ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 17-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
80.585 |
80.635 |
0.050 |
0.1% |
80.200 |
High |
80.850 |
80.650 |
-0.200 |
-0.2% |
80.865 |
Low |
80.370 |
79.680 |
-0.690 |
-0.9% |
79.915 |
Close |
80.563 |
79.718 |
-0.845 |
-1.0% |
80.452 |
Range |
0.480 |
0.970 |
0.490 |
102.1% |
0.950 |
ATR |
0.426 |
0.465 |
0.039 |
9.1% |
0.000 |
Volume |
18,319 |
26,221 |
7,902 |
43.1% |
88,584 |
|
Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.926 |
82.292 |
80.252 |
|
R3 |
81.956 |
81.322 |
79.985 |
|
R2 |
80.986 |
80.986 |
79.896 |
|
R1 |
80.352 |
80.352 |
79.807 |
80.184 |
PP |
80.016 |
80.016 |
80.016 |
79.932 |
S1 |
79.382 |
79.382 |
79.629 |
79.214 |
S2 |
79.046 |
79.046 |
79.540 |
|
S3 |
78.076 |
78.412 |
79.451 |
|
S4 |
77.106 |
77.442 |
79.185 |
|
|
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 |
79.680 |
1.170 |
1.5% |
0.494 |
0.6% |
3% |
False |
True |
18,791 |
10 |
80.865 |
79.680 |
1.185 |
1.5% |
0.470 |
0.6% |
3% |
False |
True |
18,243 |
20 |
80.865 |
79.680 |
1.185 |
1.5% |
0.414 |
0.5% |
3% |
False |
True |
18,553 |
40 |
83.150 |
79.680 |
3.470 |
4.4% |
0.444 |
0.6% |
1% |
False |
True |
15,136 |
60 |
83.150 |
79.680 |
3.470 |
4.4% |
0.440 |
0.6% |
1% |
False |
True |
10,151 |
80 |
85.220 |
79.680 |
5.540 |
6.9% |
0.451 |
0.6% |
1% |
False |
True |
7,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.773 |
2.618 |
83.189 |
1.618 |
82.219 |
1.000 |
81.620 |
0.618 |
81.249 |
HIGH |
80.650 |
0.618 |
80.279 |
0.500 |
80.165 |
0.382 |
80.051 |
LOW |
79.680 |
0.618 |
79.081 |
1.000 |
78.710 |
1.618 |
78.111 |
2.618 |
77.141 |
4.250 |
75.558 |
|
|
Fisher Pivots for day following 17-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
80.165 |
80.265 |
PP |
80.016 |
80.083 |
S1 |
79.867 |
79.900 |
|