ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 28-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
79.255 |
79.300 |
0.045 |
0.1% |
79.730 |
High |
79.380 |
79.445 |
0.065 |
0.1% |
79.875 |
Low |
79.060 |
79.205 |
0.145 |
0.2% |
79.060 |
Close |
79.246 |
79.306 |
0.060 |
0.1% |
79.246 |
Range |
0.320 |
0.240 |
-0.080 |
-25.0% |
0.815 |
ATR |
0.412 |
0.399 |
-0.012 |
-3.0% |
0.000 |
Volume |
11,624 |
10,854 |
-770 |
-6.6% |
70,179 |
|
Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.039 |
79.912 |
79.438 |
|
R3 |
79.799 |
79.672 |
79.372 |
|
R2 |
79.559 |
79.559 |
79.350 |
|
R1 |
79.432 |
79.432 |
79.328 |
79.496 |
PP |
79.319 |
79.319 |
79.319 |
79.350 |
S1 |
79.192 |
79.192 |
79.284 |
79.256 |
S2 |
79.079 |
79.079 |
79.262 |
|
S3 |
78.839 |
78.952 |
79.240 |
|
S4 |
78.599 |
78.712 |
79.174 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.839 |
81.357 |
79.694 |
|
R3 |
81.024 |
80.542 |
79.470 |
|
R2 |
80.209 |
80.209 |
79.395 |
|
R1 |
79.727 |
79.727 |
79.321 |
79.561 |
PP |
79.394 |
79.394 |
79.394 |
79.310 |
S1 |
78.912 |
78.912 |
79.171 |
78.746 |
S2 |
78.579 |
78.579 |
79.097 |
|
S3 |
77.764 |
78.097 |
79.022 |
|
S4 |
76.949 |
77.282 |
78.798 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.860 |
79.060 |
0.800 |
1.0% |
0.335 |
0.4% |
31% |
False |
False |
13,995 |
10 |
80.850 |
79.060 |
1.790 |
2.3% |
0.405 |
0.5% |
14% |
False |
False |
16,336 |
20 |
80.865 |
79.060 |
1.805 |
2.3% |
0.405 |
0.5% |
14% |
False |
False |
17,070 |
40 |
83.150 |
79.060 |
4.090 |
5.2% |
0.425 |
0.5% |
6% |
False |
False |
17,358 |
60 |
83.150 |
79.060 |
4.090 |
5.2% |
0.424 |
0.5% |
6% |
False |
False |
11,704 |
80 |
85.100 |
79.060 |
6.040 |
7.6% |
0.436 |
0.5% |
4% |
False |
False |
8,800 |
100 |
85.220 |
79.060 |
6.160 |
7.8% |
0.426 |
0.5% |
4% |
False |
False |
7,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.465 |
2.618 |
80.073 |
1.618 |
79.833 |
1.000 |
79.685 |
0.618 |
79.593 |
HIGH |
79.445 |
0.618 |
79.353 |
0.500 |
79.325 |
0.382 |
79.297 |
LOW |
79.205 |
0.618 |
79.057 |
1.000 |
78.965 |
1.618 |
78.817 |
2.618 |
78.577 |
4.250 |
78.185 |
|
|
Fisher Pivots for day following 28-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
79.325 |
79.288 |
PP |
79.319 |
79.270 |
S1 |
79.312 |
79.253 |
|