ICE US Dollar Index Future March 2014
Trading Metrics calculated at close of trading on 05-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
80.100 |
80.140 |
0.040 |
0.0% |
80.275 |
High |
80.220 |
80.285 |
0.065 |
0.1% |
80.600 |
Low |
79.925 |
80.060 |
0.135 |
0.2% |
79.700 |
Close |
80.183 |
80.117 |
-0.066 |
-0.1% |
79.720 |
Range |
0.295 |
0.225 |
-0.070 |
-23.7% |
0.900 |
ATR |
0.373 |
0.363 |
-0.011 |
-2.8% |
0.000 |
Volume |
15,659 |
15,257 |
-402 |
-2.6% |
101,366 |
|
Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.829 |
80.698 |
80.241 |
|
R3 |
80.604 |
80.473 |
80.179 |
|
R2 |
80.379 |
80.379 |
80.158 |
|
R1 |
80.248 |
80.248 |
80.138 |
80.201 |
PP |
80.154 |
80.154 |
80.154 |
80.131 |
S1 |
80.023 |
80.023 |
80.096 |
79.976 |
S2 |
79.929 |
79.929 |
80.076 |
|
S3 |
79.704 |
79.798 |
80.055 |
|
S4 |
79.479 |
79.573 |
79.993 |
|
|
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% |
0.364 |
0.5% |
46% |
False |
False |
20,793 |
10 |
80.600 |
79.700 |
0.900 |
1.1% |
0.340 |
0.4% |
46% |
False |
False |
18,862 |
20 |
81.350 |
79.700 |
1.650 |
2.1% |
0.352 |
0.4% |
25% |
False |
False |
19,663 |
40 |
81.525 |
79.700 |
1.825 |
2.3% |
0.377 |
0.5% |
23% |
False |
False |
21,355 |
60 |
81.525 |
79.500 |
2.025 |
2.5% |
0.382 |
0.5% |
30% |
False |
False |
20,020 |
80 |
81.735 |
79.500 |
2.235 |
2.8% |
0.384 |
0.5% |
28% |
False |
False |
15,125 |
100 |
81.735 |
79.355 |
2.380 |
3.0% |
0.378 |
0.5% |
32% |
False |
False |
12,120 |
120 |
81.868 |
79.355 |
2.513 |
3.1% |
0.360 |
0.4% |
30% |
False |
False |
10,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.241 |
2.618 |
80.874 |
1.618 |
80.649 |
1.000 |
80.510 |
0.618 |
80.424 |
HIGH |
80.285 |
0.618 |
80.199 |
0.500 |
80.173 |
0.382 |
80.146 |
LOW |
80.060 |
0.618 |
79.921 |
1.000 |
79.835 |
1.618 |
79.696 |
2.618 |
79.471 |
4.250 |
79.104 |
|
|
Fisher Pivots for day following 05-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
80.173 |
80.089 |
PP |
80.154 |
80.061 |
S1 |
80.136 |
80.033 |
|