ICE US Dollar Index Future June 2014
| Trading Metrics calculated at close of trading on 10-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
79.810 |
79.800 |
-0.010 |
0.0% |
79.975 |
| High |
80.005 |
79.970 |
-0.035 |
0.0% |
80.415 |
| Low |
79.590 |
79.780 |
0.190 |
0.2% |
79.590 |
| Close |
79.867 |
79.894 |
0.027 |
0.0% |
79.867 |
| Range |
0.415 |
0.190 |
-0.225 |
-54.2% |
0.825 |
| ATR |
0.345 |
0.334 |
-0.011 |
-3.2% |
0.000 |
| Volume |
5,747 |
9,394 |
3,647 |
63.5% |
14,637 |
|
| Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.451 |
80.363 |
79.999 |
|
| R3 |
80.261 |
80.173 |
79.946 |
|
| R2 |
80.071 |
80.071 |
79.929 |
|
| R1 |
79.983 |
79.983 |
79.911 |
80.027 |
| PP |
79.881 |
79.881 |
79.881 |
79.904 |
| S1 |
79.793 |
79.793 |
79.877 |
79.837 |
| S2 |
79.691 |
79.691 |
79.859 |
|
| S3 |
79.501 |
79.603 |
79.842 |
|
| S4 |
79.311 |
79.413 |
79.790 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.432 |
81.975 |
80.321 |
|
| R3 |
81.607 |
81.150 |
80.094 |
|
| R2 |
80.782 |
80.782 |
80.018 |
|
| R1 |
80.325 |
80.325 |
79.943 |
80.141 |
| PP |
79.957 |
79.957 |
79.957 |
79.866 |
| S1 |
79.500 |
79.500 |
79.791 |
79.316 |
| S2 |
79.132 |
79.132 |
79.716 |
|
| S3 |
78.307 |
78.675 |
79.640 |
|
| S4 |
77.482 |
77.850 |
79.413 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.415 |
79.590 |
0.825 |
1.0% |
0.339 |
0.4% |
37% |
False |
False |
4,280 |
| 10 |
80.745 |
79.590 |
1.155 |
1.4% |
0.359 |
0.4% |
26% |
False |
False |
2,824 |
| 20 |
81.090 |
79.590 |
1.500 |
1.9% |
0.320 |
0.4% |
20% |
False |
False |
1,714 |
| 40 |
81.650 |
79.590 |
2.060 |
2.6% |
0.317 |
0.4% |
15% |
False |
False |
919 |
| 60 |
81.650 |
79.590 |
2.060 |
2.6% |
0.286 |
0.4% |
15% |
False |
False |
623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.778 |
|
2.618 |
80.467 |
|
1.618 |
80.277 |
|
1.000 |
80.160 |
|
0.618 |
80.087 |
|
HIGH |
79.970 |
|
0.618 |
79.897 |
|
0.500 |
79.875 |
|
0.382 |
79.853 |
|
LOW |
79.780 |
|
0.618 |
79.663 |
|
1.000 |
79.590 |
|
1.618 |
79.473 |
|
2.618 |
79.283 |
|
4.250 |
78.973 |
|
|
| Fisher Pivots for day following 10-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
79.888 |
79.970 |
| PP |
79.881 |
79.945 |
| S1 |
79.875 |
79.919 |
|