ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 04-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
80.950 |
80.675 |
-0.275 |
-0.3% |
80.720 |
High |
81.015 |
80.930 |
-0.085 |
-0.1% |
81.060 |
Low |
80.510 |
80.545 |
0.035 |
0.0% |
80.495 |
Close |
80.618 |
80.628 |
0.010 |
0.0% |
80.657 |
Range |
0.505 |
0.385 |
-0.120 |
-23.8% |
0.565 |
ATR |
0.428 |
0.425 |
-0.003 |
-0.7% |
0.000 |
Volume |
17,507 |
23,055 |
5,548 |
31.7% |
63,390 |
|
Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.856 |
81.627 |
80.840 |
|
R3 |
81.471 |
81.242 |
80.734 |
|
R2 |
81.086 |
81.086 |
80.699 |
|
R1 |
80.857 |
80.857 |
80.663 |
80.779 |
PP |
80.701 |
80.701 |
80.701 |
80.662 |
S1 |
80.472 |
80.472 |
80.593 |
80.394 |
S2 |
80.316 |
80.316 |
80.557 |
|
S3 |
79.931 |
80.087 |
80.522 |
|
S4 |
79.546 |
79.702 |
80.416 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.432 |
82.110 |
80.968 |
|
R3 |
81.867 |
81.545 |
80.812 |
|
R2 |
81.302 |
81.302 |
80.761 |
|
R1 |
80.980 |
80.980 |
80.709 |
80.859 |
PP |
80.737 |
80.737 |
80.737 |
80.677 |
S1 |
80.415 |
80.415 |
80.605 |
80.294 |
S2 |
80.172 |
80.172 |
80.553 |
|
S3 |
79.607 |
79.850 |
80.502 |
|
S4 |
79.042 |
79.285 |
80.346 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.015 |
80.495 |
0.520 |
0.6% |
0.377 |
0.5% |
26% |
False |
False |
17,436 |
10 |
81.335 |
80.495 |
0.840 |
1.0% |
0.402 |
0.5% |
16% |
False |
False |
18,755 |
20 |
81.580 |
80.455 |
1.125 |
1.4% |
0.447 |
0.6% |
15% |
False |
False |
19,849 |
40 |
81.580 |
79.060 |
2.520 |
3.1% |
0.438 |
0.5% |
62% |
False |
False |
18,863 |
60 |
82.150 |
79.060 |
3.090 |
3.8% |
0.427 |
0.5% |
51% |
False |
False |
19,766 |
80 |
83.150 |
79.060 |
4.090 |
5.1% |
0.434 |
0.5% |
38% |
False |
False |
15,284 |
100 |
83.325 |
79.060 |
4.265 |
5.3% |
0.434 |
0.5% |
37% |
False |
False |
12,250 |
120 |
85.220 |
79.060 |
6.160 |
7.6% |
0.449 |
0.6% |
25% |
False |
False |
10,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.566 |
2.618 |
81.938 |
1.618 |
81.553 |
1.000 |
81.315 |
0.618 |
81.168 |
HIGH |
80.930 |
0.618 |
80.783 |
0.500 |
80.738 |
0.382 |
80.692 |
LOW |
80.545 |
0.618 |
80.307 |
1.000 |
80.160 |
1.618 |
79.922 |
2.618 |
79.537 |
4.250 |
78.909 |
|
|
Fisher Pivots for day following 04-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
80.738 |
80.763 |
PP |
80.701 |
80.718 |
S1 |
80.665 |
80.673 |
|