ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 21-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
80.620 |
81.190 |
0.570 |
0.7% |
81.380 |
High |
81.200 |
81.335 |
0.135 |
0.2% |
81.545 |
Low |
80.560 |
81.000 |
0.440 |
0.5% |
80.800 |
Close |
81.172 |
81.117 |
-0.055 |
-0.1% |
80.898 |
Range |
0.640 |
0.335 |
-0.305 |
-47.7% |
0.745 |
ATR |
0.460 |
0.451 |
-0.009 |
-1.9% |
0.000 |
Volume |
31,442 |
17,608 |
-13,834 |
-44.0% |
91,064 |
|
Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.156 |
81.971 |
81.301 |
|
R3 |
81.821 |
81.636 |
81.209 |
|
R2 |
81.486 |
81.486 |
81.178 |
|
R1 |
81.301 |
81.301 |
81.148 |
81.226 |
PP |
81.151 |
81.151 |
81.151 |
81.113 |
S1 |
80.966 |
80.966 |
81.086 |
80.891 |
S2 |
80.816 |
80.816 |
81.056 |
|
S3 |
80.481 |
80.631 |
81.025 |
|
S4 |
80.146 |
80.296 |
80.933 |
|
|
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 |
81.335 |
80.560 |
0.775 |
1.0% |
0.397 |
0.5% |
72% |
True |
False |
18,433 |
10 |
81.580 |
80.560 |
1.020 |
1.3% |
0.450 |
0.6% |
55% |
False |
False |
20,084 |
20 |
81.580 |
79.060 |
2.520 |
3.1% |
0.462 |
0.6% |
82% |
False |
False |
20,271 |
40 |
81.580 |
79.060 |
2.520 |
3.1% |
0.441 |
0.5% |
82% |
False |
False |
18,943 |
60 |
83.150 |
79.060 |
4.090 |
5.0% |
0.439 |
0.5% |
50% |
False |
False |
17,984 |
80 |
83.150 |
79.060 |
4.090 |
5.0% |
0.438 |
0.5% |
50% |
False |
False |
13,567 |
100 |
85.220 |
79.060 |
6.160 |
7.6% |
0.449 |
0.6% |
33% |
False |
False |
10,870 |
120 |
85.220 |
79.060 |
6.160 |
7.6% |
0.427 |
0.5% |
33% |
False |
False |
9,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.759 |
2.618 |
82.212 |
1.618 |
81.877 |
1.000 |
81.670 |
0.618 |
81.542 |
HIGH |
81.335 |
0.618 |
81.207 |
0.500 |
81.168 |
0.382 |
81.128 |
LOW |
81.000 |
0.618 |
80.793 |
1.000 |
80.665 |
1.618 |
80.458 |
2.618 |
80.123 |
4.250 |
79.576 |
|
|
Fisher Pivots for day following 21-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
81.168 |
81.061 |
PP |
81.151 |
81.004 |
S1 |
81.134 |
80.948 |
|