ICE US Dollar Index Future March 2014
Trading Metrics calculated at close of trading on 20-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
80.675 |
80.890 |
0.215 |
0.3% |
80.355 |
High |
80.835 |
81.005 |
0.170 |
0.2% |
81.005 |
Low |
80.620 |
80.560 |
-0.060 |
-0.1% |
79.500 |
Close |
80.788 |
80.750 |
-0.038 |
0.0% |
80.750 |
Range |
0.215 |
0.445 |
0.230 |
107.0% |
1.505 |
ATR |
0.435 |
0.436 |
0.001 |
0.2% |
0.000 |
Volume |
21,716 |
23,820 |
2,104 |
9.7% |
108,205 |
|
Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.107 |
81.873 |
80.995 |
|
R3 |
81.662 |
81.428 |
80.872 |
|
R2 |
81.217 |
81.217 |
80.832 |
|
R1 |
80.983 |
80.983 |
80.791 |
80.878 |
PP |
80.772 |
80.772 |
80.772 |
80.719 |
S1 |
80.538 |
80.538 |
80.709 |
80.433 |
S2 |
80.327 |
80.327 |
80.668 |
|
S3 |
79.882 |
80.093 |
80.628 |
|
S4 |
79.437 |
79.648 |
80.505 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.933 |
84.347 |
81.578 |
|
R3 |
83.428 |
82.842 |
81.164 |
|
R2 |
81.923 |
81.923 |
81.026 |
|
R1 |
81.337 |
81.337 |
80.888 |
81.630 |
PP |
80.418 |
80.418 |
80.418 |
80.565 |
S1 |
79.832 |
79.832 |
80.612 |
80.125 |
S2 |
78.913 |
78.913 |
80.474 |
|
S3 |
77.408 |
78.327 |
80.336 |
|
S4 |
75.903 |
76.822 |
79.922 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.005 |
79.500 |
1.505 |
1.9% |
0.497 |
0.6% |
83% |
True |
False |
21,641 |
10 |
81.005 |
79.500 |
1.505 |
1.9% |
0.404 |
0.5% |
83% |
True |
False |
20,199 |
20 |
81.240 |
79.500 |
1.740 |
2.2% |
0.403 |
0.5% |
72% |
False |
False |
10,558 |
40 |
81.735 |
79.430 |
2.305 |
2.9% |
0.396 |
0.5% |
57% |
False |
False |
5,336 |
60 |
81.735 |
79.355 |
2.380 |
2.9% |
0.365 |
0.5% |
59% |
False |
False |
3,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.896 |
2.618 |
82.170 |
1.618 |
81.725 |
1.000 |
81.450 |
0.618 |
81.280 |
HIGH |
81.005 |
0.618 |
80.835 |
0.500 |
80.783 |
0.382 |
80.730 |
LOW |
80.560 |
0.618 |
80.285 |
1.000 |
80.115 |
1.618 |
79.840 |
2.618 |
79.395 |
4.250 |
78.669 |
|
|
Fisher Pivots for day following 20-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
80.783 |
80.584 |
PP |
80.772 |
80.418 |
S1 |
80.761 |
80.253 |
|