ICE US Dollar Index Future March 2014
Trading Metrics calculated at close of trading on 14-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
79.640 |
79.605 |
-0.035 |
0.0% |
79.685 |
High |
79.695 |
79.695 |
0.000 |
0.0% |
79.940 |
Low |
79.275 |
79.325 |
0.050 |
0.1% |
79.275 |
Close |
79.626 |
79.438 |
-0.188 |
-0.2% |
79.438 |
Range |
0.420 |
0.370 |
-0.050 |
-11.9% |
0.665 |
ATR |
0.360 |
0.361 |
0.001 |
0.2% |
0.000 |
Volume |
26,535 |
14,406 |
-12,129 |
-45.7% |
115,533 |
|
Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.596 |
80.387 |
79.642 |
|
R3 |
80.226 |
80.017 |
79.540 |
|
R2 |
79.856 |
79.856 |
79.506 |
|
R1 |
79.647 |
79.647 |
79.472 |
79.567 |
PP |
79.486 |
79.486 |
79.486 |
79.446 |
S1 |
79.277 |
79.277 |
79.404 |
79.197 |
S2 |
79.116 |
79.116 |
79.370 |
|
S3 |
78.746 |
78.907 |
79.336 |
|
S4 |
78.376 |
78.537 |
79.235 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.546 |
81.157 |
79.804 |
|
R3 |
80.881 |
80.492 |
79.621 |
|
R2 |
80.216 |
80.216 |
79.560 |
|
R1 |
79.827 |
79.827 |
79.499 |
79.689 |
PP |
79.551 |
79.551 |
79.551 |
79.482 |
S1 |
79.162 |
79.162 |
79.377 |
79.024 |
S2 |
78.886 |
78.886 |
79.316 |
|
S3 |
78.221 |
78.497 |
79.255 |
|
S4 |
77.556 |
77.832 |
79.072 |
|
|
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% |
0.303 |
0.4% |
25% |
False |
False |
23,106 |
10 |
80.285 |
79.275 |
1.010 |
1.3% |
0.340 |
0.4% |
16% |
False |
False |
23,098 |
20 |
80.600 |
79.275 |
1.325 |
1.7% |
0.340 |
0.4% |
12% |
False |
False |
20,920 |
40 |
81.525 |
79.275 |
2.250 |
2.8% |
0.372 |
0.5% |
7% |
False |
False |
21,170 |
60 |
81.525 |
79.275 |
2.250 |
2.8% |
0.387 |
0.5% |
7% |
False |
False |
21,124 |
80 |
81.525 |
79.275 |
2.250 |
2.8% |
0.382 |
0.5% |
7% |
False |
False |
17,330 |
100 |
81.735 |
79.275 |
2.460 |
3.1% |
0.379 |
0.5% |
7% |
False |
False |
13,879 |
120 |
81.735 |
79.275 |
2.460 |
3.1% |
0.364 |
0.5% |
7% |
False |
False |
11,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.268 |
2.618 |
80.664 |
1.618 |
80.294 |
1.000 |
80.065 |
0.618 |
79.924 |
HIGH |
79.695 |
0.618 |
79.554 |
0.500 |
79.510 |
0.382 |
79.466 |
LOW |
79.325 |
0.618 |
79.096 |
1.000 |
78.955 |
1.618 |
78.726 |
2.618 |
78.356 |
4.250 |
77.753 |
|
|
Fisher Pivots for day following 14-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
79.510 |
79.563 |
PP |
79.486 |
79.521 |
S1 |
79.462 |
79.480 |
|