ICE US Dollar Index Future March 2014
Trading Metrics calculated at close of trading on 23-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
80.890 |
80.750 |
-0.140 |
-0.2% |
80.355 |
High |
81.005 |
80.750 |
-0.255 |
-0.3% |
81.005 |
Low |
80.560 |
80.460 |
-0.100 |
-0.1% |
79.500 |
Close |
80.750 |
80.617 |
-0.133 |
-0.2% |
80.750 |
Range |
0.445 |
0.290 |
-0.155 |
-34.8% |
1.505 |
ATR |
0.436 |
0.425 |
-0.010 |
-2.4% |
0.000 |
Volume |
23,820 |
18,039 |
-5,781 |
-24.3% |
108,205 |
|
Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.479 |
81.338 |
80.777 |
|
R3 |
81.189 |
81.048 |
80.697 |
|
R2 |
80.899 |
80.899 |
80.670 |
|
R1 |
80.758 |
80.758 |
80.644 |
80.684 |
PP |
80.609 |
80.609 |
80.609 |
80.572 |
S1 |
80.468 |
80.468 |
80.590 |
80.394 |
S2 |
80.319 |
80.319 |
80.564 |
|
S3 |
80.029 |
80.178 |
80.537 |
|
S4 |
79.739 |
79.888 |
80.458 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.933 |
84.347 |
81.578 |
|
R3 |
83.428 |
82.842 |
81.164 |
|
R2 |
81.923 |
81.923 |
81.026 |
|
R1 |
81.337 |
81.337 |
80.888 |
81.630 |
PP |
80.418 |
80.418 |
80.418 |
80.565 |
S1 |
79.832 |
79.832 |
80.612 |
80.125 |
S2 |
78.913 |
78.913 |
80.474 |
|
S3 |
77.408 |
78.327 |
80.336 |
|
S4 |
75.903 |
76.822 |
79.922 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.005 |
79.500 |
1.505 |
1.9% |
0.495 |
0.6% |
74% |
False |
False |
22,240 |
10 |
81.005 |
79.500 |
1.505 |
1.9% |
0.411 |
0.5% |
74% |
False |
False |
21,354 |
20 |
81.210 |
79.500 |
1.710 |
2.1% |
0.390 |
0.5% |
65% |
False |
False |
11,449 |
40 |
81.735 |
79.500 |
2.235 |
2.8% |
0.400 |
0.5% |
50% |
False |
False |
5,787 |
60 |
81.735 |
79.355 |
2.380 |
3.0% |
0.365 |
0.5% |
53% |
False |
False |
3,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.983 |
2.618 |
81.509 |
1.618 |
81.219 |
1.000 |
81.040 |
0.618 |
80.929 |
HIGH |
80.750 |
0.618 |
80.639 |
0.500 |
80.605 |
0.382 |
80.571 |
LOW |
80.460 |
0.618 |
80.281 |
1.000 |
80.170 |
1.618 |
79.991 |
2.618 |
79.701 |
4.250 |
79.228 |
|
|
Fisher Pivots for day following 23-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
80.613 |
80.733 |
PP |
80.609 |
80.694 |
S1 |
80.605 |
80.656 |
|