ICE US Dollar Index Future March 2014
Trading Metrics calculated at close of trading on 24-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
80.750 |
80.655 |
-0.095 |
-0.1% |
80.355 |
High |
80.750 |
80.780 |
0.030 |
0.0% |
81.005 |
Low |
80.460 |
80.630 |
0.170 |
0.2% |
79.500 |
Close |
80.617 |
80.674 |
0.057 |
0.1% |
80.750 |
Range |
0.290 |
0.150 |
-0.140 |
-48.3% |
1.505 |
ATR |
0.425 |
0.406 |
-0.019 |
-4.4% |
0.000 |
Volume |
18,039 |
5,614 |
-12,425 |
-68.9% |
108,205 |
|
Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.145 |
81.059 |
80.757 |
|
R3 |
80.995 |
80.909 |
80.715 |
|
R2 |
80.845 |
80.845 |
80.702 |
|
R1 |
80.759 |
80.759 |
80.688 |
80.802 |
PP |
80.695 |
80.695 |
80.695 |
80.716 |
S1 |
80.609 |
80.609 |
80.660 |
80.652 |
S2 |
80.545 |
80.545 |
80.647 |
|
S3 |
80.395 |
80.459 |
80.633 |
|
S4 |
80.245 |
80.309 |
80.592 |
|
|
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% |
0.463 |
0.6% |
78% |
False |
False |
20,857 |
10 |
81.005 |
79.500 |
1.505 |
1.9% |
0.395 |
0.5% |
78% |
False |
False |
20,865 |
20 |
81.185 |
79.500 |
1.685 |
2.1% |
0.377 |
0.5% |
70% |
False |
False |
11,717 |
40 |
81.735 |
79.500 |
2.235 |
2.8% |
0.396 |
0.5% |
53% |
False |
False |
5,926 |
60 |
81.735 |
79.355 |
2.380 |
3.0% |
0.363 |
0.4% |
55% |
False |
False |
3,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.418 |
2.618 |
81.173 |
1.618 |
81.023 |
1.000 |
80.930 |
0.618 |
80.873 |
HIGH |
80.780 |
0.618 |
80.723 |
0.500 |
80.705 |
0.382 |
80.687 |
LOW |
80.630 |
0.618 |
80.537 |
1.000 |
80.480 |
1.618 |
80.387 |
2.618 |
80.237 |
4.250 |
79.993 |
|
|
Fisher Pivots for day following 24-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
80.705 |
80.733 |
PP |
80.695 |
80.713 |
S1 |
80.684 |
80.694 |
|