ICE US Dollar Index Future December 2013
| Trading Metrics calculated at close of trading on 07-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
80.785 |
80.625 |
-0.160 |
-0.2% |
79.300 |
| High |
80.800 |
81.565 |
0.765 |
0.9% |
80.870 |
| Low |
80.455 |
80.520 |
0.065 |
0.1% |
79.205 |
| Close |
80.559 |
80.854 |
0.295 |
0.4% |
80.810 |
| Range |
0.345 |
1.045 |
0.700 |
202.9% |
1.665 |
| ATR |
0.421 |
0.465 |
0.045 |
10.6% |
0.000 |
| Volume |
14,703 |
42,947 |
28,244 |
192.1% |
102,709 |
|
| Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.115 |
83.529 |
81.429 |
|
| R3 |
83.070 |
82.484 |
81.141 |
|
| R2 |
82.025 |
82.025 |
81.046 |
|
| R1 |
81.439 |
81.439 |
80.950 |
81.732 |
| PP |
80.980 |
80.980 |
80.980 |
81.126 |
| S1 |
80.394 |
80.394 |
80.758 |
80.687 |
| S2 |
79.935 |
79.935 |
80.662 |
|
| S3 |
78.890 |
79.349 |
80.567 |
|
| S4 |
77.845 |
78.304 |
80.279 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.290 |
84.715 |
81.726 |
|
| R3 |
83.625 |
83.050 |
81.268 |
|
| R2 |
81.960 |
81.960 |
81.115 |
|
| R1 |
81.385 |
81.385 |
80.963 |
81.673 |
| PP |
80.295 |
80.295 |
80.295 |
80.439 |
| S1 |
79.720 |
79.720 |
80.657 |
80.008 |
| S2 |
78.630 |
78.630 |
80.505 |
|
| S3 |
76.965 |
78.055 |
80.352 |
|
| S4 |
75.300 |
76.390 |
79.894 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.565 |
80.320 |
1.245 |
1.5% |
0.535 |
0.7% |
43% |
True |
False |
24,313 |
| 10 |
81.565 |
79.060 |
2.505 |
3.1% |
0.474 |
0.6% |
72% |
True |
False |
20,458 |
| 20 |
81.565 |
79.060 |
2.505 |
3.1% |
0.440 |
0.5% |
72% |
True |
False |
18,497 |
| 40 |
81.915 |
79.060 |
2.855 |
3.5% |
0.429 |
0.5% |
63% |
False |
False |
19,890 |
| 60 |
83.150 |
79.060 |
4.090 |
5.1% |
0.434 |
0.5% |
44% |
False |
False |
14,715 |
| 80 |
83.210 |
79.060 |
4.150 |
5.1% |
0.437 |
0.5% |
43% |
False |
False |
11,067 |
| 100 |
85.220 |
79.060 |
6.160 |
7.6% |
0.446 |
0.6% |
29% |
False |
False |
8,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.006 |
|
2.618 |
84.301 |
|
1.618 |
83.256 |
|
1.000 |
82.610 |
|
0.618 |
82.211 |
|
HIGH |
81.565 |
|
0.618 |
81.166 |
|
0.500 |
81.043 |
|
0.382 |
80.919 |
|
LOW |
80.520 |
|
0.618 |
79.874 |
|
1.000 |
79.475 |
|
1.618 |
78.829 |
|
2.618 |
77.784 |
|
4.250 |
76.079 |
|
|
| Fisher Pivots for day following 07-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
81.043 |
81.010 |
| PP |
80.980 |
80.958 |
| S1 |
80.917 |
80.906 |
|