ICE US Dollar Index Future March 2014
Trading Metrics calculated at close of trading on 26-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
80.655 |
80.675 |
0.020 |
0.0% |
80.355 |
High |
80.780 |
80.710 |
-0.070 |
-0.1% |
81.005 |
Low |
80.630 |
80.595 |
-0.035 |
0.0% |
79.500 |
Close |
80.674 |
80.653 |
-0.021 |
0.0% |
80.750 |
Range |
0.150 |
0.115 |
-0.035 |
-23.3% |
1.505 |
ATR |
0.406 |
0.386 |
-0.021 |
-5.1% |
0.000 |
Volume |
5,614 |
7,226 |
1,612 |
28.7% |
108,205 |
|
Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.998 |
80.940 |
80.716 |
|
R3 |
80.883 |
80.825 |
80.685 |
|
R2 |
80.768 |
80.768 |
80.674 |
|
R1 |
80.710 |
80.710 |
80.664 |
80.682 |
PP |
80.653 |
80.653 |
80.653 |
80.638 |
S1 |
80.595 |
80.595 |
80.642 |
80.567 |
S2 |
80.538 |
80.538 |
80.632 |
|
S3 |
80.423 |
80.480 |
80.621 |
|
S4 |
80.308 |
80.365 |
80.590 |
|
|
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 |
80.460 |
0.545 |
0.7% |
0.243 |
0.3% |
35% |
False |
False |
15,283 |
10 |
81.005 |
79.500 |
1.505 |
1.9% |
0.372 |
0.5% |
77% |
False |
False |
19,385 |
20 |
81.185 |
79.500 |
1.685 |
2.1% |
0.368 |
0.5% |
68% |
False |
False |
12,061 |
40 |
81.735 |
79.500 |
2.235 |
2.8% |
0.390 |
0.5% |
52% |
False |
False |
6,103 |
60 |
81.735 |
79.355 |
2.380 |
3.0% |
0.360 |
0.4% |
55% |
False |
False |
4,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.199 |
2.618 |
81.011 |
1.618 |
80.896 |
1.000 |
80.825 |
0.618 |
80.781 |
HIGH |
80.710 |
0.618 |
80.666 |
0.500 |
80.653 |
0.382 |
80.639 |
LOW |
80.595 |
0.618 |
80.524 |
1.000 |
80.480 |
1.618 |
80.409 |
2.618 |
80.294 |
4.250 |
80.106 |
|
|
Fisher Pivots for day following 26-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
80.653 |
80.642 |
PP |
80.653 |
80.631 |
S1 |
80.653 |
80.620 |
|