ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 22-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
81.190 |
81.040 |
-0.150 |
-0.2% |
80.875 |
High |
81.335 |
81.135 |
-0.200 |
-0.2% |
81.335 |
Low |
81.000 |
80.685 |
-0.315 |
-0.4% |
80.560 |
Close |
81.117 |
80.742 |
-0.375 |
-0.5% |
80.742 |
Range |
0.335 |
0.450 |
0.115 |
34.3% |
0.775 |
ATR |
0.451 |
0.451 |
0.000 |
0.0% |
0.000 |
Volume |
17,608 |
14,670 |
-2,938 |
-16.7% |
91,885 |
|
Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.204 |
81.923 |
80.990 |
|
R3 |
81.754 |
81.473 |
80.866 |
|
R2 |
81.304 |
81.304 |
80.825 |
|
R1 |
81.023 |
81.023 |
80.783 |
80.939 |
PP |
80.854 |
80.854 |
80.854 |
80.812 |
S1 |
80.573 |
80.573 |
80.701 |
80.489 |
S2 |
80.404 |
80.404 |
80.660 |
|
S3 |
79.954 |
80.123 |
80.618 |
|
S4 |
79.504 |
79.673 |
80.495 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.204 |
82.748 |
81.168 |
|
R3 |
82.429 |
81.973 |
80.955 |
|
R2 |
81.654 |
81.654 |
80.884 |
|
R1 |
81.198 |
81.198 |
80.813 |
81.039 |
PP |
80.879 |
80.879 |
80.879 |
80.799 |
S1 |
80.423 |
80.423 |
80.671 |
80.264 |
S2 |
80.104 |
80.104 |
80.600 |
|
S3 |
79.329 |
79.648 |
80.529 |
|
S4 |
78.554 |
78.873 |
80.316 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.335 |
80.560 |
0.775 |
1.0% |
0.412 |
0.5% |
23% |
False |
False |
18,377 |
10 |
81.545 |
80.560 |
0.985 |
1.2% |
0.416 |
0.5% |
18% |
False |
False |
18,294 |
20 |
81.580 |
79.205 |
2.375 |
2.9% |
0.468 |
0.6% |
65% |
False |
False |
20,423 |
40 |
81.580 |
79.060 |
2.520 |
3.1% |
0.440 |
0.5% |
67% |
False |
False |
18,884 |
60 |
83.150 |
79.060 |
4.090 |
5.1% |
0.440 |
0.5% |
41% |
False |
False |
18,210 |
80 |
83.150 |
79.060 |
4.090 |
5.1% |
0.435 |
0.5% |
41% |
False |
False |
13,749 |
100 |
85.100 |
79.060 |
6.040 |
7.5% |
0.444 |
0.5% |
28% |
False |
False |
11,017 |
120 |
85.220 |
79.060 |
6.160 |
7.6% |
0.431 |
0.5% |
27% |
False |
False |
9,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.048 |
2.618 |
82.313 |
1.618 |
81.863 |
1.000 |
81.585 |
0.618 |
81.413 |
HIGH |
81.135 |
0.618 |
80.963 |
0.500 |
80.910 |
0.382 |
80.857 |
LOW |
80.685 |
0.618 |
80.407 |
1.000 |
80.235 |
1.618 |
79.957 |
2.618 |
79.507 |
4.250 |
78.773 |
|
|
Fisher Pivots for day following 22-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
80.910 |
80.948 |
PP |
80.854 |
80.879 |
S1 |
80.798 |
80.811 |
|