ICE US Dollar Index Future December 2013
Trading Metrics calculated at close of trading on 11-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
80.155 |
79.990 |
-0.165 |
-0.2% |
80.685 |
High |
80.160 |
80.055 |
-0.105 |
-0.1% |
81.015 |
Low |
79.835 |
79.755 |
-0.080 |
-0.1% |
80.220 |
Close |
79.964 |
79.890 |
-0.074 |
-0.1% |
80.315 |
Range |
0.325 |
0.300 |
-0.025 |
-7.7% |
0.795 |
ATR |
0.414 |
0.406 |
-0.008 |
-2.0% |
0.000 |
Volume |
24,111 |
29,720 |
5,609 |
23.3% |
116,745 |
|
Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.800 |
80.645 |
80.055 |
|
R3 |
80.500 |
80.345 |
79.973 |
|
R2 |
80.200 |
80.200 |
79.945 |
|
R1 |
80.045 |
80.045 |
79.918 |
79.973 |
PP |
79.900 |
79.900 |
79.900 |
79.864 |
S1 |
79.745 |
79.745 |
79.863 |
79.673 |
S2 |
79.600 |
79.600 |
79.835 |
|
S3 |
79.300 |
79.445 |
79.808 |
|
S4 |
79.000 |
79.145 |
79.725 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.902 |
82.403 |
80.752 |
|
R3 |
82.107 |
81.608 |
80.534 |
|
R2 |
81.312 |
81.312 |
80.461 |
|
R1 |
80.813 |
80.813 |
80.388 |
80.665 |
PP |
80.517 |
80.517 |
80.517 |
80.443 |
S1 |
80.018 |
80.018 |
80.242 |
79.870 |
S2 |
79.722 |
79.722 |
80.169 |
|
S3 |
78.927 |
79.223 |
80.096 |
|
S4 |
78.132 |
78.428 |
79.878 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.845 |
79.755 |
1.090 |
1.4% |
0.374 |
0.5% |
12% |
False |
True |
25,151 |
10 |
81.015 |
79.755 |
1.260 |
1.6% |
0.376 |
0.5% |
11% |
False |
True |
21,293 |
20 |
81.350 |
79.755 |
1.595 |
2.0% |
0.393 |
0.5% |
8% |
False |
True |
19,797 |
40 |
81.580 |
79.060 |
2.520 |
3.2% |
0.430 |
0.5% |
33% |
False |
False |
19,640 |
60 |
81.580 |
79.060 |
2.520 |
3.2% |
0.427 |
0.5% |
33% |
False |
False |
19,942 |
80 |
83.150 |
79.060 |
4.090 |
5.1% |
0.430 |
0.5% |
20% |
False |
False |
16,840 |
100 |
83.150 |
79.060 |
4.090 |
5.1% |
0.431 |
0.5% |
20% |
False |
False |
13,503 |
120 |
85.220 |
79.060 |
6.160 |
7.7% |
0.437 |
0.5% |
13% |
False |
False |
11,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.330 |
2.618 |
80.840 |
1.618 |
80.540 |
1.000 |
80.355 |
0.618 |
80.240 |
HIGH |
80.055 |
0.618 |
79.940 |
0.500 |
79.905 |
0.382 |
79.870 |
LOW |
79.755 |
0.618 |
79.570 |
1.000 |
79.455 |
1.618 |
79.270 |
2.618 |
78.970 |
4.250 |
78.480 |
|
|
Fisher Pivots for day following 11-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
79.905 |
80.043 |
PP |
79.900 |
79.992 |
S1 |
79.895 |
79.941 |
|