ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 05-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
80.675 |
80.675 |
0.000 |
0.0% |
80.720 |
High |
80.930 |
80.845 |
-0.085 |
-0.1% |
81.060 |
Low |
80.545 |
80.230 |
-0.315 |
-0.4% |
80.495 |
Close |
80.628 |
80.241 |
-0.387 |
-0.5% |
80.657 |
Range |
0.385 |
0.615 |
0.230 |
59.7% |
0.565 |
ATR |
0.425 |
0.439 |
0.014 |
3.2% |
0.000 |
Volume |
23,055 |
33,745 |
10,690 |
46.4% |
63,390 |
|
Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.284 |
81.877 |
80.579 |
|
R3 |
81.669 |
81.262 |
80.410 |
|
R2 |
81.054 |
81.054 |
80.354 |
|
R1 |
80.647 |
80.647 |
80.297 |
80.543 |
PP |
80.439 |
80.439 |
80.439 |
80.387 |
S1 |
80.032 |
80.032 |
80.185 |
79.928 |
S2 |
79.824 |
79.824 |
80.128 |
|
S3 |
79.209 |
79.417 |
80.072 |
|
S4 |
78.594 |
78.802 |
79.903 |
|
|
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 |
81.015 |
80.230 |
0.785 |
1.0% |
0.437 |
0.5% |
1% |
False |
True |
20,799 |
10 |
81.335 |
80.230 |
1.105 |
1.4% |
0.400 |
0.5% |
1% |
False |
True |
18,985 |
20 |
81.580 |
80.230 |
1.350 |
1.7% |
0.460 |
0.6% |
1% |
False |
True |
20,801 |
40 |
81.580 |
79.060 |
2.520 |
3.1% |
0.431 |
0.5% |
47% |
False |
False |
18,976 |
60 |
81.950 |
79.060 |
2.890 |
3.6% |
0.429 |
0.5% |
41% |
False |
False |
20,023 |
80 |
83.150 |
79.060 |
4.090 |
5.1% |
0.439 |
0.5% |
29% |
False |
False |
15,705 |
100 |
83.325 |
79.060 |
4.265 |
5.3% |
0.435 |
0.5% |
28% |
False |
False |
12,585 |
120 |
85.220 |
79.060 |
6.160 |
7.7% |
0.446 |
0.6% |
19% |
False |
False |
10,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.459 |
2.618 |
82.455 |
1.618 |
81.840 |
1.000 |
81.460 |
0.618 |
81.225 |
HIGH |
80.845 |
0.618 |
80.610 |
0.500 |
80.538 |
0.382 |
80.465 |
LOW |
80.230 |
0.618 |
79.850 |
1.000 |
79.615 |
1.618 |
79.235 |
2.618 |
78.620 |
4.250 |
77.616 |
|
|
Fisher Pivots for day following 05-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
80.538 |
80.623 |
PP |
80.439 |
80.495 |
S1 |
80.340 |
80.368 |
|