ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 29-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
80.690 |
80.565 |
-0.125 |
-0.2% |
80.720 |
High |
80.815 |
80.695 |
-0.120 |
-0.1% |
81.060 |
Low |
80.500 |
80.495 |
-0.005 |
0.0% |
80.495 |
Close |
80.747 |
80.657 |
-0.090 |
-0.1% |
80.657 |
Range |
0.315 |
0.200 |
-0.115 |
-36.5% |
0.565 |
ATR |
0.431 |
0.418 |
-0.013 |
-3.0% |
0.000 |
Volume |
16,928 |
9,808 |
-7,120 |
-42.1% |
63,390 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.216 |
81.136 |
80.767 |
|
R3 |
81.016 |
80.936 |
80.712 |
|
R2 |
80.816 |
80.816 |
80.694 |
|
R1 |
80.736 |
80.736 |
80.675 |
80.776 |
PP |
80.616 |
80.616 |
80.616 |
80.636 |
S1 |
80.536 |
80.536 |
80.639 |
80.576 |
S2 |
80.416 |
80.416 |
80.620 |
|
S3 |
80.216 |
80.336 |
80.602 |
|
S4 |
80.016 |
80.136 |
80.547 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.432 |
82.110 |
80.968 |
|
R3 |
81.867 |
81.545 |
80.812 |
|
R2 |
81.302 |
81.302 |
80.761 |
|
R1 |
80.980 |
80.980 |
80.709 |
80.859 |
PP |
80.737 |
80.737 |
80.737 |
80.677 |
S1 |
80.415 |
80.415 |
80.605 |
80.294 |
S2 |
80.172 |
80.172 |
80.553 |
|
S3 |
79.607 |
79.850 |
80.502 |
|
S4 |
79.042 |
79.285 |
80.346 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.135 |
80.495 |
0.640 |
0.8% |
0.335 |
0.4% |
25% |
False |
True |
15,612 |
10 |
81.335 |
80.495 |
0.840 |
1.0% |
0.366 |
0.5% |
19% |
False |
True |
17,022 |
20 |
81.580 |
80.320 |
1.260 |
1.6% |
0.442 |
0.5% |
27% |
False |
False |
20,023 |
40 |
81.580 |
79.060 |
2.520 |
3.1% |
0.430 |
0.5% |
63% |
False |
False |
18,433 |
60 |
83.150 |
79.060 |
4.090 |
5.1% |
0.433 |
0.5% |
39% |
False |
False |
19,102 |
80 |
83.150 |
79.060 |
4.090 |
5.1% |
0.430 |
0.5% |
39% |
False |
False |
14,535 |
100 |
83.725 |
79.060 |
4.665 |
5.8% |
0.435 |
0.5% |
34% |
False |
False |
11,648 |
120 |
85.220 |
79.060 |
6.160 |
7.6% |
0.441 |
0.5% |
26% |
False |
False |
9,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.545 |
2.618 |
81.219 |
1.618 |
81.019 |
1.000 |
80.895 |
0.618 |
80.819 |
HIGH |
80.695 |
0.618 |
80.619 |
0.500 |
80.595 |
0.382 |
80.571 |
LOW |
80.495 |
0.618 |
80.371 |
1.000 |
80.295 |
1.618 |
80.171 |
2.618 |
79.971 |
4.250 |
79.645 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
80.636 |
80.718 |
PP |
80.616 |
80.697 |
S1 |
80.595 |
80.677 |
|