ICE US Dollar Index Future March 2014
Trading Metrics calculated at close of trading on 06-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
81.215 |
81.160 |
-0.055 |
-0.1% |
80.530 |
High |
81.345 |
81.350 |
0.005 |
0.0% |
81.440 |
Low |
80.820 |
80.805 |
-0.015 |
0.0% |
80.390 |
Close |
81.129 |
81.002 |
-0.127 |
-0.2% |
81.403 |
Range |
0.525 |
0.545 |
0.020 |
3.8% |
1.050 |
ATR |
0.416 |
0.426 |
0.009 |
2.2% |
0.000 |
Volume |
24,507 |
28,096 |
3,589 |
14.6% |
97,136 |
|
Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.687 |
82.390 |
81.302 |
|
R3 |
82.142 |
81.845 |
81.152 |
|
R2 |
81.597 |
81.597 |
81.102 |
|
R1 |
81.300 |
81.300 |
81.052 |
81.176 |
PP |
81.052 |
81.052 |
81.052 |
80.991 |
S1 |
80.755 |
80.755 |
80.952 |
80.631 |
S2 |
80.507 |
80.507 |
80.902 |
|
S3 |
79.962 |
80.210 |
80.852 |
|
S4 |
79.417 |
79.665 |
80.702 |
|
|
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 |
80.805 |
0.635 |
0.8% |
0.402 |
0.5% |
31% |
False |
True |
22,109 |
10 |
81.440 |
80.220 |
1.220 |
1.5% |
0.406 |
0.5% |
64% |
False |
False |
21,098 |
20 |
81.525 |
80.220 |
1.305 |
1.6% |
0.420 |
0.5% |
60% |
False |
False |
22,533 |
40 |
81.525 |
79.500 |
2.025 |
2.5% |
0.407 |
0.5% |
74% |
False |
False |
21,300 |
60 |
81.680 |
79.500 |
2.180 |
2.7% |
0.397 |
0.5% |
69% |
False |
False |
14,484 |
80 |
81.735 |
79.355 |
2.380 |
2.9% |
0.393 |
0.5% |
69% |
False |
False |
10,891 |
100 |
81.735 |
79.355 |
2.380 |
2.9% |
0.370 |
0.5% |
69% |
False |
False |
8,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.666 |
2.618 |
82.777 |
1.618 |
82.232 |
1.000 |
81.895 |
0.618 |
81.687 |
HIGH |
81.350 |
0.618 |
81.142 |
0.500 |
81.078 |
0.382 |
81.013 |
LOW |
80.805 |
0.618 |
80.468 |
1.000 |
80.260 |
1.618 |
79.923 |
2.618 |
79.378 |
4.250 |
78.489 |
|
|
Fisher Pivots for day following 06-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
81.078 |
81.078 |
PP |
81.052 |
81.052 |
S1 |
81.027 |
81.027 |
|