ICE US Dollar Index Future March 2014
Trading Metrics calculated at close of trading on 11-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
79.685 |
79.770 |
0.085 |
0.1% |
79.855 |
High |
79.830 |
79.940 |
0.110 |
0.1% |
80.285 |
Low |
79.635 |
79.710 |
0.075 |
0.1% |
79.440 |
Close |
79.769 |
79.735 |
-0.034 |
0.0% |
79.722 |
Range |
0.195 |
0.230 |
0.035 |
17.9% |
0.845 |
ATR |
0.370 |
0.360 |
-0.010 |
-2.7% |
0.000 |
Volume |
19,694 |
21,541 |
1,847 |
9.4% |
115,447 |
|
Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.485 |
80.340 |
79.862 |
|
R3 |
80.255 |
80.110 |
79.798 |
|
R2 |
80.025 |
80.025 |
79.777 |
|
R1 |
79.880 |
79.880 |
79.756 |
79.838 |
PP |
79.795 |
79.795 |
79.795 |
79.774 |
S1 |
79.650 |
79.650 |
79.714 |
79.608 |
S2 |
79.565 |
79.565 |
79.693 |
|
S3 |
79.335 |
79.420 |
79.672 |
|
S4 |
79.105 |
79.190 |
79.609 |
|
|
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% |
0.337 |
0.4% |
35% |
False |
False |
23,619 |
10 |
80.600 |
79.440 |
1.160 |
1.5% |
0.371 |
0.5% |
25% |
False |
False |
22,951 |
20 |
80.915 |
79.440 |
1.475 |
1.8% |
0.340 |
0.4% |
20% |
False |
False |
20,603 |
40 |
81.525 |
79.440 |
2.085 |
2.6% |
0.371 |
0.5% |
14% |
False |
False |
20,684 |
60 |
81.525 |
79.440 |
2.085 |
2.6% |
0.385 |
0.5% |
14% |
False |
False |
21,050 |
80 |
81.525 |
79.440 |
2.085 |
2.6% |
0.380 |
0.5% |
14% |
False |
False |
16,405 |
100 |
81.735 |
79.355 |
2.380 |
3.0% |
0.381 |
0.5% |
16% |
False |
False |
13,146 |
120 |
81.735 |
79.355 |
2.380 |
3.0% |
0.361 |
0.5% |
16% |
False |
False |
10,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.918 |
2.618 |
80.542 |
1.618 |
80.312 |
1.000 |
80.170 |
0.618 |
80.082 |
HIGH |
79.940 |
0.618 |
79.852 |
0.500 |
79.825 |
0.382 |
79.798 |
LOW |
79.710 |
0.618 |
79.568 |
1.000 |
79.480 |
1.618 |
79.338 |
2.618 |
79.108 |
4.250 |
78.733 |
|
|
Fisher Pivots for day following 11-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
79.825 |
79.720 |
PP |
79.795 |
79.705 |
S1 |
79.765 |
79.690 |
|