ICE US Dollar Index Future June 2014
Trading Metrics calculated at close of trading on 13-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
79.900 |
79.710 |
-0.190 |
-0.2% |
79.975 |
High |
79.965 |
79.825 |
-0.140 |
-0.2% |
80.415 |
Low |
79.650 |
79.375 |
-0.275 |
-0.3% |
79.590 |
Close |
79.719 |
79.755 |
0.036 |
0.0% |
79.867 |
Range |
0.315 |
0.450 |
0.135 |
42.9% |
0.825 |
ATR |
0.326 |
0.335 |
0.009 |
2.7% |
0.000 |
Volume |
25,643 |
42,089 |
16,446 |
64.1% |
14,637 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.002 |
80.828 |
80.003 |
|
R3 |
80.552 |
80.378 |
79.879 |
|
R2 |
80.102 |
80.102 |
79.838 |
|
R1 |
79.928 |
79.928 |
79.796 |
80.015 |
PP |
79.652 |
79.652 |
79.652 |
79.695 |
S1 |
79.478 |
79.478 |
79.714 |
79.565 |
S2 |
79.202 |
79.202 |
79.673 |
|
S3 |
78.752 |
79.028 |
79.631 |
|
S4 |
78.302 |
78.578 |
79.508 |
|
|
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 |
80.060 |
79.375 |
0.685 |
0.9% |
0.320 |
0.4% |
55% |
False |
True |
18,767 |
10 |
80.465 |
79.375 |
1.090 |
1.4% |
0.359 |
0.4% |
35% |
False |
True |
10,462 |
20 |
80.745 |
79.375 |
1.370 |
1.7% |
0.320 |
0.4% |
28% |
False |
True |
5,586 |
40 |
81.650 |
79.375 |
2.275 |
2.9% |
0.326 |
0.4% |
17% |
False |
True |
2,878 |
60 |
81.650 |
79.375 |
2.275 |
2.9% |
0.296 |
0.4% |
17% |
False |
True |
1,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.738 |
2.618 |
81.003 |
1.618 |
80.553 |
1.000 |
80.275 |
0.618 |
80.103 |
HIGH |
79.825 |
0.618 |
79.653 |
0.500 |
79.600 |
0.382 |
79.547 |
LOW |
79.375 |
0.618 |
79.097 |
1.000 |
78.925 |
1.618 |
78.647 |
2.618 |
78.197 |
4.250 |
77.463 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
79.703 |
79.743 |
PP |
79.652 |
79.730 |
S1 |
79.600 |
79.718 |
|