ICE US Dollar Index Future December 2013
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
79.310 |
79.355 |
0.045 |
0.1% |
80.385 |
| High |
79.440 |
79.375 |
-0.065 |
-0.1% |
80.850 |
| Low |
79.190 |
79.135 |
-0.055 |
-0.1% |
79.550 |
| Close |
79.329 |
79.245 |
-0.084 |
-0.1% |
79.727 |
| Range |
0.250 |
0.240 |
-0.010 |
-4.0% |
1.300 |
| ATR |
0.433 |
0.419 |
-0.014 |
-3.2% |
0.000 |
| Volume |
13,442 |
13,682 |
240 |
1.8% |
92,401 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.972 |
79.848 |
79.377 |
|
| R3 |
79.732 |
79.608 |
79.311 |
|
| R2 |
79.492 |
79.492 |
79.289 |
|
| R1 |
79.368 |
79.368 |
79.267 |
79.310 |
| PP |
79.252 |
79.252 |
79.252 |
79.223 |
| S1 |
79.128 |
79.128 |
79.223 |
79.070 |
| S2 |
79.012 |
79.012 |
79.201 |
|
| S3 |
78.772 |
78.888 |
79.179 |
|
| S4 |
78.532 |
78.648 |
79.113 |
|
|
| 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 |
79.875 |
79.135 |
0.740 |
0.9% |
0.316 |
0.4% |
15% |
False |
True |
14,283 |
| 10 |
80.850 |
79.135 |
1.715 |
2.2% |
0.405 |
0.5% |
6% |
False |
True |
16,537 |
| 20 |
80.865 |
79.135 |
1.730 |
2.2% |
0.421 |
0.5% |
6% |
False |
True |
17,615 |
| 40 |
83.150 |
79.135 |
4.015 |
5.1% |
0.427 |
0.5% |
3% |
False |
True |
16,841 |
| 60 |
83.150 |
79.135 |
4.015 |
5.1% |
0.430 |
0.5% |
3% |
False |
True |
11,332 |
| 80 |
85.220 |
79.135 |
6.085 |
7.7% |
0.446 |
0.6% |
2% |
False |
True |
8,520 |
| 100 |
85.220 |
79.135 |
6.085 |
7.7% |
0.421 |
0.5% |
2% |
False |
True |
6,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.395 |
|
2.618 |
80.003 |
|
1.618 |
79.763 |
|
1.000 |
79.615 |
|
0.618 |
79.523 |
|
HIGH |
79.375 |
|
0.618 |
79.283 |
|
0.500 |
79.255 |
|
0.382 |
79.227 |
|
LOW |
79.135 |
|
0.618 |
78.987 |
|
1.000 |
78.895 |
|
1.618 |
78.747 |
|
2.618 |
78.507 |
|
4.250 |
78.115 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
79.255 |
79.498 |
| PP |
79.252 |
79.413 |
| S1 |
79.248 |
79.329 |
|