ICE US Dollar Index Future March 2014
Trading Metrics calculated at close of trading on 21-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
81.045 |
81.305 |
0.260 |
0.3% |
80.745 |
High |
81.430 |
81.525 |
0.095 |
0.1% |
81.430 |
Low |
81.015 |
81.145 |
0.130 |
0.2% |
80.540 |
Close |
81.362 |
81.226 |
-0.136 |
-0.2% |
81.362 |
Range |
0.415 |
0.380 |
-0.035 |
-8.4% |
0.890 |
ATR |
0.410 |
0.407 |
-0.002 |
-0.5% |
0.000 |
Volume |
21,142 |
25,588 |
4,446 |
21.0% |
97,418 |
|
Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.439 |
82.212 |
81.435 |
|
R3 |
82.059 |
81.832 |
81.331 |
|
R2 |
81.679 |
81.679 |
81.296 |
|
R1 |
81.452 |
81.452 |
81.261 |
81.376 |
PP |
81.299 |
81.299 |
81.299 |
81.260 |
S1 |
81.072 |
81.072 |
81.191 |
80.996 |
S2 |
80.919 |
80.919 |
81.156 |
|
S3 |
80.539 |
80.692 |
81.122 |
|
S4 |
80.159 |
80.312 |
81.017 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.781 |
83.461 |
81.852 |
|
R3 |
82.891 |
82.571 |
81.607 |
|
R2 |
82.001 |
82.001 |
81.525 |
|
R1 |
81.681 |
81.681 |
81.444 |
81.841 |
PP |
81.111 |
81.111 |
81.111 |
81.191 |
S1 |
80.791 |
80.791 |
81.280 |
80.951 |
S2 |
80.221 |
80.221 |
81.199 |
|
S3 |
79.331 |
79.901 |
81.117 |
|
S4 |
78.441 |
79.011 |
80.873 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.525 |
80.540 |
0.985 |
1.2% |
0.377 |
0.5% |
70% |
True |
False |
20,886 |
10 |
81.525 |
80.540 |
0.985 |
1.2% |
0.388 |
0.5% |
70% |
True |
False |
25,267 |
20 |
81.525 |
79.820 |
1.705 |
2.1% |
0.385 |
0.5% |
82% |
True |
False |
20,973 |
40 |
81.525 |
79.500 |
2.025 |
2.5% |
0.392 |
0.5% |
85% |
True |
False |
15,179 |
60 |
81.735 |
79.355 |
2.380 |
2.9% |
0.388 |
0.5% |
79% |
False |
False |
10,152 |
80 |
81.735 |
79.355 |
2.380 |
2.9% |
0.370 |
0.5% |
79% |
False |
False |
7,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.140 |
2.618 |
82.520 |
1.618 |
82.140 |
1.000 |
81.905 |
0.618 |
81.760 |
HIGH |
81.525 |
0.618 |
81.380 |
0.500 |
81.335 |
0.382 |
81.290 |
LOW |
81.145 |
0.618 |
80.910 |
1.000 |
80.765 |
1.618 |
80.530 |
2.618 |
80.150 |
4.250 |
79.530 |
|
|
Fisher Pivots for day following 21-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
81.335 |
81.217 |
PP |
81.299 |
81.207 |
S1 |
81.262 |
81.198 |
|