ICE US Dollar Index Future March 2014
Trading Metrics calculated at close of trading on 10-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
81.215 |
81.085 |
-0.130 |
-0.2% |
81.000 |
High |
81.330 |
81.270 |
-0.060 |
-0.1% |
81.335 |
Low |
80.985 |
80.620 |
-0.365 |
-0.5% |
80.620 |
Close |
81.135 |
80.754 |
-0.381 |
-0.5% |
80.754 |
Range |
0.345 |
0.650 |
0.305 |
88.4% |
0.715 |
ATR |
0.413 |
0.430 |
0.017 |
4.1% |
0.000 |
Volume |
28,074 |
38,732 |
10,658 |
38.0% |
154,332 |
|
Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.831 |
82.443 |
81.112 |
|
R3 |
82.181 |
81.793 |
80.933 |
|
R2 |
81.531 |
81.531 |
80.873 |
|
R1 |
81.143 |
81.143 |
80.814 |
81.012 |
PP |
80.881 |
80.881 |
80.881 |
80.816 |
S1 |
80.493 |
80.493 |
80.694 |
80.362 |
S2 |
80.231 |
80.231 |
80.635 |
|
S3 |
79.581 |
79.843 |
80.575 |
|
S4 |
78.931 |
79.193 |
80.397 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.048 |
82.616 |
81.147 |
|
R3 |
82.333 |
81.901 |
80.951 |
|
R2 |
81.618 |
81.618 |
80.885 |
|
R1 |
81.186 |
81.186 |
80.820 |
81.045 |
PP |
80.903 |
80.903 |
80.903 |
80.832 |
S1 |
80.471 |
80.471 |
80.688 |
80.330 |
S2 |
80.188 |
80.188 |
80.623 |
|
S3 |
79.473 |
79.756 |
80.557 |
|
S4 |
78.758 |
79.041 |
80.361 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.335 |
80.620 |
0.715 |
0.9% |
0.418 |
0.5% |
19% |
False |
True |
30,866 |
10 |
81.335 |
79.820 |
1.515 |
1.9% |
0.452 |
0.6% |
62% |
False |
False |
24,177 |
20 |
81.335 |
79.500 |
1.835 |
2.3% |
0.412 |
0.5% |
68% |
False |
False |
21,781 |
40 |
81.505 |
79.500 |
2.005 |
2.5% |
0.389 |
0.5% |
63% |
False |
False |
12,126 |
60 |
81.735 |
79.355 |
2.380 |
2.9% |
0.387 |
0.5% |
59% |
False |
False |
8,121 |
80 |
81.735 |
79.355 |
2.380 |
2.9% |
0.355 |
0.4% |
59% |
False |
False |
6,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.033 |
2.618 |
82.972 |
1.618 |
82.322 |
1.000 |
81.920 |
0.618 |
81.672 |
HIGH |
81.270 |
0.618 |
81.022 |
0.500 |
80.945 |
0.382 |
80.868 |
LOW |
80.620 |
0.618 |
80.218 |
1.000 |
79.970 |
1.618 |
79.568 |
2.618 |
78.918 |
4.250 |
77.858 |
|
|
Fisher Pivots for day following 10-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
80.945 |
80.978 |
PP |
80.881 |
80.903 |
S1 |
80.818 |
80.829 |
|