ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 19-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
80.875 |
80.740 |
-0.135 |
-0.2% |
81.380 |
High |
80.965 |
80.875 |
-0.090 |
-0.1% |
81.545 |
Low |
80.600 |
80.605 |
0.005 |
0.0% |
80.800 |
Close |
80.826 |
80.744 |
-0.082 |
-0.1% |
80.898 |
Range |
0.365 |
0.270 |
-0.095 |
-26.0% |
0.745 |
ATR |
0.460 |
0.446 |
-0.014 |
-3.0% |
0.000 |
Volume |
13,749 |
14,416 |
667 |
4.9% |
91,064 |
|
Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.551 |
81.418 |
80.893 |
|
R3 |
81.281 |
81.148 |
80.818 |
|
R2 |
81.011 |
81.011 |
80.794 |
|
R1 |
80.878 |
80.878 |
80.769 |
80.945 |
PP |
80.741 |
80.741 |
80.741 |
80.775 |
S1 |
80.608 |
80.608 |
80.719 |
80.675 |
S2 |
80.471 |
80.471 |
80.695 |
|
S3 |
80.201 |
80.338 |
80.670 |
|
S4 |
79.931 |
80.068 |
80.596 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.316 |
82.852 |
81.308 |
|
R3 |
82.571 |
82.107 |
81.103 |
|
R2 |
81.826 |
81.826 |
81.035 |
|
R1 |
81.362 |
81.362 |
80.966 |
81.222 |
PP |
81.081 |
81.081 |
81.081 |
81.011 |
S1 |
80.617 |
80.617 |
80.830 |
80.477 |
S2 |
80.336 |
80.336 |
80.761 |
|
S3 |
79.591 |
79.872 |
80.693 |
|
S4 |
78.846 |
79.127 |
80.488 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.350 |
80.600 |
0.750 |
0.9% |
0.395 |
0.5% |
19% |
False |
False |
16,529 |
10 |
81.580 |
80.455 |
1.125 |
1.4% |
0.491 |
0.6% |
26% |
False |
False |
20,944 |
20 |
81.580 |
79.060 |
2.520 |
3.1% |
0.438 |
0.5% |
67% |
False |
False |
19,174 |
40 |
81.580 |
79.060 |
2.520 |
3.1% |
0.434 |
0.5% |
67% |
False |
False |
18,644 |
60 |
83.150 |
79.060 |
4.090 |
5.1% |
0.442 |
0.5% |
41% |
False |
False |
17,196 |
80 |
83.150 |
79.060 |
4.090 |
5.1% |
0.441 |
0.5% |
41% |
False |
False |
12,957 |
100 |
85.220 |
79.060 |
6.160 |
7.6% |
0.448 |
0.6% |
27% |
False |
False |
10,380 |
120 |
85.220 |
79.060 |
6.160 |
7.6% |
0.427 |
0.5% |
27% |
False |
False |
8,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.023 |
2.618 |
81.582 |
1.618 |
81.312 |
1.000 |
81.145 |
0.618 |
81.042 |
HIGH |
80.875 |
0.618 |
80.772 |
0.500 |
80.740 |
0.382 |
80.708 |
LOW |
80.605 |
0.618 |
80.438 |
1.000 |
80.335 |
1.618 |
80.168 |
2.618 |
79.898 |
4.250 |
79.458 |
|
|
Fisher Pivots for day following 19-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
80.743 |
80.905 |
PP |
80.741 |
80.851 |
S1 |
80.740 |
80.798 |
|