ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 10-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
80.230 |
80.155 |
-0.075 |
-0.1% |
80.685 |
High |
80.330 |
80.160 |
-0.170 |
-0.2% |
81.015 |
Low |
80.120 |
79.835 |
-0.285 |
-0.4% |
80.220 |
Close |
80.140 |
79.964 |
-0.176 |
-0.2% |
80.315 |
Range |
0.210 |
0.325 |
0.115 |
54.8% |
0.795 |
ATR |
0.421 |
0.414 |
-0.007 |
-1.6% |
0.000 |
Volume |
15,625 |
24,111 |
8,486 |
54.3% |
116,745 |
|
Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.961 |
80.788 |
80.143 |
|
R3 |
80.636 |
80.463 |
80.053 |
|
R2 |
80.311 |
80.311 |
80.024 |
|
R1 |
80.138 |
80.138 |
79.994 |
80.062 |
PP |
79.986 |
79.986 |
79.986 |
79.949 |
S1 |
79.813 |
79.813 |
79.934 |
79.737 |
S2 |
79.661 |
79.661 |
79.904 |
|
S3 |
79.336 |
79.488 |
79.875 |
|
S4 |
79.011 |
79.163 |
79.785 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.902 |
82.403 |
80.752 |
|
R3 |
82.107 |
81.608 |
80.534 |
|
R2 |
81.312 |
81.312 |
80.461 |
|
R1 |
80.813 |
80.813 |
80.388 |
80.665 |
PP |
80.517 |
80.517 |
80.517 |
80.443 |
S1 |
80.018 |
80.018 |
80.242 |
79.870 |
S2 |
79.722 |
79.722 |
80.169 |
|
S3 |
78.927 |
79.223 |
80.096 |
|
S4 |
78.132 |
78.428 |
79.878 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.930 |
79.835 |
1.095 |
1.4% |
0.391 |
0.5% |
12% |
False |
True |
23,818 |
10 |
81.015 |
79.835 |
1.180 |
1.5% |
0.378 |
0.5% |
11% |
False |
True |
20,498 |
20 |
81.545 |
79.835 |
1.710 |
2.1% |
0.402 |
0.5% |
8% |
False |
True |
19,378 |
40 |
81.580 |
79.060 |
2.520 |
3.2% |
0.434 |
0.5% |
36% |
False |
False |
19,521 |
60 |
81.580 |
79.060 |
2.520 |
3.2% |
0.426 |
0.5% |
36% |
False |
False |
19,663 |
80 |
83.150 |
79.060 |
4.090 |
5.1% |
0.433 |
0.5% |
22% |
False |
False |
16,473 |
100 |
83.150 |
79.060 |
4.090 |
5.1% |
0.432 |
0.5% |
22% |
False |
False |
13,206 |
120 |
85.220 |
79.060 |
6.160 |
7.7% |
0.437 |
0.5% |
15% |
False |
False |
11,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.541 |
2.618 |
81.011 |
1.618 |
80.686 |
1.000 |
80.485 |
0.618 |
80.361 |
HIGH |
80.160 |
0.618 |
80.036 |
0.500 |
79.998 |
0.382 |
79.959 |
LOW |
79.835 |
0.618 |
79.634 |
1.000 |
79.510 |
1.618 |
79.309 |
2.618 |
78.984 |
4.250 |
78.454 |
|
|
Fisher Pivots for day following 10-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
79.998 |
80.238 |
PP |
79.986 |
80.146 |
S1 |
79.975 |
80.055 |
|