ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 26-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
80.720 |
80.830 |
0.110 |
0.1% |
80.875 |
High |
81.060 |
80.940 |
-0.120 |
-0.1% |
81.335 |
Low |
80.670 |
80.620 |
-0.050 |
-0.1% |
80.560 |
Close |
80.963 |
80.638 |
-0.325 |
-0.4% |
80.742 |
Range |
0.390 |
0.320 |
-0.070 |
-17.9% |
0.775 |
ATR |
0.447 |
0.439 |
-0.007 |
-1.7% |
0.000 |
Volume |
14,884 |
21,770 |
6,886 |
46.3% |
91,885 |
|
Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.693 |
81.485 |
80.814 |
|
R3 |
81.373 |
81.165 |
80.726 |
|
R2 |
81.053 |
81.053 |
80.697 |
|
R1 |
80.845 |
80.845 |
80.667 |
80.789 |
PP |
80.733 |
80.733 |
80.733 |
80.705 |
S1 |
80.525 |
80.525 |
80.609 |
80.469 |
S2 |
80.413 |
80.413 |
80.579 |
|
S3 |
80.093 |
80.205 |
80.550 |
|
S4 |
79.773 |
79.885 |
80.462 |
|
|
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% |
0.427 |
0.5% |
10% |
False |
False |
20,074 |
10 |
81.350 |
80.560 |
0.790 |
1.0% |
0.411 |
0.5% |
10% |
False |
False |
18,301 |
20 |
81.580 |
79.485 |
2.095 |
2.6% |
0.472 |
0.6% |
55% |
False |
False |
20,809 |
40 |
81.580 |
79.060 |
2.520 |
3.1% |
0.437 |
0.5% |
63% |
False |
False |
18,675 |
60 |
83.150 |
79.060 |
4.090 |
5.1% |
0.440 |
0.5% |
39% |
False |
False |
18,791 |
80 |
83.150 |
79.060 |
4.090 |
5.1% |
0.436 |
0.5% |
39% |
False |
False |
14,206 |
100 |
84.970 |
79.060 |
5.910 |
7.3% |
0.446 |
0.6% |
27% |
False |
False |
11,382 |
120 |
85.220 |
79.060 |
6.160 |
7.6% |
0.437 |
0.5% |
26% |
False |
False |
9,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.300 |
2.618 |
81.778 |
1.618 |
81.458 |
1.000 |
81.260 |
0.618 |
81.138 |
HIGH |
80.940 |
0.618 |
80.818 |
0.500 |
80.780 |
0.382 |
80.742 |
LOW |
80.620 |
0.618 |
80.422 |
1.000 |
80.300 |
1.618 |
80.102 |
2.618 |
79.782 |
4.250 |
79.260 |
|
|
Fisher Pivots for day following 26-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
80.780 |
80.878 |
PP |
80.733 |
80.798 |
S1 |
80.685 |
80.718 |
|