ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 04-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
80.330 |
80.810 |
0.480 |
0.6% |
79.300 |
High |
80.870 |
81.025 |
0.155 |
0.2% |
80.870 |
Low |
80.320 |
80.610 |
0.290 |
0.4% |
79.205 |
Close |
80.810 |
80.640 |
-0.170 |
-0.2% |
80.810 |
Range |
0.550 |
0.415 |
-0.135 |
-24.5% |
1.665 |
ATR |
0.436 |
0.435 |
-0.002 |
-0.3% |
0.000 |
Volume |
31,317 |
17,473 |
-13,844 |
-44.2% |
102,709 |
|
Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.003 |
81.737 |
80.868 |
|
R3 |
81.588 |
81.322 |
80.754 |
|
R2 |
81.173 |
81.173 |
80.716 |
|
R1 |
80.907 |
80.907 |
80.678 |
80.833 |
PP |
80.758 |
80.758 |
80.758 |
80.721 |
S1 |
80.492 |
80.492 |
80.602 |
80.418 |
S2 |
80.343 |
80.343 |
80.564 |
|
S3 |
79.928 |
80.077 |
80.526 |
|
S4 |
79.513 |
79.662 |
80.412 |
|
|
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 |
81.025 |
79.340 |
1.685 |
2.1% |
0.494 |
0.6% |
77% |
True |
False |
21,865 |
10 |
81.025 |
79.060 |
1.965 |
2.4% |
0.415 |
0.5% |
80% |
True |
False |
17,930 |
20 |
81.025 |
79.060 |
1.965 |
2.4% |
0.427 |
0.5% |
80% |
True |
False |
17,910 |
40 |
82.185 |
79.060 |
3.125 |
3.9% |
0.415 |
0.5% |
51% |
False |
False |
19,525 |
60 |
83.150 |
79.060 |
4.090 |
5.1% |
0.432 |
0.5% |
39% |
False |
False |
13,513 |
80 |
83.480 |
79.060 |
4.420 |
5.5% |
0.435 |
0.5% |
36% |
False |
False |
10,162 |
100 |
85.220 |
79.060 |
6.160 |
7.6% |
0.449 |
0.6% |
26% |
False |
False |
8,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.789 |
2.618 |
82.111 |
1.618 |
81.696 |
1.000 |
81.440 |
0.618 |
81.281 |
HIGH |
81.025 |
0.618 |
80.866 |
0.500 |
80.818 |
0.382 |
80.769 |
LOW |
80.610 |
0.618 |
80.354 |
1.000 |
80.195 |
1.618 |
79.939 |
2.618 |
79.524 |
4.250 |
78.846 |
|
|
Fisher Pivots for day following 04-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
80.818 |
80.554 |
PP |
80.758 |
80.468 |
S1 |
80.699 |
80.383 |
|