ICE US Dollar Index Future December 2013
| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
80.625 |
80.955 |
0.330 |
0.4% |
80.810 |
| High |
81.565 |
81.580 |
0.015 |
0.0% |
81.580 |
| Low |
80.520 |
80.790 |
0.270 |
0.3% |
80.455 |
| Close |
80.854 |
81.387 |
0.533 |
0.7% |
81.387 |
| Range |
1.045 |
0.790 |
-0.255 |
-24.4% |
1.125 |
| ATR |
0.465 |
0.488 |
0.023 |
5.0% |
0.000 |
| Volume |
42,947 |
32,561 |
-10,386 |
-24.2% |
122,809 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.622 |
83.295 |
81.822 |
|
| R3 |
82.832 |
82.505 |
81.604 |
|
| R2 |
82.042 |
82.042 |
81.532 |
|
| R1 |
81.715 |
81.715 |
81.459 |
81.879 |
| PP |
81.252 |
81.252 |
81.252 |
81.334 |
| S1 |
80.925 |
80.925 |
81.315 |
81.089 |
| S2 |
80.462 |
80.462 |
81.242 |
|
| S3 |
79.672 |
80.135 |
81.170 |
|
| S4 |
78.882 |
79.345 |
80.953 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.516 |
84.076 |
82.006 |
|
| R3 |
83.391 |
82.951 |
81.696 |
|
| R2 |
82.266 |
82.266 |
81.593 |
|
| R1 |
81.826 |
81.826 |
81.490 |
82.046 |
| PP |
81.141 |
81.141 |
81.141 |
81.251 |
| S1 |
80.701 |
80.701 |
81.284 |
80.921 |
| S2 |
80.016 |
80.016 |
81.181 |
|
| S3 |
78.891 |
79.576 |
81.078 |
|
| S4 |
77.766 |
78.451 |
80.768 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.580 |
80.455 |
1.125 |
1.4% |
0.583 |
0.7% |
83% |
True |
False |
24,561 |
| 10 |
81.580 |
79.205 |
2.375 |
2.9% |
0.521 |
0.6% |
92% |
True |
False |
22,551 |
| 20 |
81.580 |
79.060 |
2.520 |
3.1% |
0.465 |
0.6% |
92% |
True |
False |
19,404 |
| 40 |
81.580 |
79.060 |
2.520 |
3.1% |
0.440 |
0.5% |
92% |
True |
False |
19,947 |
| 60 |
83.150 |
79.060 |
4.090 |
5.0% |
0.442 |
0.5% |
57% |
False |
False |
15,252 |
| 80 |
83.150 |
79.060 |
4.090 |
5.0% |
0.443 |
0.5% |
57% |
False |
False |
11,473 |
| 100 |
85.220 |
79.060 |
6.160 |
7.6% |
0.446 |
0.5% |
38% |
False |
False |
9,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.938 |
|
2.618 |
83.648 |
|
1.618 |
82.858 |
|
1.000 |
82.370 |
|
0.618 |
82.068 |
|
HIGH |
81.580 |
|
0.618 |
81.278 |
|
0.500 |
81.185 |
|
0.382 |
81.092 |
|
LOW |
80.790 |
|
0.618 |
80.302 |
|
1.000 |
80.000 |
|
1.618 |
79.512 |
|
2.618 |
78.722 |
|
4.250 |
77.433 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
81.320 |
81.264 |
| PP |
81.252 |
81.141 |
| S1 |
81.185 |
81.018 |
|