ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 31-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
79.700 |
79.820 |
0.120 |
0.2% |
79.730 |
High |
79.975 |
80.355 |
0.380 |
0.5% |
79.875 |
Low |
79.485 |
79.740 |
0.255 |
0.3% |
79.060 |
Close |
79.837 |
80.263 |
0.426 |
0.5% |
79.246 |
Range |
0.490 |
0.615 |
0.125 |
25.5% |
0.815 |
ATR |
0.408 |
0.423 |
0.015 |
3.6% |
0.000 |
Volume |
16,307 |
26,159 |
9,852 |
60.4% |
70,179 |
|
Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.964 |
81.729 |
80.601 |
|
R3 |
81.349 |
81.114 |
80.432 |
|
R2 |
80.734 |
80.734 |
80.376 |
|
R1 |
80.499 |
80.499 |
80.319 |
80.617 |
PP |
80.119 |
80.119 |
80.119 |
80.178 |
S1 |
79.884 |
79.884 |
80.207 |
80.002 |
S2 |
79.504 |
79.504 |
80.150 |
|
S3 |
78.889 |
79.269 |
80.094 |
|
S4 |
78.274 |
78.654 |
79.925 |
|
|
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 |
80.355 |
79.060 |
1.295 |
1.6% |
0.413 |
0.5% |
93% |
True |
False |
16,603 |
10 |
80.355 |
79.060 |
1.295 |
1.6% |
0.365 |
0.5% |
93% |
True |
False |
15,443 |
20 |
80.865 |
79.060 |
1.805 |
2.2% |
0.417 |
0.5% |
67% |
False |
False |
16,843 |
40 |
83.150 |
79.060 |
4.090 |
5.1% |
0.428 |
0.5% |
29% |
False |
False |
18,641 |
60 |
83.150 |
79.060 |
4.090 |
5.1% |
0.426 |
0.5% |
29% |
False |
False |
12,706 |
80 |
83.725 |
79.060 |
4.665 |
5.8% |
0.433 |
0.5% |
26% |
False |
False |
9,554 |
100 |
85.220 |
79.060 |
6.160 |
7.7% |
0.441 |
0.5% |
20% |
False |
False |
7,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.969 |
2.618 |
81.965 |
1.618 |
81.350 |
1.000 |
80.970 |
0.618 |
80.735 |
HIGH |
80.355 |
0.618 |
80.120 |
0.500 |
80.048 |
0.382 |
79.975 |
LOW |
79.740 |
0.618 |
79.360 |
1.000 |
79.125 |
1.618 |
78.745 |
2.618 |
78.130 |
4.250 |
77.126 |
|
|
Fisher Pivots for day following 31-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
80.191 |
80.125 |
PP |
80.119 |
79.986 |
S1 |
80.048 |
79.848 |
|