ICE US Dollar Index Future December 2013
| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
79.990 |
79.965 |
-0.025 |
0.0% |
80.685 |
| High |
80.055 |
80.250 |
0.195 |
0.2% |
81.015 |
| Low |
79.755 |
79.850 |
0.095 |
0.1% |
80.220 |
| Close |
79.890 |
80.208 |
0.318 |
0.4% |
80.315 |
| Range |
0.300 |
0.400 |
0.100 |
33.3% |
0.795 |
| ATR |
0.406 |
0.406 |
0.000 |
-0.1% |
0.000 |
| Volume |
29,720 |
22,430 |
-7,290 |
-24.5% |
116,745 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.303 |
81.155 |
80.428 |
|
| R3 |
80.903 |
80.755 |
80.318 |
|
| R2 |
80.503 |
80.503 |
80.281 |
|
| R1 |
80.355 |
80.355 |
80.245 |
80.429 |
| PP |
80.103 |
80.103 |
80.103 |
80.140 |
| S1 |
79.955 |
79.955 |
80.171 |
80.029 |
| S2 |
79.703 |
79.703 |
80.135 |
|
| S3 |
79.303 |
79.555 |
80.098 |
|
| S4 |
78.903 |
79.155 |
79.988 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.902 |
82.403 |
80.752 |
|
| R3 |
82.107 |
81.608 |
80.534 |
|
| R2 |
81.312 |
81.312 |
80.461 |
|
| R1 |
80.813 |
80.813 |
80.388 |
80.665 |
| PP |
80.517 |
80.517 |
80.517 |
80.443 |
| S1 |
80.018 |
80.018 |
80.242 |
79.870 |
| S2 |
79.722 |
79.722 |
80.169 |
|
| S3 |
78.927 |
79.223 |
80.096 |
|
| S4 |
78.132 |
78.428 |
79.878 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.640 |
79.755 |
0.885 |
1.1% |
0.331 |
0.4% |
51% |
False |
False |
22,888 |
| 10 |
81.015 |
79.755 |
1.260 |
1.6% |
0.384 |
0.5% |
36% |
False |
False |
21,843 |
| 20 |
81.335 |
79.755 |
1.580 |
2.0% |
0.386 |
0.5% |
29% |
False |
False |
19,870 |
| 40 |
81.580 |
79.060 |
2.520 |
3.1% |
0.428 |
0.5% |
46% |
False |
False |
19,743 |
| 60 |
81.580 |
79.060 |
2.520 |
3.1% |
0.414 |
0.5% |
46% |
False |
False |
19,513 |
| 80 |
83.150 |
79.060 |
4.090 |
5.1% |
0.428 |
0.5% |
28% |
False |
False |
17,117 |
| 100 |
83.150 |
79.060 |
4.090 |
5.1% |
0.431 |
0.5% |
28% |
False |
False |
13,726 |
| 120 |
85.220 |
79.060 |
6.160 |
7.7% |
0.437 |
0.5% |
19% |
False |
False |
11,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.950 |
|
2.618 |
81.297 |
|
1.618 |
80.897 |
|
1.000 |
80.650 |
|
0.618 |
80.497 |
|
HIGH |
80.250 |
|
0.618 |
80.097 |
|
0.500 |
80.050 |
|
0.382 |
80.003 |
|
LOW |
79.850 |
|
0.618 |
79.603 |
|
1.000 |
79.450 |
|
1.618 |
79.203 |
|
2.618 |
78.803 |
|
4.250 |
78.150 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
80.155 |
80.140 |
| PP |
80.103 |
80.071 |
| S1 |
80.050 |
80.003 |
|