ICE US Dollar Index Future March 2014
Trading Metrics calculated at close of trading on 16-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
80.365 |
80.355 |
-0.010 |
0.0% |
80.430 |
High |
80.570 |
80.370 |
-0.200 |
-0.2% |
80.570 |
Low |
80.290 |
80.070 |
-0.220 |
-0.3% |
79.875 |
Close |
80.375 |
80.226 |
-0.149 |
-0.2% |
80.375 |
Range |
0.280 |
0.300 |
0.020 |
7.1% |
0.695 |
ATR |
0.371 |
0.366 |
-0.005 |
-1.3% |
0.000 |
Volume |
26,089 |
15,042 |
-11,047 |
-42.3% |
93,788 |
|
Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.122 |
80.974 |
80.391 |
|
R3 |
80.822 |
80.674 |
80.309 |
|
R2 |
80.522 |
80.522 |
80.281 |
|
R1 |
80.374 |
80.374 |
80.254 |
80.298 |
PP |
80.222 |
80.222 |
80.222 |
80.184 |
S1 |
80.074 |
80.074 |
80.199 |
79.998 |
S2 |
79.922 |
79.922 |
80.171 |
|
S3 |
79.622 |
79.774 |
80.144 |
|
S4 |
79.322 |
79.474 |
80.061 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.358 |
82.062 |
80.757 |
|
R3 |
81.663 |
81.367 |
80.566 |
|
R2 |
80.968 |
80.968 |
80.502 |
|
R1 |
80.672 |
80.672 |
80.439 |
80.473 |
PP |
80.273 |
80.273 |
80.273 |
80.174 |
S1 |
79.977 |
79.977 |
80.311 |
79.778 |
S2 |
79.578 |
79.578 |
80.248 |
|
S3 |
78.883 |
79.282 |
80.184 |
|
S4 |
78.188 |
78.587 |
79.993 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.570 |
79.875 |
0.695 |
0.9% |
0.326 |
0.4% |
51% |
False |
False |
20,468 |
10 |
81.185 |
79.875 |
1.310 |
1.6% |
0.374 |
0.5% |
27% |
False |
False |
11,629 |
20 |
81.505 |
79.875 |
1.630 |
2.0% |
0.368 |
0.5% |
22% |
False |
False |
5,948 |
40 |
81.735 |
79.355 |
2.380 |
3.0% |
0.368 |
0.5% |
37% |
False |
False |
3,010 |
60 |
81.735 |
79.355 |
2.380 |
3.0% |
0.342 |
0.4% |
37% |
False |
False |
2,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.645 |
2.618 |
81.155 |
1.618 |
80.855 |
1.000 |
80.670 |
0.618 |
80.555 |
HIGH |
80.370 |
0.618 |
80.255 |
0.500 |
80.220 |
0.382 |
80.185 |
LOW |
80.070 |
0.618 |
79.885 |
1.000 |
79.770 |
1.618 |
79.585 |
2.618 |
79.285 |
4.250 |
78.795 |
|
|
Fisher Pivots for day following 16-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
80.224 |
80.278 |
PP |
80.222 |
80.260 |
S1 |
80.220 |
80.243 |
|