ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 01-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
79.820 |
80.330 |
0.510 |
0.6% |
79.300 |
High |
80.355 |
80.870 |
0.515 |
0.6% |
80.870 |
Low |
79.740 |
80.320 |
0.580 |
0.7% |
79.205 |
Close |
80.263 |
80.810 |
0.547 |
0.7% |
80.810 |
Range |
0.615 |
0.550 |
-0.065 |
-10.6% |
1.665 |
ATR |
0.423 |
0.436 |
0.013 |
3.1% |
0.000 |
Volume |
26,159 |
31,317 |
5,158 |
19.7% |
102,709 |
|
Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.317 |
82.113 |
81.113 |
|
R3 |
81.767 |
81.563 |
80.961 |
|
R2 |
81.217 |
81.217 |
80.911 |
|
R1 |
81.013 |
81.013 |
80.860 |
81.115 |
PP |
80.667 |
80.667 |
80.667 |
80.718 |
S1 |
80.463 |
80.463 |
80.760 |
80.565 |
S2 |
80.117 |
80.117 |
80.709 |
|
S3 |
79.567 |
79.913 |
80.659 |
|
S4 |
79.017 |
79.363 |
80.508 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.290 |
84.715 |
81.726 |
|
R3 |
83.625 |
83.050 |
81.268 |
|
R2 |
81.960 |
81.960 |
81.115 |
|
R1 |
81.385 |
81.385 |
80.963 |
81.673 |
PP |
80.295 |
80.295 |
80.295 |
80.439 |
S1 |
79.720 |
79.720 |
80.657 |
80.008 |
S2 |
78.630 |
78.630 |
80.505 |
|
S3 |
76.965 |
78.055 |
80.352 |
|
S4 |
75.300 |
76.390 |
79.894 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.870 |
79.205 |
1.665 |
2.1% |
0.459 |
0.6% |
96% |
True |
False |
20,541 |
10 |
80.870 |
79.060 |
1.810 |
2.2% |
0.393 |
0.5% |
97% |
True |
False |
17,288 |
20 |
80.870 |
79.060 |
1.810 |
2.2% |
0.420 |
0.5% |
97% |
True |
False |
17,693 |
40 |
82.550 |
79.060 |
3.490 |
4.3% |
0.421 |
0.5% |
50% |
False |
False |
19,306 |
60 |
83.150 |
79.060 |
4.090 |
5.1% |
0.432 |
0.5% |
43% |
False |
False |
13,225 |
80 |
83.725 |
79.060 |
4.665 |
5.8% |
0.435 |
0.5% |
38% |
False |
False |
9,944 |
100 |
85.220 |
79.060 |
6.160 |
7.6% |
0.447 |
0.6% |
28% |
False |
False |
7,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.208 |
2.618 |
82.310 |
1.618 |
81.760 |
1.000 |
81.420 |
0.618 |
81.210 |
HIGH |
80.870 |
0.618 |
80.660 |
0.500 |
80.595 |
0.382 |
80.530 |
LOW |
80.320 |
0.618 |
79.980 |
1.000 |
79.770 |
1.618 |
79.430 |
2.618 |
78.880 |
4.250 |
77.983 |
|
|
Fisher Pivots for day following 01-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
80.738 |
80.599 |
PP |
80.667 |
80.388 |
S1 |
80.595 |
80.178 |
|