ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 06-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
80.630 |
80.785 |
0.155 |
0.2% |
79.300 |
High |
80.895 |
80.800 |
-0.095 |
-0.1% |
80.870 |
Low |
80.575 |
80.455 |
-0.120 |
-0.1% |
79.205 |
Close |
80.787 |
80.559 |
-0.228 |
-0.3% |
80.810 |
Range |
0.320 |
0.345 |
0.025 |
7.8% |
1.665 |
ATR |
0.426 |
0.421 |
-0.006 |
-1.4% |
0.000 |
Volume |
15,125 |
14,703 |
-422 |
-2.8% |
102,709 |
|
Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.640 |
81.444 |
80.749 |
|
R3 |
81.295 |
81.099 |
80.654 |
|
R2 |
80.950 |
80.950 |
80.622 |
|
R1 |
80.754 |
80.754 |
80.591 |
80.680 |
PP |
80.605 |
80.605 |
80.605 |
80.567 |
S1 |
80.409 |
80.409 |
80.527 |
80.335 |
S2 |
80.260 |
80.260 |
80.496 |
|
S3 |
79.915 |
80.064 |
80.464 |
|
S4 |
79.570 |
79.719 |
80.369 |
|
|
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 |
79.740 |
1.285 |
1.6% |
0.449 |
0.6% |
64% |
False |
False |
20,955 |
10 |
81.025 |
79.060 |
1.965 |
2.4% |
0.394 |
0.5% |
76% |
False |
False |
17,531 |
20 |
81.025 |
79.060 |
1.965 |
2.4% |
0.402 |
0.5% |
76% |
False |
False |
17,150 |
40 |
81.950 |
79.060 |
2.890 |
3.6% |
0.413 |
0.5% |
52% |
False |
False |
19,633 |
60 |
83.150 |
79.060 |
4.090 |
5.1% |
0.431 |
0.5% |
37% |
False |
False |
14,006 |
80 |
83.325 |
79.060 |
4.265 |
5.3% |
0.428 |
0.5% |
35% |
False |
False |
10,531 |
100 |
85.220 |
79.060 |
6.160 |
7.6% |
0.443 |
0.5% |
24% |
False |
False |
8,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.266 |
2.618 |
81.703 |
1.618 |
81.358 |
1.000 |
81.145 |
0.618 |
81.013 |
HIGH |
80.800 |
0.618 |
80.668 |
0.500 |
80.628 |
0.382 |
80.587 |
LOW |
80.455 |
0.618 |
80.242 |
1.000 |
80.110 |
1.618 |
79.897 |
2.618 |
79.552 |
4.250 |
78.989 |
|
|
Fisher Pivots for day following 06-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
80.628 |
80.740 |
PP |
80.605 |
80.680 |
S1 |
80.582 |
80.619 |
|