ICE US Dollar Index Future March 2014
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
80.855 |
80.840 |
-0.015 |
0.0% |
80.800 |
| High |
81.105 |
81.015 |
-0.090 |
-0.1% |
81.240 |
| Low |
80.730 |
80.385 |
-0.345 |
-0.4% |
80.675 |
| Close |
80.806 |
80.404 |
-0.402 |
-0.5% |
80.830 |
| Range |
0.375 |
0.630 |
0.255 |
68.0% |
0.565 |
| ATR |
0.379 |
0.397 |
0.018 |
4.7% |
0.000 |
| Volume |
996 |
3,812 |
2,816 |
282.7% |
1,056 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.491 |
82.078 |
80.751 |
|
| R3 |
81.861 |
81.448 |
80.577 |
|
| R2 |
81.231 |
81.231 |
80.520 |
|
| R1 |
80.818 |
80.818 |
80.462 |
80.710 |
| PP |
80.601 |
80.601 |
80.601 |
80.547 |
| S1 |
80.188 |
80.188 |
80.346 |
80.080 |
| S2 |
79.971 |
79.971 |
80.289 |
|
| S3 |
79.341 |
79.558 |
80.231 |
|
| S4 |
78.711 |
78.928 |
80.058 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.610 |
82.285 |
81.141 |
|
| R3 |
82.045 |
81.720 |
80.985 |
|
| R2 |
81.480 |
81.480 |
80.934 |
|
| R1 |
81.155 |
81.155 |
80.882 |
81.318 |
| PP |
80.915 |
80.915 |
80.915 |
80.996 |
| S1 |
80.590 |
80.590 |
80.778 |
80.753 |
| S2 |
80.350 |
80.350 |
80.726 |
|
| S3 |
79.785 |
80.025 |
80.675 |
|
| S4 |
79.220 |
79.460 |
80.519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.185 |
80.385 |
0.800 |
1.0% |
0.431 |
0.5% |
2% |
False |
True |
1,243 |
| 10 |
81.260 |
80.385 |
0.875 |
1.1% |
0.400 |
0.5% |
2% |
False |
True |
748 |
| 20 |
81.735 |
80.385 |
1.350 |
1.7% |
0.390 |
0.5% |
1% |
False |
True |
441 |
| 40 |
81.735 |
79.355 |
2.380 |
3.0% |
0.374 |
0.5% |
44% |
False |
False |
270 |
| 60 |
81.868 |
79.355 |
2.513 |
3.1% |
0.339 |
0.4% |
42% |
False |
False |
188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.693 |
|
2.618 |
82.664 |
|
1.618 |
82.034 |
|
1.000 |
81.645 |
|
0.618 |
81.404 |
|
HIGH |
81.015 |
|
0.618 |
80.774 |
|
0.500 |
80.700 |
|
0.382 |
80.626 |
|
LOW |
80.385 |
|
0.618 |
79.996 |
|
1.000 |
79.755 |
|
1.618 |
79.366 |
|
2.618 |
78.736 |
|
4.250 |
77.708 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
80.700 |
80.785 |
| PP |
80.601 |
80.658 |
| S1 |
80.503 |
80.531 |
|