ICE US Dollar Index Future March 2014
Trading Metrics calculated at close of trading on 13-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
79.800 |
79.640 |
-0.160 |
-0.2% |
79.855 |
High |
79.850 |
79.695 |
-0.155 |
-0.2% |
80.285 |
Low |
79.550 |
79.275 |
-0.275 |
-0.3% |
79.440 |
Close |
79.612 |
79.626 |
0.014 |
0.0% |
79.722 |
Range |
0.300 |
0.420 |
0.120 |
40.0% |
0.845 |
ATR |
0.356 |
0.360 |
0.005 |
1.3% |
0.000 |
Volume |
33,357 |
26,535 |
-6,822 |
-20.5% |
115,447 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.792 |
80.629 |
79.857 |
|
R3 |
80.372 |
80.209 |
79.742 |
|
R2 |
79.952 |
79.952 |
79.703 |
|
R1 |
79.789 |
79.789 |
79.665 |
79.661 |
PP |
79.532 |
79.532 |
79.532 |
79.468 |
S1 |
79.369 |
79.369 |
79.588 |
79.241 |
S2 |
79.112 |
79.112 |
79.549 |
|
S3 |
78.692 |
78.949 |
79.511 |
|
S4 |
78.272 |
78.529 |
79.395 |
|
|
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 |
79.940 |
79.275 |
0.665 |
0.8% |
0.312 |
0.4% |
53% |
False |
True |
25,452 |
10 |
80.325 |
79.275 |
1.050 |
1.3% |
0.366 |
0.5% |
33% |
False |
True |
24,673 |
20 |
80.750 |
79.275 |
1.475 |
1.9% |
0.347 |
0.4% |
24% |
False |
True |
21,464 |
40 |
81.525 |
79.275 |
2.250 |
2.8% |
0.375 |
0.5% |
16% |
False |
True |
21,388 |
60 |
81.525 |
79.275 |
2.250 |
2.8% |
0.385 |
0.5% |
16% |
False |
True |
21,135 |
80 |
81.525 |
79.275 |
2.250 |
2.8% |
0.381 |
0.5% |
16% |
False |
True |
17,152 |
100 |
81.735 |
79.275 |
2.460 |
3.1% |
0.377 |
0.5% |
14% |
False |
True |
13,743 |
120 |
81.735 |
79.275 |
2.460 |
3.1% |
0.362 |
0.5% |
14% |
False |
True |
11,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.480 |
2.618 |
80.795 |
1.618 |
80.375 |
1.000 |
80.115 |
0.618 |
79.955 |
HIGH |
79.695 |
0.618 |
79.535 |
0.500 |
79.485 |
0.382 |
79.435 |
LOW |
79.275 |
0.618 |
79.015 |
1.000 |
78.855 |
1.618 |
78.595 |
2.618 |
78.175 |
4.250 |
77.490 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
79.579 |
79.620 |
PP |
79.532 |
79.614 |
S1 |
79.485 |
79.608 |
|