ICE US Dollar Index Future December 2013
| Trading Metrics calculated at close of trading on 25-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
79.355 |
79.255 |
-0.100 |
-0.1% |
79.730 |
| High |
79.375 |
79.380 |
0.005 |
0.0% |
79.875 |
| Low |
79.135 |
79.060 |
-0.075 |
-0.1% |
79.060 |
| Close |
79.245 |
79.246 |
0.001 |
0.0% |
79.246 |
| Range |
0.240 |
0.320 |
0.080 |
33.3% |
0.815 |
| ATR |
0.419 |
0.412 |
-0.007 |
-1.7% |
0.000 |
| Volume |
13,682 |
11,624 |
-2,058 |
-15.0% |
70,179 |
|
| Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.189 |
80.037 |
79.422 |
|
| R3 |
79.869 |
79.717 |
79.334 |
|
| R2 |
79.549 |
79.549 |
79.305 |
|
| R1 |
79.397 |
79.397 |
79.275 |
79.313 |
| PP |
79.229 |
79.229 |
79.229 |
79.187 |
| S1 |
79.077 |
79.077 |
79.217 |
78.993 |
| S2 |
78.909 |
78.909 |
79.187 |
|
| S3 |
78.589 |
78.757 |
79.158 |
|
| S4 |
78.269 |
78.437 |
79.070 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.839 |
81.357 |
79.694 |
|
| R3 |
81.024 |
80.542 |
79.470 |
|
| R2 |
80.209 |
80.209 |
79.395 |
|
| R1 |
79.727 |
79.727 |
79.321 |
79.561 |
| PP |
79.394 |
79.394 |
79.394 |
79.310 |
| S1 |
78.912 |
78.912 |
79.171 |
78.746 |
| S2 |
78.579 |
78.579 |
79.097 |
|
| S3 |
77.764 |
78.097 |
79.022 |
|
| S4 |
76.949 |
77.282 |
78.798 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.875 |
79.060 |
0.815 |
1.0% |
0.326 |
0.4% |
23% |
False |
True |
14,035 |
| 10 |
80.850 |
79.060 |
1.790 |
2.3% |
0.409 |
0.5% |
10% |
False |
True |
16,258 |
| 20 |
80.865 |
79.060 |
1.805 |
2.3% |
0.412 |
0.5% |
10% |
False |
True |
17,344 |
| 40 |
83.150 |
79.060 |
4.090 |
5.2% |
0.425 |
0.5% |
5% |
False |
True |
17,104 |
| 60 |
83.150 |
79.060 |
4.090 |
5.2% |
0.424 |
0.5% |
5% |
False |
True |
11,524 |
| 80 |
85.100 |
79.060 |
6.040 |
7.6% |
0.438 |
0.6% |
3% |
False |
True |
8,665 |
| 100 |
85.220 |
79.060 |
6.160 |
7.8% |
0.424 |
0.5% |
3% |
False |
True |
6,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.740 |
|
2.618 |
80.218 |
|
1.618 |
79.898 |
|
1.000 |
79.700 |
|
0.618 |
79.578 |
|
HIGH |
79.380 |
|
0.618 |
79.258 |
|
0.500 |
79.220 |
|
0.382 |
79.182 |
|
LOW |
79.060 |
|
0.618 |
78.862 |
|
1.000 |
78.740 |
|
1.618 |
78.542 |
|
2.618 |
78.222 |
|
4.250 |
77.700 |
|
|
| Fisher Pivots for day following 25-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
79.237 |
79.250 |
| PP |
79.229 |
79.249 |
| S1 |
79.220 |
79.247 |
|