ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 11-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
80.500 |
80.580 |
0.080 |
0.1% |
80.200 |
High |
80.685 |
80.625 |
-0.060 |
-0.1% |
80.865 |
Low |
80.395 |
80.340 |
-0.055 |
-0.1% |
79.915 |
Close |
80.517 |
80.452 |
-0.065 |
-0.1% |
80.452 |
Range |
0.290 |
0.285 |
-0.005 |
-1.7% |
0.950 |
ATR |
0.439 |
0.428 |
-0.011 |
-2.5% |
0.000 |
Volume |
15,997 |
14,418 |
-1,579 |
-9.9% |
88,584 |
|
Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.327 |
81.175 |
80.609 |
|
R3 |
81.042 |
80.890 |
80.530 |
|
R2 |
80.757 |
80.757 |
80.504 |
|
R1 |
80.605 |
80.605 |
80.478 |
80.539 |
PP |
80.472 |
80.472 |
80.472 |
80.439 |
S1 |
80.320 |
80.320 |
80.426 |
80.254 |
S2 |
80.187 |
80.187 |
80.400 |
|
S3 |
79.902 |
80.035 |
80.374 |
|
S4 |
79.617 |
79.750 |
80.295 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.261 |
82.806 |
80.975 |
|
R3 |
82.311 |
81.856 |
80.713 |
|
R2 |
81.361 |
81.361 |
80.626 |
|
R1 |
80.906 |
80.906 |
80.539 |
81.134 |
PP |
80.411 |
80.411 |
80.411 |
80.524 |
S1 |
79.956 |
79.956 |
80.365 |
80.184 |
S2 |
79.461 |
79.461 |
80.278 |
|
S3 |
78.511 |
79.006 |
80.191 |
|
S4 |
77.561 |
78.056 |
79.930 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.865 |
79.915 |
0.950 |
1.2% |
0.402 |
0.5% |
57% |
False |
False |
17,716 |
10 |
80.865 |
79.720 |
1.145 |
1.4% |
0.415 |
0.5% |
64% |
False |
False |
18,431 |
20 |
81.505 |
79.720 |
1.785 |
2.2% |
0.415 |
0.5% |
41% |
False |
False |
20,489 |
40 |
83.150 |
79.720 |
3.430 |
4.3% |
0.431 |
0.5% |
21% |
False |
False |
13,176 |
60 |
83.150 |
79.720 |
3.430 |
4.3% |
0.436 |
0.5% |
21% |
False |
False |
8,830 |
80 |
85.220 |
79.720 |
5.500 |
6.8% |
0.441 |
0.5% |
13% |
False |
False |
6,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.836 |
2.618 |
81.371 |
1.618 |
81.086 |
1.000 |
80.910 |
0.618 |
80.801 |
HIGH |
80.625 |
0.618 |
80.516 |
0.500 |
80.483 |
0.382 |
80.449 |
LOW |
80.340 |
0.618 |
80.164 |
1.000 |
80.055 |
1.618 |
79.879 |
2.618 |
79.594 |
4.250 |
79.129 |
|
|
Fisher Pivots for day following 11-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
80.483 |
80.437 |
PP |
80.472 |
80.422 |
S1 |
80.462 |
80.408 |
|