ICE US Dollar Index Future December 2013
| Trading Metrics calculated at close of trading on 23-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
79.785 |
79.310 |
-0.475 |
-0.6% |
80.385 |
| High |
79.860 |
79.440 |
-0.420 |
-0.5% |
80.850 |
| Low |
79.235 |
79.190 |
-0.045 |
-0.1% |
79.550 |
| Close |
79.290 |
79.329 |
0.039 |
0.0% |
79.727 |
| Range |
0.625 |
0.250 |
-0.375 |
-60.0% |
1.300 |
| ATR |
0.447 |
0.433 |
-0.014 |
-3.1% |
0.000 |
| Volume |
20,373 |
13,442 |
-6,931 |
-34.0% |
92,401 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.070 |
79.949 |
79.467 |
|
| R3 |
79.820 |
79.699 |
79.398 |
|
| R2 |
79.570 |
79.570 |
79.375 |
|
| R1 |
79.449 |
79.449 |
79.352 |
79.510 |
| PP |
79.320 |
79.320 |
79.320 |
79.350 |
| S1 |
79.199 |
79.199 |
79.306 |
79.260 |
| S2 |
79.070 |
79.070 |
79.283 |
|
| S3 |
78.820 |
78.949 |
79.260 |
|
| S4 |
78.570 |
78.699 |
79.192 |
|
|
| 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 |
80.650 |
79.190 |
1.460 |
1.8% |
0.462 |
0.6% |
10% |
False |
True |
16,791 |
| 10 |
80.850 |
79.190 |
1.660 |
2.1% |
0.410 |
0.5% |
8% |
False |
True |
16,768 |
| 20 |
80.865 |
79.190 |
1.675 |
2.1% |
0.426 |
0.5% |
8% |
False |
True |
17,823 |
| 40 |
83.150 |
79.190 |
3.960 |
5.0% |
0.438 |
0.6% |
4% |
False |
True |
16,527 |
| 60 |
83.150 |
79.190 |
3.960 |
5.0% |
0.434 |
0.5% |
4% |
False |
True |
11,106 |
| 80 |
85.220 |
79.190 |
6.030 |
7.6% |
0.448 |
0.6% |
2% |
False |
True |
8,349 |
| 100 |
85.220 |
79.190 |
6.030 |
7.6% |
0.428 |
0.5% |
2% |
False |
True |
6,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.503 |
|
2.618 |
80.095 |
|
1.618 |
79.845 |
|
1.000 |
79.690 |
|
0.618 |
79.595 |
|
HIGH |
79.440 |
|
0.618 |
79.345 |
|
0.500 |
79.315 |
|
0.382 |
79.286 |
|
LOW |
79.190 |
|
0.618 |
79.036 |
|
1.000 |
78.940 |
|
1.618 |
78.786 |
|
2.618 |
78.536 |
|
4.250 |
78.128 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
79.324 |
79.533 |
| PP |
79.320 |
79.465 |
| S1 |
79.315 |
79.397 |
|