ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 27-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
80.830 |
80.690 |
-0.140 |
-0.2% |
80.875 |
High |
80.940 |
80.815 |
-0.125 |
-0.2% |
81.335 |
Low |
80.620 |
80.500 |
-0.120 |
-0.1% |
80.560 |
Close |
80.638 |
80.747 |
0.109 |
0.1% |
80.742 |
Range |
0.320 |
0.315 |
-0.005 |
-1.6% |
0.775 |
ATR |
0.439 |
0.431 |
-0.009 |
-2.0% |
0.000 |
Volume |
21,770 |
16,928 |
-4,842 |
-22.2% |
91,885 |
|
Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.632 |
81.505 |
80.920 |
|
R3 |
81.317 |
81.190 |
80.834 |
|
R2 |
81.002 |
81.002 |
80.805 |
|
R1 |
80.875 |
80.875 |
80.776 |
80.939 |
PP |
80.687 |
80.687 |
80.687 |
80.719 |
S1 |
80.560 |
80.560 |
80.718 |
80.624 |
S2 |
80.372 |
80.372 |
80.689 |
|
S3 |
80.057 |
80.245 |
80.660 |
|
S4 |
79.742 |
79.930 |
80.574 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.204 |
82.748 |
81.168 |
|
R3 |
82.429 |
81.973 |
80.955 |
|
R2 |
81.654 |
81.654 |
80.884 |
|
R1 |
81.198 |
81.198 |
80.813 |
81.039 |
PP |
80.879 |
80.879 |
80.879 |
80.799 |
S1 |
80.423 |
80.423 |
80.671 |
80.264 |
S2 |
80.104 |
80.104 |
80.600 |
|
S3 |
79.329 |
79.648 |
80.529 |
|
S4 |
78.554 |
78.873 |
80.316 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.335 |
80.500 |
0.835 |
1.0% |
0.362 |
0.4% |
30% |
False |
True |
17,172 |
10 |
81.335 |
80.500 |
0.835 |
1.0% |
0.388 |
0.5% |
30% |
False |
True |
17,896 |
20 |
81.580 |
79.740 |
1.840 |
2.3% |
0.463 |
0.6% |
55% |
False |
False |
20,840 |
40 |
81.580 |
79.060 |
2.520 |
3.1% |
0.432 |
0.5% |
67% |
False |
False |
18,579 |
60 |
83.150 |
79.060 |
4.090 |
5.1% |
0.439 |
0.5% |
41% |
False |
False |
19,057 |
80 |
83.150 |
79.060 |
4.090 |
5.1% |
0.433 |
0.5% |
41% |
False |
False |
14,415 |
100 |
83.725 |
79.060 |
4.665 |
5.8% |
0.439 |
0.5% |
36% |
False |
False |
11,551 |
120 |
85.220 |
79.060 |
6.160 |
7.6% |
0.440 |
0.5% |
27% |
False |
False |
9,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.154 |
2.618 |
81.640 |
1.618 |
81.325 |
1.000 |
81.130 |
0.618 |
81.010 |
HIGH |
80.815 |
0.618 |
80.695 |
0.500 |
80.658 |
0.382 |
80.620 |
LOW |
80.500 |
0.618 |
80.305 |
1.000 |
80.185 |
1.618 |
79.990 |
2.618 |
79.675 |
4.250 |
79.161 |
|
|
Fisher Pivots for day following 27-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
80.717 |
80.780 |
PP |
80.687 |
80.769 |
S1 |
80.658 |
80.758 |
|