ICE US Dollar Index Future March 2014
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 |
81.120 |
80.855 |
-0.265 |
-0.3% |
80.800 |
High |
81.185 |
81.105 |
-0.080 |
-0.1% |
81.240 |
Low |
80.700 |
80.730 |
0.030 |
0.0% |
80.675 |
Close |
80.796 |
80.806 |
0.010 |
0.0% |
80.830 |
Range |
0.485 |
0.375 |
-0.110 |
-22.7% |
0.565 |
ATR |
0.379 |
0.379 |
0.000 |
-0.1% |
0.000 |
Volume |
634 |
996 |
362 |
57.1% |
1,056 |
|
Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.005 |
81.781 |
81.012 |
|
R3 |
81.630 |
81.406 |
80.909 |
|
R2 |
81.255 |
81.255 |
80.875 |
|
R1 |
81.031 |
81.031 |
80.840 |
80.956 |
PP |
80.880 |
80.880 |
80.880 |
80.843 |
S1 |
80.656 |
80.656 |
80.772 |
80.581 |
S2 |
80.505 |
80.505 |
80.737 |
|
S3 |
80.130 |
80.281 |
80.703 |
|
S4 |
79.755 |
79.906 |
80.600 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.610 |
82.285 |
81.141 |
|
R3 |
82.045 |
81.720 |
80.985 |
|
R2 |
81.480 |
81.480 |
80.934 |
|
R1 |
81.155 |
81.155 |
80.882 |
81.318 |
PP |
80.915 |
80.915 |
80.915 |
80.996 |
S1 |
80.590 |
80.590 |
80.778 |
80.753 |
S2 |
80.350 |
80.350 |
80.726 |
|
S3 |
79.785 |
80.025 |
80.675 |
|
S4 |
79.220 |
79.460 |
80.519 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.185 |
80.680 |
0.505 |
0.6% |
0.346 |
0.4% |
25% |
False |
False |
505 |
10 |
81.505 |
80.675 |
0.830 |
1.0% |
0.370 |
0.5% |
16% |
False |
False |
400 |
20 |
81.735 |
80.675 |
1.060 |
1.3% |
0.406 |
0.5% |
12% |
False |
False |
256 |
40 |
81.735 |
79.355 |
2.380 |
2.9% |
0.362 |
0.4% |
61% |
False |
False |
175 |
60 |
82.030 |
79.355 |
2.675 |
3.3% |
0.331 |
0.4% |
54% |
False |
False |
125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.699 |
2.618 |
82.087 |
1.618 |
81.712 |
1.000 |
81.480 |
0.618 |
81.337 |
HIGH |
81.105 |
0.618 |
80.962 |
0.500 |
80.918 |
0.382 |
80.873 |
LOW |
80.730 |
0.618 |
80.498 |
1.000 |
80.355 |
1.618 |
80.123 |
2.618 |
79.748 |
4.250 |
79.136 |
|
|
Fisher Pivots for day following 04-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
80.918 |
80.943 |
PP |
80.880 |
80.897 |
S1 |
80.843 |
80.852 |
|