ICE US Dollar Index Future March 2014
Trading Metrics calculated at close of trading on 28-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
80.530 |
80.590 |
0.060 |
0.1% |
81.305 |
High |
80.650 |
80.845 |
0.195 |
0.2% |
81.525 |
Low |
80.390 |
80.475 |
0.085 |
0.1% |
80.220 |
Close |
80.612 |
80.657 |
0.045 |
0.1% |
80.541 |
Range |
0.260 |
0.370 |
0.110 |
42.3% |
1.305 |
ATR |
0.420 |
0.417 |
-0.004 |
-0.9% |
0.000 |
Volume |
14,359 |
13,147 |
-1,212 |
-8.4% |
102,271 |
|
Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.769 |
81.583 |
80.861 |
|
R3 |
81.399 |
81.213 |
80.759 |
|
R2 |
81.029 |
81.029 |
80.725 |
|
R1 |
80.843 |
80.843 |
80.691 |
80.936 |
PP |
80.659 |
80.659 |
80.659 |
80.706 |
S1 |
80.473 |
80.473 |
80.623 |
80.566 |
S2 |
80.289 |
80.289 |
80.589 |
|
S3 |
79.919 |
80.103 |
80.555 |
|
S4 |
79.549 |
79.733 |
80.454 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.677 |
83.914 |
81.259 |
|
R3 |
83.372 |
82.609 |
80.900 |
|
R2 |
82.067 |
82.067 |
80.780 |
|
R1 |
81.304 |
81.304 |
80.661 |
81.033 |
PP |
80.762 |
80.762 |
80.762 |
80.627 |
S1 |
79.999 |
79.999 |
80.421 |
79.728 |
S2 |
79.457 |
79.457 |
80.302 |
|
S3 |
78.152 |
78.694 |
80.182 |
|
S4 |
76.847 |
77.389 |
79.823 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.400 |
80.220 |
1.180 |
1.5% |
0.444 |
0.6% |
37% |
False |
False |
20,837 |
10 |
81.525 |
80.220 |
1.305 |
1.6% |
0.411 |
0.5% |
33% |
False |
False |
20,861 |
20 |
81.525 |
80.055 |
1.470 |
1.8% |
0.407 |
0.5% |
41% |
False |
False |
22,185 |
40 |
81.525 |
79.500 |
2.025 |
2.5% |
0.402 |
0.5% |
57% |
False |
False |
17,752 |
60 |
81.735 |
79.500 |
2.235 |
2.8% |
0.401 |
0.5% |
52% |
False |
False |
11,884 |
80 |
81.735 |
79.355 |
2.380 |
3.0% |
0.379 |
0.5% |
55% |
False |
False |
8,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.418 |
2.618 |
81.814 |
1.618 |
81.444 |
1.000 |
81.215 |
0.618 |
81.074 |
HIGH |
80.845 |
0.618 |
80.704 |
0.500 |
80.660 |
0.382 |
80.616 |
LOW |
80.475 |
0.618 |
80.246 |
1.000 |
80.105 |
1.618 |
79.876 |
2.618 |
79.506 |
4.250 |
78.903 |
|
|
Fisher Pivots for day following 28-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
80.660 |
80.616 |
PP |
80.659 |
80.574 |
S1 |
80.658 |
80.533 |
|