ICE US Dollar Index Future March 2014
Trading Metrics calculated at close of trading on 05-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
81.170 |
81.215 |
0.045 |
0.1% |
80.530 |
High |
81.325 |
81.345 |
0.020 |
0.0% |
81.440 |
Low |
81.075 |
80.820 |
-0.255 |
-0.3% |
80.390 |
Close |
81.224 |
81.129 |
-0.095 |
-0.1% |
81.403 |
Range |
0.250 |
0.525 |
0.275 |
110.0% |
1.050 |
ATR |
0.408 |
0.416 |
0.008 |
2.0% |
0.000 |
Volume |
14,224 |
24,507 |
10,283 |
72.3% |
97,136 |
|
Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.673 |
82.426 |
81.418 |
|
R3 |
82.148 |
81.901 |
81.273 |
|
R2 |
81.623 |
81.623 |
81.225 |
|
R1 |
81.376 |
81.376 |
81.177 |
81.237 |
PP |
81.098 |
81.098 |
81.098 |
81.029 |
S1 |
80.851 |
80.851 |
81.081 |
80.712 |
S2 |
80.573 |
80.573 |
81.033 |
|
S3 |
80.048 |
80.326 |
80.985 |
|
S4 |
79.523 |
79.801 |
80.840 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.228 |
83.865 |
81.981 |
|
R3 |
83.178 |
82.815 |
81.692 |
|
R2 |
82.128 |
82.128 |
81.596 |
|
R1 |
81.765 |
81.765 |
81.499 |
81.947 |
PP |
81.078 |
81.078 |
81.078 |
81.168 |
S1 |
80.715 |
80.715 |
81.307 |
80.897 |
S2 |
80.028 |
80.028 |
81.211 |
|
S3 |
78.978 |
79.665 |
81.114 |
|
S4 |
77.928 |
78.615 |
80.826 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.440 |
80.635 |
0.805 |
1.0% |
0.415 |
0.5% |
61% |
False |
False |
21,304 |
10 |
81.440 |
80.220 |
1.220 |
1.5% |
0.442 |
0.5% |
75% |
False |
False |
21,777 |
20 |
81.525 |
80.220 |
1.305 |
1.6% |
0.411 |
0.5% |
70% |
False |
False |
23,032 |
40 |
81.525 |
79.500 |
2.025 |
2.5% |
0.399 |
0.5% |
80% |
False |
False |
20,760 |
60 |
81.680 |
79.500 |
2.180 |
2.7% |
0.392 |
0.5% |
75% |
False |
False |
14,019 |
80 |
81.735 |
79.355 |
2.380 |
2.9% |
0.388 |
0.5% |
75% |
False |
False |
10,540 |
100 |
81.735 |
79.355 |
2.380 |
2.9% |
0.367 |
0.5% |
75% |
False |
False |
8,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.576 |
2.618 |
82.719 |
1.618 |
82.194 |
1.000 |
81.870 |
0.618 |
81.669 |
HIGH |
81.345 |
0.618 |
81.144 |
0.500 |
81.083 |
0.382 |
81.021 |
LOW |
80.820 |
0.618 |
80.496 |
1.000 |
80.295 |
1.618 |
79.971 |
2.618 |
79.446 |
4.250 |
78.589 |
|
|
Fisher Pivots for day following 05-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
81.114 |
81.126 |
PP |
81.098 |
81.123 |
S1 |
81.083 |
81.120 |
|