ICE US Dollar Index Future March 2014
Trading Metrics calculated at close of trading on 11-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
80.820 |
80.610 |
-0.210 |
-0.3% |
81.385 |
High |
80.840 |
80.745 |
-0.095 |
-0.1% |
81.420 |
Low |
80.665 |
80.510 |
-0.155 |
-0.2% |
80.630 |
Close |
80.727 |
80.704 |
-0.023 |
0.0% |
80.758 |
Range |
0.175 |
0.235 |
0.060 |
34.3% |
0.790 |
ATR |
0.410 |
0.398 |
-0.013 |
-3.1% |
0.000 |
Volume |
10,587 |
24,067 |
13,480 |
127.3% |
107,911 |
|
Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.358 |
81.266 |
80.833 |
|
R3 |
81.123 |
81.031 |
80.769 |
|
R2 |
80.888 |
80.888 |
80.747 |
|
R1 |
80.796 |
80.796 |
80.726 |
80.842 |
PP |
80.653 |
80.653 |
80.653 |
80.676 |
S1 |
80.561 |
80.561 |
80.682 |
80.607 |
S2 |
80.418 |
80.418 |
80.661 |
|
S3 |
80.183 |
80.326 |
80.639 |
|
S4 |
79.948 |
80.091 |
80.575 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.306 |
82.822 |
81.193 |
|
R3 |
82.516 |
82.032 |
80.975 |
|
R2 |
81.726 |
81.726 |
80.903 |
|
R1 |
81.242 |
81.242 |
80.830 |
81.089 |
PP |
80.936 |
80.936 |
80.936 |
80.860 |
S1 |
80.452 |
80.452 |
80.686 |
80.299 |
S2 |
80.146 |
80.146 |
80.613 |
|
S3 |
79.356 |
79.662 |
80.541 |
|
S4 |
78.566 |
78.872 |
80.324 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.350 |
80.510 |
0.840 |
1.0% |
0.389 |
0.5% |
23% |
False |
True |
21,624 |
10 |
81.440 |
80.510 |
0.930 |
1.2% |
0.388 |
0.5% |
21% |
False |
True |
21,219 |
20 |
81.525 |
80.220 |
1.305 |
1.6% |
0.399 |
0.5% |
37% |
False |
False |
21,040 |
40 |
81.525 |
79.500 |
2.025 |
2.5% |
0.403 |
0.5% |
59% |
False |
False |
21,158 |
60 |
81.525 |
79.500 |
2.025 |
2.5% |
0.391 |
0.5% |
59% |
False |
False |
15,406 |
80 |
81.735 |
79.355 |
2.380 |
2.9% |
0.383 |
0.5% |
57% |
False |
False |
11,581 |
100 |
81.735 |
79.355 |
2.380 |
2.9% |
0.363 |
0.4% |
57% |
False |
False |
9,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.744 |
2.618 |
81.360 |
1.618 |
81.125 |
1.000 |
80.980 |
0.618 |
80.890 |
HIGH |
80.745 |
0.618 |
80.655 |
0.500 |
80.628 |
0.382 |
80.600 |
LOW |
80.510 |
0.618 |
80.365 |
1.000 |
80.275 |
1.618 |
80.130 |
2.618 |
79.895 |
4.250 |
79.511 |
|
|
Fisher Pivots for day following 11-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
80.679 |
80.803 |
PP |
80.653 |
80.770 |
S1 |
80.628 |
80.737 |
|