |
False |
False |
8,591 |
| 80 |
85.220 |
79.720 |
5.500 |
6.8% |
0.448 |
0.6% |
14% |
False |
False |
6,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.918 |
|
2.618 |
81.444 |
|
1.618 |
81.154 |
|
1.000 |
80.975 |
|
0.618 |
80.864 |
|
HIGH |
80.685 |
|
0.618 |
80.574 |
|
0.500 |
80.540 |
|
0.382 |
80.506 |
|
LOW |
80.395 |
|
0.618 |
80.216 |
|
1.000 |
80.105 |
|
1.618 |
79.926 |
|
2.618 |
79.636 |
|
4.250 |
79.163 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
80.540 |
80.475 |
| PP |
80.532 |
80.432 |
| S1 |
80.525 |
80.390 |
|