ICE US Dollar Index Future June 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 |
79.730 |
79.555 |
-0.175 |
-0.2% |
79.800 |
| High |
79.830 |
79.690 |
-0.140 |
-0.2% |
80.060 |
| Low |
79.440 |
79.410 |
-0.030 |
0.0% |
79.375 |
| Close |
79.568 |
79.519 |
-0.049 |
-0.1% |
79.568 |
| Range |
0.390 |
0.280 |
-0.110 |
-28.2% |
0.685 |
| ATR |
0.338 |
0.334 |
-0.004 |
-1.2% |
0.000 |
| Volume |
28,771 |
13,874 |
-14,897 |
-51.8% |
116,863 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.380 |
80.229 |
79.673 |
|
| R3 |
80.100 |
79.949 |
79.596 |
|
| R2 |
79.820 |
79.820 |
79.570 |
|
| R1 |
79.669 |
79.669 |
79.545 |
79.605 |
| PP |
79.540 |
79.540 |
79.540 |
79.507 |
| S1 |
79.389 |
79.389 |
79.493 |
79.325 |
| S2 |
79.260 |
79.260 |
79.468 |
|
| S3 |
78.980 |
79.109 |
79.442 |
|
| S4 |
78.700 |
78.829 |
79.365 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.723 |
81.330 |
79.945 |
|
| R3 |
81.038 |
80.645 |
79.756 |
|
| R2 |
80.353 |
80.353 |
79.694 |
|
| R1 |
79.960 |
79.960 |
79.631 |
79.814 |
| PP |
79.668 |
79.668 |
79.668 |
79.595 |
| S1 |
79.275 |
79.275 |
79.505 |
79.129 |
| S2 |
78.983 |
78.983 |
79.442 |
|
| S3 |
78.298 |
78.590 |
79.380 |
|
| S4 |
77.613 |
77.905 |
79.191 |
|
|
| 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% |
0.333 |
0.4% |
21% |
False |
False |
24,268 |
| 10 |
80.415 |
79.375 |
1.040 |
1.3% |
0.336 |
0.4% |
14% |
False |
False |
14,274 |
| 20 |
80.745 |
79.375 |
1.370 |
1.7% |
0.332 |
0.4% |
11% |
False |
False |
7,675 |
| 40 |
81.650 |
79.375 |
2.275 |
2.9% |
0.329 |
0.4% |
6% |
False |
False |
3,942 |
| 60 |
81.650 |
79.375 |
2.275 |
2.9% |
0.303 |
0.4% |
6% |
False |
False |
2,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.880 |
|
2.618 |
80.423 |
|
1.618 |
80.143 |
|
1.000 |
79.970 |
|
0.618 |
79.863 |
|
HIGH |
79.690 |
|
0.618 |
79.583 |
|
0.500 |
79.550 |
|
0.382 |
79.517 |
|
LOW |
79.410 |
|
0.618 |
79.237 |
|
1.000 |
79.130 |
|
1.618 |
78.957 |
|
2.618 |
78.677 |
|
4.250 |
78.220 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
79.550 |
79.603 |
| PP |
79.540 |
79.575 |
| S1 |
79.529 |
79.547 |
|