ICE US Dollar Index Future March 2014
Trading Metrics calculated at close of trading on 12-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
80.145 |
80.080 |
-0.065 |
-0.1% |
80.850 |
High |
80.215 |
80.385 |
0.170 |
0.2% |
81.185 |
Low |
79.875 |
79.985 |
0.110 |
0.1% |
80.385 |
Close |
80.033 |
80.353 |
0.320 |
0.4% |
80.475 |
Range |
0.340 |
0.400 |
0.060 |
17.6% |
0.800 |
ATR |
0.376 |
0.378 |
0.002 |
0.4% |
0.000 |
Volume |
22,024 |
28,682 |
6,658 |
30.2% |
8,122 |
|
Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.441 |
81.297 |
80.573 |
|
R3 |
81.041 |
80.897 |
80.463 |
|
R2 |
80.641 |
80.641 |
80.426 |
|
R1 |
80.497 |
80.497 |
80.390 |
80.569 |
PP |
80.241 |
80.241 |
80.241 |
80.277 |
S1 |
80.097 |
80.097 |
80.316 |
80.169 |
S2 |
79.841 |
79.841 |
80.280 |
|
S3 |
79.441 |
79.697 |
80.243 |
|
S4 |
79.041 |
79.297 |
80.133 |
|
|
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 |
80.800 |
79.875 |
0.925 |
1.2% |
0.334 |
0.4% |
52% |
False |
False |
13,944 |
10 |
81.185 |
79.875 |
1.310 |
1.6% |
0.383 |
0.5% |
36% |
False |
False |
7,594 |
20 |
81.505 |
79.875 |
1.630 |
2.0% |
0.368 |
0.5% |
29% |
False |
False |
3,901 |
40 |
81.735 |
79.355 |
2.380 |
3.0% |
0.363 |
0.5% |
42% |
False |
False |
2,005 |
60 |
81.735 |
79.355 |
2.380 |
3.0% |
0.336 |
0.4% |
42% |
False |
False |
1,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.085 |
2.618 |
81.432 |
1.618 |
81.032 |
1.000 |
80.785 |
0.618 |
80.632 |
HIGH |
80.385 |
0.618 |
80.232 |
0.500 |
80.185 |
0.382 |
80.138 |
LOW |
79.985 |
0.618 |
79.738 |
1.000 |
79.585 |
1.618 |
79.338 |
2.618 |
78.938 |
4.250 |
78.285 |
|
|
Fisher Pivots for day following 12-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
80.297 |
80.279 |
PP |
80.241 |
80.204 |
S1 |
80.185 |
80.130 |
|