ICE US Dollar Index Future December 2013
| Trading Metrics calculated at close of trading on 13-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
79.965 |
80.220 |
0.255 |
0.3% |
80.230 |
| High |
80.250 |
80.420 |
0.170 |
0.2% |
80.420 |
| Low |
79.850 |
80.150 |
0.300 |
0.4% |
79.755 |
| Close |
80.208 |
80.220 |
0.012 |
0.0% |
80.220 |
| Range |
0.400 |
0.270 |
-0.130 |
-32.5% |
0.665 |
| ATR |
0.406 |
0.396 |
-0.010 |
-2.4% |
0.000 |
| Volume |
22,430 |
12,705 |
-9,725 |
-43.4% |
104,591 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.073 |
80.917 |
80.369 |
|
| R3 |
80.803 |
80.647 |
80.294 |
|
| R2 |
80.533 |
80.533 |
80.270 |
|
| R1 |
80.377 |
80.377 |
80.245 |
80.355 |
| PP |
80.263 |
80.263 |
80.263 |
80.253 |
| S1 |
80.107 |
80.107 |
80.195 |
80.085 |
| S2 |
79.993 |
79.993 |
80.171 |
|
| S3 |
79.723 |
79.837 |
80.146 |
|
| S4 |
79.453 |
79.567 |
80.072 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.127 |
81.838 |
80.586 |
|
| R3 |
81.462 |
81.173 |
80.403 |
|
| R2 |
80.797 |
80.797 |
80.342 |
|
| R1 |
80.508 |
80.508 |
80.281 |
80.320 |
| PP |
80.132 |
80.132 |
80.132 |
80.038 |
| S1 |
79.843 |
79.843 |
80.159 |
79.655 |
| S2 |
79.467 |
79.467 |
80.098 |
|
| S3 |
78.802 |
79.178 |
80.037 |
|
| S4 |
78.137 |
78.513 |
79.854 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.420 |
79.755 |
0.665 |
0.8% |
0.301 |
0.4% |
70% |
True |
False |
20,918 |
| 10 |
81.015 |
79.755 |
1.260 |
1.6% |
0.391 |
0.5% |
37% |
False |
False |
22,133 |
| 20 |
81.335 |
79.755 |
1.580 |
2.0% |
0.379 |
0.5% |
29% |
False |
False |
19,578 |
| 40 |
81.580 |
79.060 |
2.520 |
3.1% |
0.410 |
0.5% |
46% |
False |
False |
19,405 |
| 60 |
81.580 |
79.060 |
2.520 |
3.1% |
0.411 |
0.5% |
46% |
False |
False |
19,121 |
| 80 |
83.150 |
79.060 |
4.090 |
5.1% |
0.427 |
0.5% |
28% |
False |
False |
17,271 |
| 100 |
83.150 |
79.060 |
4.090 |
5.1% |
0.428 |
0.5% |
28% |
False |
False |
13,853 |
| 120 |
85.220 |
79.060 |
6.160 |
7.7% |
0.437 |
0.5% |
19% |
False |
False |
11,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.568 |
|
2.618 |
81.127 |
|
1.618 |
80.857 |
|
1.000 |
80.690 |
|
0.618 |
80.587 |
|
HIGH |
80.420 |
|
0.618 |
80.317 |
|
0.500 |
80.285 |
|
0.382 |
80.253 |
|
LOW |
80.150 |
|
0.618 |
79.983 |
|
1.000 |
79.880 |
|
1.618 |
79.713 |
|
2.618 |
79.443 |
|
4.250 |
79.003 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
80.285 |
80.176 |
| PP |
80.263 |
80.132 |
| S1 |
80.242 |
80.088 |
|