ICE US Dollar Index Future March 2014
| Trading Metrics calculated at close of trading on 10-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
79.675 |
79.685 |
0.010 |
0.0% |
79.855 |
| High |
79.855 |
79.830 |
-0.025 |
0.0% |
80.285 |
| Low |
79.440 |
79.635 |
0.195 |
0.2% |
79.440 |
| Close |
79.722 |
79.769 |
0.047 |
0.1% |
79.722 |
| Range |
0.415 |
0.195 |
-0.220 |
-53.0% |
0.845 |
| ATR |
0.383 |
0.370 |
-0.013 |
-3.5% |
0.000 |
| Volume |
26,136 |
19,694 |
-6,442 |
-24.6% |
115,447 |
|
| Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.330 |
80.244 |
79.876 |
|
| R3 |
80.135 |
80.049 |
79.823 |
|
| R2 |
79.940 |
79.940 |
79.805 |
|
| R1 |
79.854 |
79.854 |
79.787 |
79.897 |
| PP |
79.745 |
79.745 |
79.745 |
79.766 |
| S1 |
79.659 |
79.659 |
79.751 |
79.702 |
| S2 |
79.550 |
79.550 |
79.733 |
|
| S3 |
79.355 |
79.464 |
79.715 |
|
| S4 |
79.160 |
79.269 |
79.662 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.351 |
81.881 |
80.187 |
|
| R3 |
81.506 |
81.036 |
79.954 |
|
| R2 |
80.661 |
80.661 |
79.877 |
|
| R1 |
80.191 |
80.191 |
79.799 |
80.004 |
| PP |
79.816 |
79.816 |
79.816 |
79.722 |
| S1 |
79.346 |
79.346 |
79.645 |
79.159 |
| S2 |
78.971 |
78.971 |
79.567 |
|
| S3 |
78.126 |
78.501 |
79.490 |
|
| S4 |
77.281 |
77.656 |
79.257 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.285 |
79.440 |
0.845 |
1.1% |
0.350 |
0.4% |
39% |
False |
False |
22,442 |
| 10 |
80.600 |
79.440 |
1.160 |
1.5% |
0.373 |
0.5% |
28% |
False |
False |
22,452 |
| 20 |
80.915 |
79.440 |
1.475 |
1.8% |
0.337 |
0.4% |
22% |
False |
False |
20,055 |
| 40 |
81.525 |
79.440 |
2.085 |
2.6% |
0.382 |
0.5% |
16% |
False |
False |
21,114 |
| 60 |
81.525 |
79.440 |
2.085 |
2.6% |
0.387 |
0.5% |
16% |
False |
False |
21,058 |
| 80 |
81.525 |
79.440 |
2.085 |
2.6% |
0.383 |
0.5% |
16% |
False |
False |
16,137 |
| 100 |
81.735 |
79.355 |
2.380 |
3.0% |
0.382 |
0.5% |
17% |
False |
False |
12,933 |
| 120 |
81.735 |
79.355 |
2.380 |
3.0% |
0.369 |
0.5% |
17% |
False |
False |
10,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.659 |
|
2.618 |
80.341 |
|
1.618 |
80.146 |
|
1.000 |
80.025 |
|
0.618 |
79.951 |
|
HIGH |
79.830 |
|
0.618 |
79.756 |
|
0.500 |
79.733 |
|
0.382 |
79.709 |
|
LOW |
79.635 |
|
0.618 |
79.514 |
|
1.000 |
79.440 |
|
1.618 |
79.319 |
|
2.618 |
79.124 |
|
4.250 |
78.806 |
|
|
| Fisher Pivots for day following 10-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
79.757 |
79.825 |
| PP |
79.745 |
79.806 |
| S1 |
79.733 |
79.788 |
|