ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 22-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
79.730 |
79.785 |
0.055 |
0.1% |
80.385 |
High |
79.875 |
79.860 |
-0.015 |
0.0% |
80.850 |
Low |
79.680 |
79.235 |
-0.445 |
-0.6% |
79.550 |
Close |
79.751 |
79.290 |
-0.461 |
-0.6% |
79.727 |
Range |
0.195 |
0.625 |
0.430 |
220.5% |
1.300 |
ATR |
0.433 |
0.447 |
0.014 |
3.2% |
0.000 |
Volume |
11,058 |
20,373 |
9,315 |
84.2% |
92,401 |
|
Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.337 |
80.938 |
79.634 |
|
R3 |
80.712 |
80.313 |
79.462 |
|
R2 |
80.087 |
80.087 |
79.405 |
|
R1 |
79.688 |
79.688 |
79.347 |
79.575 |
PP |
79.462 |
79.462 |
79.462 |
79.405 |
S1 |
79.063 |
79.063 |
79.233 |
78.950 |
S2 |
78.837 |
78.837 |
79.175 |
|
S3 |
78.212 |
78.438 |
79.118 |
|
S4 |
77.587 |
77.813 |
78.946 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.942 |
83.135 |
80.442 |
|
R3 |
82.642 |
81.835 |
80.085 |
|
R2 |
81.342 |
81.342 |
79.965 |
|
R1 |
80.535 |
80.535 |
79.846 |
80.289 |
PP |
80.042 |
80.042 |
80.042 |
79.919 |
S1 |
79.235 |
79.235 |
79.608 |
78.989 |
S2 |
78.742 |
78.742 |
79.489 |
|
S3 |
77.442 |
77.935 |
79.370 |
|
S4 |
76.142 |
76.635 |
79.012 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.850 |
79.235 |
1.615 |
2.0% |
0.508 |
0.6% |
3% |
False |
True |
17,766 |
10 |
80.865 |
79.235 |
1.630 |
2.1% |
0.477 |
0.6% |
3% |
False |
True |
18,347 |
20 |
80.865 |
79.235 |
1.630 |
2.1% |
0.431 |
0.5% |
3% |
False |
True |
18,113 |
40 |
83.150 |
79.235 |
3.915 |
4.9% |
0.444 |
0.6% |
1% |
False |
True |
16,207 |
60 |
83.150 |
79.235 |
3.915 |
4.9% |
0.442 |
0.6% |
1% |
False |
True |
10,884 |
80 |
85.220 |
79.235 |
5.985 |
7.5% |
0.451 |
0.6% |
1% |
False |
True |
8,182 |
100 |
85.220 |
79.235 |
5.985 |
7.5% |
0.425 |
0.5% |
1% |
False |
True |
6,571 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.516 |
2.618 |
81.496 |
1.618 |
80.871 |
1.000 |
80.485 |
0.618 |
80.246 |
HIGH |
79.860 |
0.618 |
79.621 |
0.500 |
79.548 |
0.382 |
79.474 |
LOW |
79.235 |
0.618 |
78.849 |
1.000 |
78.610 |
1.618 |
78.224 |
2.618 |
77.599 |
4.250 |
76.579 |
|
|
Fisher Pivots for day following 22-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
79.548 |
79.555 |
PP |
79.462 |
79.467 |
S1 |
79.376 |
79.378 |
|