ICE US Dollar Index Future March 2014
| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
79.605 |
79.425 |
-0.180 |
-0.2% |
79.685 |
| High |
79.695 |
79.555 |
-0.140 |
-0.2% |
79.940 |
| Low |
79.325 |
79.311 |
-0.014 |
0.0% |
79.275 |
| Close |
79.438 |
79.311 |
-0.127 |
-0.2% |
79.438 |
| Range |
0.370 |
0.244 |
-0.126 |
-34.1% |
0.665 |
| ATR |
0.361 |
0.353 |
-0.008 |
-2.3% |
0.000 |
| Volume |
14,406 |
1,426 |
-12,980 |
-90.1% |
115,533 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.124 |
79.962 |
79.445 |
|
| R3 |
79.880 |
79.718 |
79.378 |
|
| R2 |
79.636 |
79.636 |
79.356 |
|
| R1 |
79.474 |
79.474 |
79.333 |
79.433 |
| PP |
79.392 |
79.392 |
79.392 |
79.372 |
| S1 |
79.230 |
79.230 |
79.289 |
79.189 |
| S2 |
79.148 |
79.148 |
79.266 |
|
| S3 |
78.904 |
78.986 |
79.244 |
|
| S4 |
78.660 |
78.742 |
79.177 |
|
|
| 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% |
0.313 |
0.4% |
5% |
False |
False |
19,453 |
| 10 |
80.285 |
79.275 |
1.010 |
1.3% |
0.331 |
0.4% |
4% |
False |
False |
20,947 |
| 20 |
80.600 |
79.275 |
1.325 |
1.7% |
0.339 |
0.4% |
3% |
False |
False |
20,117 |
| 40 |
81.525 |
79.275 |
2.250 |
2.8% |
0.370 |
0.5% |
2% |
False |
False |
20,670 |
| 60 |
81.525 |
79.275 |
2.250 |
2.8% |
0.385 |
0.5% |
2% |
False |
False |
20,939 |
| 80 |
81.525 |
79.275 |
2.250 |
2.8% |
0.382 |
0.5% |
2% |
False |
False |
17,346 |
| 100 |
81.735 |
79.275 |
2.460 |
3.1% |
0.375 |
0.5% |
1% |
False |
False |
13,892 |
| 120 |
81.735 |
79.275 |
2.460 |
3.1% |
0.366 |
0.5% |
1% |
False |
False |
11,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.592 |
|
2.618 |
80.194 |
|
1.618 |
79.950 |
|
1.000 |
79.799 |
|
0.618 |
79.706 |
|
HIGH |
79.555 |
|
0.618 |
79.462 |
|
0.500 |
79.433 |
|
0.382 |
79.404 |
|
LOW |
79.311 |
|
0.618 |
79.160 |
|
1.000 |
79.067 |
|
1.618 |
78.916 |
|
2.618 |
78.672 |
|
4.250 |
78.274 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
79.433 |
79.485 |
| PP |
79.392 |
79.427 |
| S1 |
79.352 |
79.369 |
|