ICE US Dollar Index Future June 2014
Trading Metrics calculated at close of trading on 11-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
79.800 |
79.885 |
0.085 |
0.1% |
79.975 |
High |
79.970 |
80.060 |
0.090 |
0.1% |
80.415 |
Low |
79.780 |
79.830 |
0.050 |
0.1% |
79.590 |
Close |
79.894 |
79.845 |
-0.049 |
-0.1% |
79.867 |
Range |
0.190 |
0.230 |
0.040 |
21.1% |
0.825 |
ATR |
0.334 |
0.326 |
-0.007 |
-2.2% |
0.000 |
Volume |
9,394 |
10,966 |
1,572 |
16.7% |
14,637 |
|
Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.602 |
80.453 |
79.972 |
|
R3 |
80.372 |
80.223 |
79.908 |
|
R2 |
80.142 |
80.142 |
79.887 |
|
R1 |
79.993 |
79.993 |
79.866 |
79.953 |
PP |
79.912 |
79.912 |
79.912 |
79.891 |
S1 |
79.763 |
79.763 |
79.824 |
79.723 |
S2 |
79.682 |
79.682 |
79.803 |
|
S3 |
79.452 |
79.533 |
79.782 |
|
S4 |
79.222 |
79.303 |
79.719 |
|
|
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% |
0.330 |
0.4% |
31% |
False |
False |
6,206 |
10 |
80.745 |
79.590 |
1.155 |
1.4% |
0.359 |
0.4% |
22% |
False |
False |
3,852 |
20 |
81.090 |
79.590 |
1.500 |
1.9% |
0.320 |
0.4% |
17% |
False |
False |
2,248 |
40 |
81.650 |
79.590 |
2.060 |
2.6% |
0.319 |
0.4% |
12% |
False |
False |
1,190 |
60 |
81.650 |
79.590 |
2.060 |
2.6% |
0.288 |
0.4% |
12% |
False |
False |
805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.038 |
2.618 |
80.662 |
1.618 |
80.432 |
1.000 |
80.290 |
0.618 |
80.202 |
HIGH |
80.060 |
0.618 |
79.972 |
0.500 |
79.945 |
0.382 |
79.918 |
LOW |
79.830 |
0.618 |
79.688 |
1.000 |
79.600 |
1.618 |
79.458 |
2.618 |
79.228 |
4.250 |
78.853 |
|
|
Fisher Pivots for day following 11-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
79.945 |
79.838 |
PP |
79.912 |
79.832 |
S1 |
79.878 |
79.825 |
|