ICE US Dollar Index Future March 2014
Trading Metrics calculated at close of trading on 15-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
80.670 |
80.755 |
0.085 |
0.1% |
81.000 |
High |
80.790 |
81.255 |
0.465 |
0.6% |
81.335 |
Low |
80.540 |
80.750 |
0.210 |
0.3% |
80.620 |
Close |
80.756 |
81.144 |
0.388 |
0.5% |
80.754 |
Range |
0.250 |
0.505 |
0.255 |
102.0% |
0.715 |
ATR |
0.408 |
0.415 |
0.007 |
1.7% |
0.000 |
Volume |
13,166 |
23,119 |
9,953 |
75.6% |
154,332 |
|
Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.565 |
82.359 |
81.422 |
|
R3 |
82.060 |
81.854 |
81.283 |
|
R2 |
81.555 |
81.555 |
81.237 |
|
R1 |
81.349 |
81.349 |
81.190 |
81.452 |
PP |
81.050 |
81.050 |
81.050 |
81.101 |
S1 |
80.844 |
80.844 |
81.098 |
80.947 |
S2 |
80.545 |
80.545 |
81.051 |
|
S3 |
80.040 |
80.339 |
81.005 |
|
S4 |
79.535 |
79.834 |
80.866 |
|
|
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 |
81.330 |
80.540 |
0.790 |
1.0% |
0.409 |
0.5% |
76% |
False |
False |
24,333 |
10 |
81.335 |
80.430 |
0.905 |
1.1% |
0.400 |
0.5% |
79% |
False |
False |
25,064 |
20 |
81.335 |
79.500 |
1.835 |
2.3% |
0.416 |
0.5% |
90% |
False |
False |
21,033 |
40 |
81.505 |
79.500 |
2.005 |
2.5% |
0.392 |
0.5% |
82% |
False |
False |
13,491 |
60 |
81.735 |
79.355 |
2.380 |
2.9% |
0.384 |
0.5% |
75% |
False |
False |
9,018 |
80 |
81.735 |
79.355 |
2.380 |
2.9% |
0.360 |
0.4% |
75% |
False |
False |
6,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.401 |
2.618 |
82.577 |
1.618 |
82.072 |
1.000 |
81.760 |
0.618 |
81.567 |
HIGH |
81.255 |
0.618 |
81.062 |
0.500 |
81.003 |
0.382 |
80.943 |
LOW |
80.750 |
0.618 |
80.438 |
1.000 |
80.245 |
1.618 |
79.933 |
2.618 |
79.428 |
4.250 |
78.604 |
|
|
Fisher Pivots for day following 15-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
81.097 |
81.062 |
PP |
81.050 |
80.980 |
S1 |
81.003 |
80.898 |
|