ICE US Dollar Index Future March 2014
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 |
80.295 |
80.145 |
-0.150 |
-0.2% |
80.850 |
High |
80.310 |
80.215 |
-0.095 |
-0.1% |
81.185 |
Low |
80.000 |
79.875 |
-0.125 |
-0.2% |
80.385 |
Close |
80.122 |
80.033 |
-0.089 |
-0.1% |
80.475 |
Range |
0.310 |
0.340 |
0.030 |
9.7% |
0.800 |
ATR |
0.379 |
0.376 |
-0.003 |
-0.7% |
0.000 |
Volume |
10,505 |
22,024 |
11,519 |
109.7% |
8,122 |
|
Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.061 |
80.887 |
80.220 |
|
R3 |
80.721 |
80.547 |
80.127 |
|
R2 |
80.381 |
80.381 |
80.095 |
|
R1 |
80.207 |
80.207 |
80.064 |
80.124 |
PP |
80.041 |
80.041 |
80.041 |
80.000 |
S1 |
79.867 |
79.867 |
80.002 |
79.784 |
S2 |
79.701 |
79.701 |
79.971 |
|
S3 |
79.361 |
79.527 |
79.940 |
|
S4 |
79.021 |
79.187 |
79.846 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.082 |
82.578 |
80.915 |
|
R3 |
82.282 |
81.778 |
80.695 |
|
R2 |
81.482 |
81.482 |
80.622 |
|
R1 |
80.978 |
80.978 |
80.548 |
80.830 |
PP |
80.682 |
80.682 |
80.682 |
80.608 |
S1 |
80.178 |
80.178 |
80.402 |
80.030 |
S2 |
79.882 |
79.882 |
80.328 |
|
S3 |
79.082 |
79.378 |
80.255 |
|
S4 |
78.282 |
78.578 |
80.035 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.015 |
79.875 |
1.140 |
1.4% |
0.380 |
0.5% |
14% |
False |
True |
8,970 |
10 |
81.185 |
79.875 |
1.310 |
1.6% |
0.363 |
0.5% |
12% |
False |
True |
4,738 |
20 |
81.505 |
79.875 |
1.630 |
2.0% |
0.365 |
0.5% |
10% |
False |
True |
2,471 |
40 |
81.735 |
79.355 |
2.380 |
3.0% |
0.375 |
0.5% |
28% |
False |
False |
1,291 |
60 |
81.735 |
79.355 |
2.380 |
3.0% |
0.336 |
0.4% |
28% |
False |
False |
871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.660 |
2.618 |
81.105 |
1.618 |
80.765 |
1.000 |
80.555 |
0.618 |
80.425 |
HIGH |
80.215 |
0.618 |
80.085 |
0.500 |
80.045 |
0.382 |
80.005 |
LOW |
79.875 |
0.618 |
79.665 |
1.000 |
79.535 |
1.618 |
79.325 |
2.618 |
78.985 |
4.250 |
78.430 |
|
|
Fisher Pivots for day following 11-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
80.045 |
80.183 |
PP |
80.041 |
80.133 |
S1 |
80.037 |
80.083 |
|