ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 11-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
80.955 |
81.380 |
0.425 |
0.5% |
80.810 |
High |
81.580 |
81.420 |
-0.160 |
-0.2% |
81.580 |
Low |
80.790 |
81.130 |
0.340 |
0.4% |
80.455 |
Close |
81.387 |
81.200 |
-0.187 |
-0.2% |
81.387 |
Range |
0.790 |
0.290 |
-0.500 |
-63.3% |
1.125 |
ATR |
0.488 |
0.474 |
-0.014 |
-2.9% |
0.000 |
Volume |
32,561 |
15,260 |
-17,301 |
-53.1% |
122,809 |
|
Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.120 |
81.950 |
81.360 |
|
R3 |
81.830 |
81.660 |
81.280 |
|
R2 |
81.540 |
81.540 |
81.253 |
|
R1 |
81.370 |
81.370 |
81.227 |
81.310 |
PP |
81.250 |
81.250 |
81.250 |
81.220 |
S1 |
81.080 |
81.080 |
81.173 |
81.020 |
S2 |
80.960 |
80.960 |
81.147 |
|
S3 |
80.670 |
80.790 |
81.120 |
|
S4 |
80.380 |
80.500 |
81.041 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.516 |
84.076 |
82.006 |
|
R3 |
83.391 |
82.951 |
81.696 |
|
R2 |
82.266 |
82.266 |
81.593 |
|
R1 |
81.826 |
81.826 |
81.490 |
82.046 |
PP |
81.141 |
81.141 |
81.141 |
81.251 |
S1 |
80.701 |
80.701 |
81.284 |
80.921 |
S2 |
80.016 |
80.016 |
81.181 |
|
S3 |
78.891 |
79.576 |
81.078 |
|
S4 |
77.766 |
78.451 |
80.768 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.580 |
80.455 |
1.125 |
1.4% |
0.558 |
0.7% |
66% |
False |
False |
24,119 |
10 |
81.580 |
79.340 |
2.240 |
2.8% |
0.526 |
0.6% |
83% |
False |
False |
22,992 |
20 |
81.580 |
79.060 |
2.520 |
3.1% |
0.466 |
0.6% |
85% |
False |
False |
19,664 |
40 |
81.580 |
79.060 |
2.520 |
3.1% |
0.439 |
0.5% |
85% |
False |
False |
19,806 |
60 |
83.150 |
79.060 |
4.090 |
5.0% |
0.444 |
0.5% |
52% |
False |
False |
15,505 |
80 |
83.150 |
79.060 |
4.090 |
5.0% |
0.439 |
0.5% |
52% |
False |
False |
11,663 |
100 |
85.220 |
79.060 |
6.160 |
7.6% |
0.444 |
0.5% |
35% |
False |
False |
9,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.653 |
2.618 |
82.179 |
1.618 |
81.889 |
1.000 |
81.710 |
0.618 |
81.599 |
HIGH |
81.420 |
0.618 |
81.309 |
0.500 |
81.275 |
0.382 |
81.241 |
LOW |
81.130 |
0.618 |
80.951 |
1.000 |
80.840 |
1.618 |
80.661 |
2.618 |
80.371 |
4.250 |
79.898 |
|
|
Fisher Pivots for day following 11-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
81.275 |
81.150 |
PP |
81.250 |
81.100 |
S1 |
81.225 |
81.050 |
|