ICE US Dollar Index Future March 2014
Trading Metrics calculated at close of trading on 06-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
80.765 |
81.000 |
0.235 |
0.3% |
80.415 |
High |
81.060 |
81.080 |
0.020 |
0.0% |
81.060 |
Low |
80.640 |
80.690 |
0.050 |
0.1% |
80.055 |
Close |
80.955 |
80.806 |
-0.149 |
-0.2% |
80.955 |
Range |
0.420 |
0.390 |
-0.030 |
-7.1% |
1.005 |
ATR |
0.431 |
0.428 |
-0.003 |
-0.7% |
0.000 |
Volume |
19,024 |
24,665 |
5,641 |
29.7% |
62,187 |
|
Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.029 |
81.807 |
81.021 |
|
R3 |
81.639 |
81.417 |
80.913 |
|
R2 |
81.249 |
81.249 |
80.878 |
|
R1 |
81.027 |
81.027 |
80.842 |
80.943 |
PP |
80.859 |
80.859 |
80.859 |
80.817 |
S1 |
80.637 |
80.637 |
80.770 |
80.553 |
S2 |
80.469 |
80.469 |
80.735 |
|
S3 |
80.079 |
80.247 |
80.699 |
|
S4 |
79.689 |
79.857 |
80.592 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.705 |
83.335 |
81.508 |
|
R3 |
82.700 |
82.330 |
81.231 |
|
R2 |
81.695 |
81.695 |
81.139 |
|
R1 |
81.325 |
81.325 |
81.047 |
81.510 |
PP |
80.690 |
80.690 |
80.690 |
80.783 |
S1 |
80.320 |
80.320 |
80.863 |
80.505 |
S2 |
79.685 |
79.685 |
80.771 |
|
S3 |
78.680 |
79.315 |
80.679 |
|
S4 |
77.675 |
78.310 |
80.402 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.080 |
80.055 |
1.025 |
1.3% |
0.406 |
0.5% |
73% |
True |
False |
17,370 |
10 |
81.080 |
79.820 |
1.260 |
1.6% |
0.382 |
0.5% |
78% |
True |
False |
16,680 |
20 |
81.080 |
79.500 |
1.580 |
2.0% |
0.391 |
0.5% |
83% |
True |
False |
17,350 |
40 |
81.735 |
79.500 |
2.235 |
2.8% |
0.390 |
0.5% |
58% |
False |
False |
8,895 |
60 |
81.735 |
79.355 |
2.380 |
2.9% |
0.379 |
0.5% |
61% |
False |
False |
5,963 |
80 |
81.868 |
79.355 |
2.513 |
3.1% |
0.352 |
0.4% |
58% |
False |
False |
4,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.738 |
2.618 |
82.101 |
1.618 |
81.711 |
1.000 |
81.470 |
0.618 |
81.321 |
HIGH |
81.080 |
0.618 |
80.931 |
0.500 |
80.885 |
0.382 |
80.839 |
LOW |
80.690 |
0.618 |
80.449 |
1.000 |
80.300 |
1.618 |
80.059 |
2.618 |
79.669 |
4.250 |
79.033 |
|
|
Fisher Pivots for day following 06-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
80.885 |
80.789 |
PP |
80.859 |
80.772 |
S1 |
80.832 |
80.755 |
|