ICE US Dollar Index Future March 2014
Trading Metrics calculated at close of trading on 30-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
80.600 |
80.415 |
-0.185 |
-0.2% |
80.750 |
High |
80.610 |
80.580 |
-0.030 |
0.0% |
80.780 |
Low |
79.820 |
80.055 |
0.235 |
0.3% |
79.820 |
Close |
80.538 |
80.122 |
-0.416 |
-0.5% |
80.538 |
Range |
0.790 |
0.525 |
-0.265 |
-33.5% |
0.960 |
ATR |
0.418 |
0.425 |
0.008 |
1.8% |
0.000 |
Volume |
25,254 |
14,137 |
-11,117 |
-44.0% |
56,133 |
|
Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.827 |
81.500 |
80.411 |
|
R3 |
81.302 |
80.975 |
80.266 |
|
R2 |
80.777 |
80.777 |
80.218 |
|
R1 |
80.450 |
80.450 |
80.170 |
80.351 |
PP |
80.252 |
80.252 |
80.252 |
80.203 |
S1 |
79.925 |
79.925 |
80.074 |
79.826 |
S2 |
79.727 |
79.727 |
80.026 |
|
S3 |
79.202 |
79.400 |
79.978 |
|
S4 |
78.677 |
78.875 |
79.833 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.259 |
82.859 |
81.066 |
|
R3 |
82.299 |
81.899 |
80.802 |
|
R2 |
81.339 |
81.339 |
80.714 |
|
R1 |
80.939 |
80.939 |
80.626 |
80.659 |
PP |
80.379 |
80.379 |
80.379 |
80.240 |
S1 |
79.979 |
79.979 |
80.450 |
79.699 |
S2 |
79.419 |
79.419 |
80.362 |
|
S3 |
78.459 |
79.019 |
80.274 |
|
S4 |
77.499 |
78.059 |
80.010 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.780 |
79.820 |
0.960 |
1.2% |
0.374 |
0.5% |
31% |
False |
False |
14,054 |
10 |
81.005 |
79.500 |
1.505 |
1.9% |
0.436 |
0.5% |
41% |
False |
False |
17,847 |
20 |
81.185 |
79.500 |
1.685 |
2.1% |
0.413 |
0.5% |
37% |
False |
False |
14,019 |
40 |
81.735 |
79.500 |
2.235 |
2.8% |
0.399 |
0.5% |
28% |
False |
False |
7,086 |
60 |
81.735 |
79.355 |
2.380 |
3.0% |
0.370 |
0.5% |
32% |
False |
False |
4,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.811 |
2.618 |
81.954 |
1.618 |
81.429 |
1.000 |
81.105 |
0.618 |
80.904 |
HIGH |
80.580 |
0.618 |
80.379 |
0.500 |
80.318 |
0.382 |
80.256 |
LOW |
80.055 |
0.618 |
79.731 |
1.000 |
79.530 |
1.618 |
79.206 |
2.618 |
78.681 |
4.250 |
77.824 |
|
|
Fisher Pivots for day following 30-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
80.318 |
80.265 |
PP |
80.252 |
80.217 |
S1 |
80.187 |
80.170 |
|