ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 12-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
81.380 |
81.190 |
-0.190 |
-0.2% |
80.810 |
High |
81.420 |
81.545 |
0.125 |
0.2% |
81.580 |
Low |
81.130 |
81.080 |
-0.050 |
-0.1% |
80.455 |
Close |
81.200 |
81.252 |
0.052 |
0.1% |
81.387 |
Range |
0.290 |
0.465 |
0.175 |
60.3% |
1.125 |
ATR |
0.474 |
0.474 |
-0.001 |
-0.1% |
0.000 |
Volume |
15,260 |
21,324 |
6,064 |
39.7% |
122,809 |
|
Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.687 |
82.435 |
81.508 |
|
R3 |
82.222 |
81.970 |
81.380 |
|
R2 |
81.757 |
81.757 |
81.337 |
|
R1 |
81.505 |
81.505 |
81.295 |
81.631 |
PP |
81.292 |
81.292 |
81.292 |
81.356 |
S1 |
81.040 |
81.040 |
81.209 |
81.166 |
S2 |
80.827 |
80.827 |
81.167 |
|
S3 |
80.362 |
80.575 |
81.124 |
|
S4 |
79.897 |
80.110 |
80.996 |
|
|
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% |
0.587 |
0.7% |
71% |
False |
False |
25,359 |
10 |
81.580 |
79.485 |
2.095 |
2.6% |
0.533 |
0.7% |
84% |
False |
False |
23,317 |
20 |
81.580 |
79.060 |
2.520 |
3.1% |
0.466 |
0.6% |
87% |
False |
False |
19,484 |
40 |
81.580 |
79.060 |
2.520 |
3.1% |
0.444 |
0.5% |
87% |
False |
False |
20,014 |
60 |
83.150 |
79.060 |
4.090 |
5.0% |
0.442 |
0.5% |
54% |
False |
False |
15,854 |
80 |
83.150 |
79.060 |
4.090 |
5.0% |
0.440 |
0.5% |
54% |
False |
False |
11,929 |
100 |
85.220 |
79.060 |
6.160 |
7.6% |
0.446 |
0.5% |
36% |
False |
False |
9,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.521 |
2.618 |
82.762 |
1.618 |
82.297 |
1.000 |
82.010 |
0.618 |
81.832 |
HIGH |
81.545 |
0.618 |
81.367 |
0.500 |
81.313 |
0.382 |
81.258 |
LOW |
81.080 |
0.618 |
80.793 |
1.000 |
80.615 |
1.618 |
80.328 |
2.618 |
79.863 |
4.250 |
79.104 |
|
|
Fisher Pivots for day following 12-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
81.313 |
81.230 |
PP |
81.292 |
81.207 |
S1 |
81.272 |
81.185 |
|