ICE US Dollar Index Future December 2013
| Trading Metrics calculated at close of trading on 21-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
79.770 |
79.730 |
-0.040 |
-0.1% |
80.385 |
| High |
79.820 |
79.875 |
0.055 |
0.1% |
80.850 |
| Low |
79.550 |
79.680 |
0.130 |
0.2% |
79.550 |
| Close |
79.727 |
79.751 |
0.024 |
0.0% |
79.727 |
| Range |
0.270 |
0.195 |
-0.075 |
-27.8% |
1.300 |
| ATR |
0.451 |
0.433 |
-0.018 |
-4.1% |
0.000 |
| Volume |
12,861 |
11,058 |
-1,803 |
-14.0% |
92,401 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.354 |
80.247 |
79.858 |
|
| R3 |
80.159 |
80.052 |
79.805 |
|
| R2 |
79.964 |
79.964 |
79.787 |
|
| R1 |
79.857 |
79.857 |
79.769 |
79.911 |
| PP |
79.769 |
79.769 |
79.769 |
79.795 |
| S1 |
79.662 |
79.662 |
79.733 |
79.716 |
| S2 |
79.574 |
79.574 |
79.715 |
|
| S3 |
79.379 |
79.467 |
79.697 |
|
| S4 |
79.184 |
79.272 |
79.644 |
|
|
| 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% |
0.475 |
0.6% |
15% |
False |
False |
18,678 |
| 10 |
80.865 |
79.550 |
1.315 |
1.6% |
0.440 |
0.6% |
15% |
False |
False |
17,890 |
| 20 |
80.865 |
79.550 |
1.315 |
1.6% |
0.411 |
0.5% |
15% |
False |
False |
17,876 |
| 40 |
83.150 |
79.550 |
3.600 |
4.5% |
0.439 |
0.6% |
6% |
False |
False |
15,713 |
| 60 |
83.150 |
79.550 |
3.600 |
4.5% |
0.439 |
0.5% |
6% |
False |
False |
10,546 |
| 80 |
85.220 |
79.550 |
5.670 |
7.1% |
0.450 |
0.6% |
4% |
False |
False |
7,928 |
| 100 |
85.220 |
79.550 |
5.670 |
7.1% |
0.419 |
0.5% |
4% |
False |
False |
6,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.704 |
|
2.618 |
80.386 |
|
1.618 |
80.191 |
|
1.000 |
80.070 |
|
0.618 |
79.996 |
|
HIGH |
79.875 |
|
0.618 |
79.801 |
|
0.500 |
79.778 |
|
0.382 |
79.754 |
|
LOW |
79.680 |
|
0.618 |
79.559 |
|
1.000 |
79.485 |
|
1.618 |
79.364 |
|
2.618 |
79.169 |
|
4.250 |
78.851 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
79.778 |
80.100 |
| PP |
79.769 |
79.984 |
| S1 |
79.760 |
79.867 |
|