ICE US Dollar Index Future December 2013
| Trading Metrics calculated at close of trading on 29-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
79.300 |
79.385 |
0.085 |
0.1% |
79.730 |
| High |
79.445 |
79.740 |
0.295 |
0.4% |
79.875 |
| Low |
79.205 |
79.340 |
0.135 |
0.2% |
79.060 |
| Close |
79.306 |
79.670 |
0.364 |
0.5% |
79.246 |
| Range |
0.240 |
0.400 |
0.160 |
66.7% |
0.815 |
| ATR |
0.399 |
0.402 |
0.002 |
0.6% |
0.000 |
| Volume |
10,854 |
18,072 |
7,218 |
66.5% |
70,179 |
|
| Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.783 |
80.627 |
79.890 |
|
| R3 |
80.383 |
80.227 |
79.780 |
|
| R2 |
79.983 |
79.983 |
79.743 |
|
| R1 |
79.827 |
79.827 |
79.707 |
79.905 |
| PP |
79.583 |
79.583 |
79.583 |
79.623 |
| S1 |
79.427 |
79.427 |
79.633 |
79.505 |
| S2 |
79.183 |
79.183 |
79.597 |
|
| S3 |
78.783 |
79.027 |
79.560 |
|
| S4 |
78.383 |
78.627 |
79.450 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.839 |
81.357 |
79.694 |
|
| R3 |
81.024 |
80.542 |
79.470 |
|
| R2 |
80.209 |
80.209 |
79.395 |
|
| R1 |
79.727 |
79.727 |
79.321 |
79.561 |
| PP |
79.394 |
79.394 |
79.394 |
79.310 |
| S1 |
78.912 |
78.912 |
79.171 |
78.746 |
| S2 |
78.579 |
78.579 |
79.097 |
|
| S3 |
77.764 |
78.097 |
79.022 |
|
| S4 |
76.949 |
77.282 |
78.798 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.740 |
79.060 |
0.680 |
0.9% |
0.290 |
0.4% |
90% |
True |
False |
13,534 |
| 10 |
80.850 |
79.060 |
1.790 |
2.2% |
0.399 |
0.5% |
34% |
False |
False |
15,650 |
| 20 |
80.865 |
79.060 |
1.805 |
2.3% |
0.402 |
0.5% |
34% |
False |
False |
16,541 |
| 40 |
83.150 |
79.060 |
4.090 |
5.1% |
0.424 |
0.5% |
15% |
False |
False |
17,781 |
| 60 |
83.150 |
79.060 |
4.090 |
5.1% |
0.424 |
0.5% |
15% |
False |
False |
12,004 |
| 80 |
84.970 |
79.060 |
5.910 |
7.4% |
0.439 |
0.6% |
10% |
False |
False |
9,026 |
| 100 |
85.220 |
79.060 |
6.160 |
7.7% |
0.430 |
0.5% |
10% |
False |
False |
7,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.440 |
|
2.618 |
80.787 |
|
1.618 |
80.387 |
|
1.000 |
80.140 |
|
0.618 |
79.987 |
|
HIGH |
79.740 |
|
0.618 |
79.587 |
|
0.500 |
79.540 |
|
0.382 |
79.493 |
|
LOW |
79.340 |
|
0.618 |
79.093 |
|
1.000 |
78.940 |
|
1.618 |
78.693 |
|
2.618 |
78.293 |
|
4.250 |
77.640 |
|
|
| Fisher Pivots for day following 29-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
79.627 |
79.580 |
| PP |
79.583 |
79.490 |
| S1 |
79.540 |
79.400 |
|