ICE US Dollar Index Future March 2014
Trading Metrics calculated at close of trading on 06-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
80.140 |
80.120 |
-0.020 |
0.0% |
80.275 |
High |
80.285 |
80.210 |
-0.075 |
-0.1% |
80.600 |
Low |
80.060 |
79.590 |
-0.470 |
-0.6% |
79.700 |
Close |
80.117 |
79.665 |
-0.452 |
-0.6% |
79.720 |
Range |
0.225 |
0.620 |
0.395 |
175.6% |
0.900 |
ATR |
0.363 |
0.381 |
0.018 |
5.1% |
0.000 |
Volume |
15,257 |
35,468 |
20,211 |
132.5% |
101,366 |
|
Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.682 |
81.293 |
80.006 |
|
R3 |
81.062 |
80.673 |
79.836 |
|
R2 |
80.442 |
80.442 |
79.779 |
|
R1 |
80.053 |
80.053 |
79.722 |
79.938 |
PP |
79.822 |
79.822 |
79.822 |
79.764 |
S1 |
79.433 |
79.433 |
79.608 |
79.318 |
S2 |
79.202 |
79.202 |
79.551 |
|
S3 |
78.582 |
78.813 |
79.495 |
|
S4 |
77.962 |
78.193 |
79.324 |
|
|
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 |
80.325 |
79.590 |
0.735 |
0.9% |
0.419 |
0.5% |
10% |
False |
True |
23,893 |
10 |
80.600 |
79.590 |
1.010 |
1.3% |
0.363 |
0.5% |
7% |
False |
True |
20,452 |
20 |
81.350 |
79.590 |
1.760 |
2.2% |
0.357 |
0.4% |
4% |
False |
True |
20,211 |
40 |
81.525 |
79.590 |
1.935 |
2.4% |
0.384 |
0.5% |
4% |
False |
True |
21,622 |
60 |
81.525 |
79.500 |
2.025 |
2.5% |
0.385 |
0.5% |
8% |
False |
False |
20,577 |
80 |
81.680 |
79.500 |
2.180 |
2.7% |
0.383 |
0.5% |
8% |
False |
False |
15,567 |
100 |
81.735 |
79.355 |
2.380 |
3.0% |
0.382 |
0.5% |
13% |
False |
False |
12,475 |
120 |
81.735 |
79.355 |
2.380 |
3.0% |
0.365 |
0.5% |
13% |
False |
False |
10,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.845 |
2.618 |
81.833 |
1.618 |
81.213 |
1.000 |
80.830 |
0.618 |
80.593 |
HIGH |
80.210 |
0.618 |
79.973 |
0.500 |
79.900 |
0.382 |
79.827 |
LOW |
79.590 |
0.618 |
79.207 |
1.000 |
78.970 |
1.618 |
78.587 |
2.618 |
77.967 |
4.250 |
76.955 |
|
|
Fisher Pivots for day following 06-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
79.900 |
79.938 |
PP |
79.822 |
79.847 |
S1 |
79.743 |
79.756 |
|