ICE US Dollar Index Future June 2014
Trading Metrics calculated at close of trading on 12-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
79.885 |
79.900 |
0.015 |
0.0% |
79.975 |
High |
80.060 |
79.965 |
-0.095 |
-0.1% |
80.415 |
Low |
79.830 |
79.650 |
-0.180 |
-0.2% |
79.590 |
Close |
79.845 |
79.719 |
-0.126 |
-0.2% |
79.867 |
Range |
0.230 |
0.315 |
0.085 |
37.0% |
0.825 |
ATR |
0.326 |
0.326 |
-0.001 |
-0.3% |
0.000 |
Volume |
10,966 |
25,643 |
14,677 |
133.8% |
14,637 |
|
Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.723 |
80.536 |
79.892 |
|
R3 |
80.408 |
80.221 |
79.806 |
|
R2 |
80.093 |
80.093 |
79.777 |
|
R1 |
79.906 |
79.906 |
79.748 |
79.842 |
PP |
79.778 |
79.778 |
79.778 |
79.746 |
S1 |
79.591 |
79.591 |
79.690 |
79.527 |
S2 |
79.463 |
79.463 |
79.661 |
|
S3 |
79.148 |
79.276 |
79.632 |
|
S4 |
78.833 |
78.961 |
79.546 |
|
|
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 |
80.350 |
79.590 |
0.760 |
1.0% |
0.351 |
0.4% |
17% |
False |
False |
11,153 |
10 |
80.745 |
79.590 |
1.155 |
1.4% |
0.348 |
0.4% |
11% |
False |
False |
6,323 |
20 |
80.880 |
79.590 |
1.290 |
1.6% |
0.320 |
0.4% |
10% |
False |
False |
3,516 |
40 |
81.650 |
79.590 |
2.060 |
2.6% |
0.318 |
0.4% |
6% |
False |
False |
1,826 |
60 |
81.650 |
79.590 |
2.060 |
2.6% |
0.289 |
0.4% |
6% |
False |
False |
1,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.304 |
2.618 |
80.790 |
1.618 |
80.475 |
1.000 |
80.280 |
0.618 |
80.160 |
HIGH |
79.965 |
0.618 |
79.845 |
0.500 |
79.808 |
0.382 |
79.770 |
LOW |
79.650 |
0.618 |
79.455 |
1.000 |
79.335 |
1.618 |
79.140 |
2.618 |
78.825 |
4.250 |
78.311 |
|
|
Fisher Pivots for day following 12-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
79.808 |
79.855 |
PP |
79.778 |
79.810 |
S1 |
79.749 |
79.764 |
|