ICE US Dollar Index Future December 2013
| Trading Metrics calculated at close of trading on 18-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
80.635 |
79.770 |
-0.865 |
-1.1% |
80.385 |
| High |
80.650 |
79.820 |
-0.830 |
-1.0% |
80.850 |
| Low |
79.680 |
79.550 |
-0.130 |
-0.2% |
79.550 |
| Close |
79.718 |
79.727 |
0.009 |
0.0% |
79.727 |
| Range |
0.970 |
0.270 |
-0.700 |
-72.2% |
1.300 |
| ATR |
0.465 |
0.451 |
-0.014 |
-3.0% |
0.000 |
| Volume |
26,221 |
12,861 |
-13,360 |
-51.0% |
92,401 |
|
| Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.509 |
80.388 |
79.876 |
|
| R3 |
80.239 |
80.118 |
79.801 |
|
| R2 |
79.969 |
79.969 |
79.777 |
|
| R1 |
79.848 |
79.848 |
79.752 |
79.774 |
| PP |
79.699 |
79.699 |
79.699 |
79.662 |
| S1 |
79.578 |
79.578 |
79.702 |
79.504 |
| S2 |
79.429 |
79.429 |
79.678 |
|
| S3 |
79.159 |
79.308 |
79.653 |
|
| S4 |
78.889 |
79.038 |
79.579 |
|
|
| 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% |
0.491 |
0.6% |
14% |
False |
True |
18,480 |
| 10 |
80.865 |
79.550 |
1.315 |
1.6% |
0.447 |
0.6% |
13% |
False |
True |
18,098 |
| 20 |
80.865 |
79.550 |
1.315 |
1.6% |
0.414 |
0.5% |
13% |
False |
True |
18,062 |
| 40 |
83.150 |
79.550 |
3.600 |
4.5% |
0.440 |
0.6% |
5% |
False |
True |
15,448 |
| 60 |
83.150 |
79.550 |
3.600 |
4.5% |
0.440 |
0.6% |
5% |
False |
True |
10,364 |
| 80 |
85.220 |
79.550 |
5.670 |
7.1% |
0.449 |
0.6% |
3% |
False |
True |
7,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.968 |
|
2.618 |
80.527 |
|
1.618 |
80.257 |
|
1.000 |
80.090 |
|
0.618 |
79.987 |
|
HIGH |
79.820 |
|
0.618 |
79.717 |
|
0.500 |
79.685 |
|
0.382 |
79.653 |
|
LOW |
79.550 |
|
0.618 |
79.383 |
|
1.000 |
79.280 |
|
1.618 |
79.113 |
|
2.618 |
78.843 |
|
4.250 |
78.403 |
|
|
| Fisher Pivots for day following 18-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
79.713 |
80.200 |
| PP |
79.699 |
80.042 |
| S1 |
79.685 |
79.885 |
|