ICE US Dollar Index Future March 2014
Trading Metrics calculated at close of trading on 12-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
79.770 |
79.800 |
0.030 |
0.0% |
79.855 |
High |
79.940 |
79.850 |
-0.090 |
-0.1% |
80.285 |
Low |
79.710 |
79.550 |
-0.160 |
-0.2% |
79.440 |
Close |
79.735 |
79.612 |
-0.123 |
-0.2% |
79.722 |
Range |
0.230 |
0.300 |
0.070 |
30.4% |
0.845 |
ATR |
0.360 |
0.356 |
-0.004 |
-1.2% |
0.000 |
Volume |
21,541 |
33,357 |
11,816 |
54.9% |
115,447 |
|
Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.571 |
80.391 |
79.777 |
|
R3 |
80.271 |
80.091 |
79.695 |
|
R2 |
79.971 |
79.971 |
79.667 |
|
R1 |
79.791 |
79.791 |
79.640 |
79.731 |
PP |
79.671 |
79.671 |
79.671 |
79.641 |
S1 |
79.491 |
79.491 |
79.585 |
79.431 |
S2 |
79.371 |
79.371 |
79.557 |
|
S3 |
79.071 |
79.191 |
79.530 |
|
S4 |
78.771 |
78.891 |
79.447 |
|
|
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 |
80.210 |
79.440 |
0.770 |
1.0% |
0.352 |
0.4% |
22% |
False |
False |
27,239 |
10 |
80.600 |
79.440 |
1.160 |
1.5% |
0.358 |
0.4% |
15% |
False |
False |
24,016 |
20 |
80.915 |
79.440 |
1.475 |
1.9% |
0.343 |
0.4% |
12% |
False |
False |
21,067 |
40 |
81.525 |
79.440 |
2.085 |
2.6% |
0.371 |
0.5% |
8% |
False |
False |
21,054 |
60 |
81.525 |
79.440 |
2.085 |
2.6% |
0.383 |
0.5% |
8% |
False |
False |
21,128 |
80 |
81.525 |
79.440 |
2.085 |
2.6% |
0.379 |
0.5% |
8% |
False |
False |
16,821 |
100 |
81.735 |
79.355 |
2.380 |
3.0% |
0.375 |
0.5% |
11% |
False |
False |
13,479 |
120 |
81.735 |
79.355 |
2.380 |
3.0% |
0.360 |
0.5% |
11% |
False |
False |
11,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.125 |
2.618 |
80.635 |
1.618 |
80.335 |
1.000 |
80.150 |
0.618 |
80.035 |
HIGH |
79.850 |
0.618 |
79.735 |
0.500 |
79.700 |
0.382 |
79.665 |
LOW |
79.550 |
0.618 |
79.365 |
1.000 |
79.250 |
1.618 |
79.065 |
2.618 |
78.765 |
4.250 |
78.275 |
|
|
Fisher Pivots for day following 12-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
79.700 |
79.745 |
PP |
79.671 |
79.701 |
S1 |
79.641 |
79.656 |
|