ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 20-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
80.740 |
80.620 |
-0.120 |
-0.1% |
81.380 |
High |
80.875 |
81.200 |
0.325 |
0.4% |
81.545 |
Low |
80.605 |
80.560 |
-0.045 |
-0.1% |
80.800 |
Close |
80.744 |
81.172 |
0.428 |
0.5% |
80.898 |
Range |
0.270 |
0.640 |
0.370 |
137.0% |
0.745 |
ATR |
0.446 |
0.460 |
0.014 |
3.1% |
0.000 |
Volume |
14,416 |
31,442 |
17,026 |
118.1% |
91,064 |
|
Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.897 |
82.675 |
81.524 |
|
R3 |
82.257 |
82.035 |
81.348 |
|
R2 |
81.617 |
81.617 |
81.289 |
|
R1 |
81.395 |
81.395 |
81.231 |
81.506 |
PP |
80.977 |
80.977 |
80.977 |
81.033 |
S1 |
80.755 |
80.755 |
81.113 |
80.866 |
S2 |
80.337 |
80.337 |
81.055 |
|
S3 |
79.697 |
80.115 |
80.996 |
|
S4 |
79.057 |
79.475 |
80.820 |
|
|
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 |
81.270 |
80.560 |
0.710 |
0.9% |
0.413 |
0.5% |
86% |
False |
True |
18,621 |
10 |
81.580 |
80.520 |
1.060 |
1.3% |
0.521 |
0.6% |
62% |
False |
False |
22,617 |
20 |
81.580 |
79.060 |
2.520 |
3.1% |
0.457 |
0.6% |
84% |
False |
False |
20,074 |
40 |
81.580 |
79.060 |
2.520 |
3.1% |
0.442 |
0.5% |
84% |
False |
False |
18,949 |
60 |
83.150 |
79.060 |
4.090 |
5.0% |
0.444 |
0.5% |
52% |
False |
False |
17,709 |
80 |
83.150 |
79.060 |
4.090 |
5.0% |
0.440 |
0.5% |
52% |
False |
False |
13,348 |
100 |
85.220 |
79.060 |
6.160 |
7.6% |
0.450 |
0.6% |
34% |
False |
False |
10,694 |
120 |
85.220 |
79.060 |
6.160 |
7.6% |
0.433 |
0.5% |
34% |
False |
False |
8,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.920 |
2.618 |
82.876 |
1.618 |
82.236 |
1.000 |
81.840 |
0.618 |
81.596 |
HIGH |
81.200 |
0.618 |
80.956 |
0.500 |
80.880 |
0.382 |
80.804 |
LOW |
80.560 |
0.618 |
80.164 |
1.000 |
79.920 |
1.618 |
79.524 |
2.618 |
78.884 |
4.250 |
77.840 |
|
|
Fisher Pivots for day following 20-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
81.075 |
81.075 |
PP |
80.977 |
80.977 |
S1 |
80.880 |
80.880 |
|