ICE US Dollar Index Future March 2014
Trading Metrics calculated at close of trading on 27-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
80.160 |
80.420 |
0.260 |
0.3% |
80.200 |
High |
80.555 |
80.600 |
0.045 |
0.1% |
80.465 |
Low |
80.125 |
80.255 |
0.130 |
0.2% |
79.950 |
Close |
80.463 |
80.306 |
-0.157 |
-0.2% |
80.270 |
Range |
0.430 |
0.345 |
-0.085 |
-19.8% |
0.515 |
ATR |
0.360 |
0.359 |
-0.001 |
-0.3% |
0.000 |
Volume |
22,714 |
19,966 |
-2,748 |
-12.1% |
68,580 |
|
Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.422 |
81.209 |
80.496 |
|
R3 |
81.077 |
80.864 |
80.401 |
|
R2 |
80.732 |
80.732 |
80.369 |
|
R1 |
80.519 |
80.519 |
80.338 |
80.453 |
PP |
80.387 |
80.387 |
80.387 |
80.354 |
S1 |
80.174 |
80.174 |
80.274 |
80.108 |
S2 |
80.042 |
80.042 |
80.243 |
|
S3 |
79.697 |
79.829 |
80.211 |
|
S4 |
79.352 |
79.484 |
80.116 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.773 |
81.537 |
80.553 |
|
R3 |
81.258 |
81.022 |
80.412 |
|
R2 |
80.743 |
80.743 |
80.364 |
|
R1 |
80.507 |
80.507 |
80.317 |
80.625 |
PP |
80.228 |
80.228 |
80.228 |
80.288 |
S1 |
79.992 |
79.992 |
80.223 |
80.110 |
S2 |
79.713 |
79.713 |
80.176 |
|
S3 |
79.198 |
79.477 |
80.128 |
|
S4 |
78.683 |
78.962 |
79.987 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.600 |
80.050 |
0.550 |
0.7% |
0.306 |
0.4% |
47% |
True |
False |
17,011 |
10 |
80.750 |
79.950 |
0.800 |
1.0% |
0.328 |
0.4% |
45% |
False |
False |
18,255 |
20 |
81.440 |
79.950 |
1.490 |
1.9% |
0.356 |
0.4% |
24% |
False |
False |
19,564 |
40 |
81.525 |
79.950 |
1.575 |
2.0% |
0.378 |
0.5% |
23% |
False |
False |
21,073 |
60 |
81.525 |
79.500 |
2.025 |
2.5% |
0.389 |
0.5% |
40% |
False |
False |
18,721 |
80 |
81.735 |
79.500 |
2.235 |
2.8% |
0.388 |
0.5% |
36% |
False |
False |
14,079 |
100 |
81.735 |
79.355 |
2.380 |
3.0% |
0.373 |
0.5% |
40% |
False |
False |
11,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.066 |
2.618 |
81.503 |
1.618 |
81.158 |
1.000 |
80.945 |
0.618 |
80.813 |
HIGH |
80.600 |
0.618 |
80.468 |
0.500 |
80.428 |
0.382 |
80.387 |
LOW |
80.255 |
0.618 |
80.042 |
1.000 |
79.910 |
1.618 |
79.697 |
2.618 |
79.352 |
4.250 |
78.789 |
|
|
Fisher Pivots for day following 27-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
80.428 |
80.325 |
PP |
80.387 |
80.319 |
S1 |
80.347 |
80.312 |
|