ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 15-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
80.865 |
81.110 |
0.245 |
0.3% |
81.380 |
High |
81.270 |
81.210 |
-0.060 |
-0.1% |
81.545 |
Low |
80.855 |
80.835 |
-0.020 |
0.0% |
80.800 |
Close |
81.086 |
80.898 |
-0.188 |
-0.2% |
80.898 |
Range |
0.415 |
0.375 |
-0.040 |
-9.6% |
0.745 |
ATR |
0.474 |
0.467 |
-0.007 |
-1.5% |
0.000 |
Volume |
18,546 |
14,952 |
-3,594 |
-19.4% |
91,064 |
|
Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.106 |
81.877 |
81.104 |
|
R3 |
81.731 |
81.502 |
81.001 |
|
R2 |
81.356 |
81.356 |
80.967 |
|
R1 |
81.127 |
81.127 |
80.932 |
81.054 |
PP |
80.981 |
80.981 |
80.981 |
80.945 |
S1 |
80.752 |
80.752 |
80.864 |
80.679 |
S2 |
80.606 |
80.606 |
80.829 |
|
S3 |
80.231 |
80.377 |
80.795 |
|
S4 |
79.856 |
80.002 |
80.692 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.316 |
82.852 |
81.308 |
|
R3 |
82.571 |
82.107 |
81.103 |
|
R2 |
81.826 |
81.826 |
81.035 |
|
R1 |
81.362 |
81.362 |
80.966 |
81.222 |
PP |
81.081 |
81.081 |
81.081 |
81.011 |
S1 |
80.617 |
80.617 |
80.830 |
80.477 |
S2 |
80.336 |
80.336 |
80.761 |
|
S3 |
79.591 |
79.872 |
80.693 |
|
S4 |
78.846 |
79.127 |
80.488 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.545 |
80.800 |
0.745 |
0.9% |
0.419 |
0.5% |
13% |
False |
False |
18,212 |
10 |
81.580 |
80.455 |
1.125 |
1.4% |
0.501 |
0.6% |
39% |
False |
False |
21,387 |
20 |
81.580 |
79.060 |
2.520 |
3.1% |
0.447 |
0.6% |
73% |
False |
False |
19,338 |
40 |
81.580 |
79.060 |
2.520 |
3.1% |
0.430 |
0.5% |
73% |
False |
False |
18,700 |
60 |
83.150 |
79.060 |
4.090 |
5.1% |
0.442 |
0.5% |
45% |
False |
False |
16,745 |
80 |
83.150 |
79.060 |
4.090 |
5.1% |
0.442 |
0.5% |
45% |
False |
False |
12,607 |
100 |
85.220 |
79.060 |
6.160 |
7.6% |
0.448 |
0.6% |
30% |
False |
False |
10,099 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.804 |
2.618 |
82.192 |
1.618 |
81.817 |
1.000 |
81.585 |
0.618 |
81.442 |
HIGH |
81.210 |
0.618 |
81.067 |
0.500 |
81.023 |
0.382 |
80.978 |
LOW |
80.835 |
0.618 |
80.603 |
1.000 |
80.460 |
1.618 |
80.228 |
2.618 |
79.853 |
4.250 |
79.241 |
|
|
Fisher Pivots for day following 15-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
81.023 |
81.075 |
PP |
80.981 |
81.016 |
S1 |
80.940 |
80.957 |
|