ICE US Dollar Index Future March 2014
Trading Metrics calculated at close of trading on 17-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
80.355 |
80.275 |
-0.080 |
-0.1% |
80.430 |
High |
80.370 |
80.445 |
0.075 |
0.1% |
80.570 |
Low |
80.070 |
80.135 |
0.065 |
0.1% |
79.875 |
Close |
80.226 |
80.214 |
-0.012 |
0.0% |
80.375 |
Range |
0.300 |
0.310 |
0.010 |
3.3% |
0.695 |
ATR |
0.366 |
0.362 |
-0.004 |
-1.1% |
0.000 |
Volume |
15,042 |
12,530 |
-2,512 |
-16.7% |
93,788 |
|
Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.195 |
81.014 |
80.385 |
|
R3 |
80.885 |
80.704 |
80.299 |
|
R2 |
80.575 |
80.575 |
80.271 |
|
R1 |
80.394 |
80.394 |
80.242 |
80.330 |
PP |
80.265 |
80.265 |
80.265 |
80.232 |
S1 |
80.084 |
80.084 |
80.186 |
80.020 |
S2 |
79.955 |
79.955 |
80.157 |
|
S3 |
79.645 |
79.774 |
80.129 |
|
S4 |
79.335 |
79.464 |
80.044 |
|
|
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% |
49% |
False |
False |
20,873 |
10 |
81.105 |
79.875 |
1.230 |
1.5% |
0.357 |
0.4% |
28% |
False |
False |
12,819 |
20 |
81.505 |
79.875 |
1.630 |
2.0% |
0.373 |
0.5% |
21% |
False |
False |
6,566 |
40 |
81.735 |
79.355 |
2.380 |
3.0% |
0.360 |
0.4% |
36% |
False |
False |
3,322 |
60 |
81.735 |
79.355 |
2.380 |
3.0% |
0.346 |
0.4% |
36% |
False |
False |
2,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.763 |
2.618 |
81.257 |
1.618 |
80.947 |
1.000 |
80.755 |
0.618 |
80.637 |
HIGH |
80.445 |
0.618 |
80.327 |
0.500 |
80.290 |
0.382 |
80.253 |
LOW |
80.135 |
0.618 |
79.943 |
1.000 |
79.825 |
1.618 |
79.633 |
2.618 |
79.323 |
4.250 |
78.818 |
|
|
Fisher Pivots for day following 17-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
80.290 |
80.320 |
PP |
80.265 |
80.285 |
S1 |
80.239 |
80.249 |
|