ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 05-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
80.810 |
80.630 |
-0.180 |
-0.2% |
79.300 |
High |
81.025 |
80.895 |
-0.130 |
-0.2% |
80.870 |
Low |
80.610 |
80.575 |
-0.035 |
0.0% |
79.205 |
Close |
80.640 |
80.787 |
0.147 |
0.2% |
80.810 |
Range |
0.415 |
0.320 |
-0.095 |
-22.9% |
1.665 |
ATR |
0.435 |
0.426 |
-0.008 |
-1.9% |
0.000 |
Volume |
17,473 |
15,125 |
-2,348 |
-13.4% |
102,709 |
|
Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.712 |
81.570 |
80.963 |
|
R3 |
81.392 |
81.250 |
80.875 |
|
R2 |
81.072 |
81.072 |
80.846 |
|
R1 |
80.930 |
80.930 |
80.816 |
81.001 |
PP |
80.752 |
80.752 |
80.752 |
80.788 |
S1 |
80.610 |
80.610 |
80.758 |
80.681 |
S2 |
80.432 |
80.432 |
80.728 |
|
S3 |
80.112 |
80.290 |
80.699 |
|
S4 |
79.792 |
79.970 |
80.611 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.290 |
84.715 |
81.726 |
|
R3 |
83.625 |
83.050 |
81.268 |
|
R2 |
81.960 |
81.960 |
81.115 |
|
R1 |
81.385 |
81.385 |
80.963 |
81.673 |
PP |
80.295 |
80.295 |
80.295 |
80.439 |
S1 |
79.720 |
79.720 |
80.657 |
80.008 |
S2 |
78.630 |
78.630 |
80.505 |
|
S3 |
76.965 |
78.055 |
80.352 |
|
S4 |
75.300 |
76.390 |
79.894 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.025 |
79.485 |
1.540 |
1.9% |
0.478 |
0.6% |
85% |
False |
False |
21,276 |
10 |
81.025 |
79.060 |
1.965 |
2.4% |
0.384 |
0.5% |
88% |
False |
False |
17,405 |
20 |
81.025 |
79.060 |
1.965 |
2.4% |
0.430 |
0.5% |
88% |
False |
False |
17,876 |
40 |
82.150 |
79.060 |
3.090 |
3.8% |
0.417 |
0.5% |
56% |
False |
False |
19,725 |
60 |
83.150 |
79.060 |
4.090 |
5.1% |
0.429 |
0.5% |
42% |
False |
False |
13,763 |
80 |
83.325 |
79.060 |
4.265 |
5.3% |
0.431 |
0.5% |
40% |
False |
False |
10,350 |
100 |
85.220 |
79.060 |
6.160 |
7.6% |
0.449 |
0.6% |
28% |
False |
False |
8,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.255 |
2.618 |
81.733 |
1.618 |
81.413 |
1.000 |
81.215 |
0.618 |
81.093 |
HIGH |
80.895 |
0.618 |
80.773 |
0.500 |
80.735 |
0.382 |
80.697 |
LOW |
80.575 |
0.618 |
80.377 |
1.000 |
80.255 |
1.618 |
80.057 |
2.618 |
79.737 |
4.250 |
79.215 |
|
|
Fisher Pivots for day following 05-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
80.770 |
80.749 |
PP |
80.752 |
80.711 |
S1 |
80.735 |
80.673 |
|