ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 16-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
80.445 |
80.585 |
0.140 |
0.2% |
80.200 |
High |
80.800 |
80.850 |
0.050 |
0.1% |
80.865 |
Low |
80.340 |
80.370 |
0.030 |
0.0% |
79.915 |
Close |
80.561 |
80.563 |
0.002 |
0.0% |
80.452 |
Range |
0.460 |
0.480 |
0.020 |
4.3% |
0.950 |
ATR |
0.422 |
0.426 |
0.004 |
1.0% |
0.000 |
Volume |
24,933 |
18,319 |
-6,614 |
-26.5% |
88,584 |
|
Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.034 |
81.779 |
80.827 |
|
R3 |
81.554 |
81.299 |
80.695 |
|
R2 |
81.074 |
81.074 |
80.651 |
|
R1 |
80.819 |
80.819 |
80.607 |
80.707 |
PP |
80.594 |
80.594 |
80.594 |
80.538 |
S1 |
80.339 |
80.339 |
80.519 |
80.227 |
S2 |
80.114 |
80.114 |
80.475 |
|
S3 |
79.634 |
79.859 |
80.431 |
|
S4 |
79.154 |
79.379 |
80.299 |
|
|
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 |
80.850 |
80.200 |
0.650 |
0.8% |
0.358 |
0.4% |
56% |
True |
False |
16,746 |
10 |
80.865 |
79.720 |
1.145 |
1.4% |
0.403 |
0.5% |
74% |
False |
False |
17,185 |
20 |
80.865 |
79.720 |
1.145 |
1.4% |
0.386 |
0.5% |
74% |
False |
False |
19,053 |
40 |
83.150 |
79.720 |
3.430 |
4.3% |
0.428 |
0.5% |
25% |
False |
False |
14,490 |
60 |
83.150 |
79.720 |
3.430 |
4.3% |
0.433 |
0.5% |
25% |
False |
False |
9,715 |
80 |
85.220 |
79.720 |
5.500 |
6.8% |
0.442 |
0.5% |
15% |
False |
False |
7,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.890 |
2.618 |
82.107 |
1.618 |
81.627 |
1.000 |
81.330 |
0.618 |
81.147 |
HIGH |
80.850 |
0.618 |
80.667 |
0.500 |
80.610 |
0.382 |
80.553 |
LOW |
80.370 |
0.618 |
80.073 |
1.000 |
79.890 |
1.618 |
79.593 |
2.618 |
79.113 |
4.250 |
78.330 |
|
|
Fisher Pivots for day following 16-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
80.610 |
80.550 |
PP |
80.594 |
80.538 |
S1 |
80.579 |
80.525 |
|