ICE US Dollar Index Future March 2014
Trading Metrics calculated at close of trading on 28-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
80.420 |
80.280 |
-0.140 |
-0.2% |
80.275 |
High |
80.600 |
80.325 |
-0.275 |
-0.3% |
80.600 |
Low |
80.255 |
79.700 |
-0.555 |
-0.7% |
79.700 |
Close |
80.306 |
79.720 |
-0.586 |
-0.7% |
79.720 |
Range |
0.345 |
0.625 |
0.280 |
81.2% |
0.900 |
ATR |
0.359 |
0.378 |
0.019 |
5.3% |
0.000 |
Volume |
19,966 |
30,156 |
10,190 |
51.0% |
101,366 |
|
Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.790 |
81.380 |
80.064 |
|
R3 |
81.165 |
80.755 |
79.892 |
|
R2 |
80.540 |
80.540 |
79.835 |
|
R1 |
80.130 |
80.130 |
79.777 |
80.023 |
PP |
79.915 |
79.915 |
79.915 |
79.861 |
S1 |
79.505 |
79.505 |
79.663 |
79.398 |
S2 |
79.290 |
79.290 |
79.605 |
|
S3 |
78.665 |
78.880 |
79.548 |
|
S4 |
78.040 |
78.255 |
79.376 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.707 |
82.113 |
80.215 |
|
R3 |
81.807 |
81.213 |
79.968 |
|
R2 |
80.907 |
80.907 |
79.885 |
|
R1 |
80.313 |
80.313 |
79.803 |
80.160 |
PP |
80.007 |
80.007 |
80.007 |
79.930 |
S1 |
79.413 |
79.413 |
79.638 |
79.260 |
S2 |
79.107 |
79.107 |
79.555 |
|
S3 |
78.207 |
78.513 |
79.473 |
|
S4 |
77.307 |
77.613 |
79.225 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.600 |
79.700 |
0.900 |
1.1% |
0.384 |
0.5% |
2% |
False |
True |
20,273 |
10 |
80.600 |
79.700 |
0.900 |
1.1% |
0.340 |
0.4% |
2% |
False |
True |
18,742 |
20 |
81.440 |
79.700 |
1.740 |
2.2% |
0.357 |
0.4% |
1% |
False |
True |
19,868 |
40 |
81.525 |
79.700 |
1.825 |
2.3% |
0.387 |
0.5% |
1% |
False |
True |
21,662 |
60 |
81.525 |
79.500 |
2.025 |
2.5% |
0.392 |
0.5% |
11% |
False |
False |
19,213 |
80 |
81.735 |
79.500 |
2.235 |
2.8% |
0.392 |
0.5% |
10% |
False |
False |
14,455 |
100 |
81.735 |
79.355 |
2.380 |
3.0% |
0.379 |
0.5% |
15% |
False |
False |
11,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.981 |
2.618 |
81.961 |
1.618 |
81.336 |
1.000 |
80.950 |
0.618 |
80.711 |
HIGH |
80.325 |
0.618 |
80.086 |
0.500 |
80.013 |
0.382 |
79.939 |
LOW |
79.700 |
0.618 |
79.314 |
1.000 |
79.075 |
1.618 |
78.689 |
2.618 |
78.064 |
4.250 |
77.044 |
|
|
Fisher Pivots for day following 28-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
80.013 |
80.150 |
PP |
79.915 |
80.007 |
S1 |
79.818 |
79.863 |
|