ICE US Dollar Index Future June 2014
Trading Metrics calculated at close of trading on 24-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
80.335 |
80.270 |
-0.065 |
-0.1% |
79.555 |
High |
80.385 |
80.450 |
0.065 |
0.1% |
80.505 |
Low |
80.195 |
79.900 |
-0.295 |
-0.4% |
79.410 |
Close |
80.261 |
80.079 |
-0.182 |
-0.2% |
80.261 |
Range |
0.190 |
0.550 |
0.360 |
189.5% |
1.095 |
ATR |
0.353 |
0.367 |
0.014 |
4.0% |
0.000 |
Volume |
20,164 |
18,275 |
-1,889 |
-9.4% |
104,634 |
|
Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.793 |
81.486 |
80.382 |
|
R3 |
81.243 |
80.936 |
80.230 |
|
R2 |
80.693 |
80.693 |
80.180 |
|
R1 |
80.386 |
80.386 |
80.129 |
80.265 |
PP |
80.143 |
80.143 |
80.143 |
80.082 |
S1 |
79.836 |
79.836 |
80.029 |
79.715 |
S2 |
79.593 |
79.593 |
79.978 |
|
S3 |
79.043 |
79.286 |
79.928 |
|
S4 |
78.493 |
78.736 |
79.777 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.344 |
82.897 |
80.863 |
|
R3 |
82.249 |
81.802 |
80.562 |
|
R2 |
81.154 |
81.154 |
80.462 |
|
R1 |
80.707 |
80.707 |
80.361 |
80.931 |
PP |
80.059 |
80.059 |
80.059 |
80.170 |
S1 |
79.612 |
79.612 |
80.161 |
79.836 |
S2 |
78.964 |
78.964 |
80.060 |
|
S3 |
77.869 |
78.517 |
79.960 |
|
S4 |
76.774 |
77.422 |
79.659 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.505 |
79.425 |
1.080 |
1.3% |
0.440 |
0.5% |
61% |
False |
False |
21,807 |
10 |
80.505 |
79.375 |
1.130 |
1.4% |
0.387 |
0.5% |
62% |
False |
False |
23,037 |
20 |
80.745 |
79.375 |
1.370 |
1.7% |
0.373 |
0.5% |
51% |
False |
False |
12,931 |
40 |
81.610 |
79.375 |
2.235 |
2.8% |
0.338 |
0.4% |
31% |
False |
False |
6,652 |
60 |
81.650 |
79.375 |
2.275 |
2.8% |
0.323 |
0.4% |
31% |
False |
False |
4,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.788 |
2.618 |
81.890 |
1.618 |
81.340 |
1.000 |
81.000 |
0.618 |
80.790 |
HIGH |
80.450 |
0.618 |
80.240 |
0.500 |
80.175 |
0.382 |
80.110 |
LOW |
79.900 |
0.618 |
79.560 |
1.000 |
79.350 |
1.618 |
79.010 |
2.618 |
78.460 |
4.250 |
77.563 |
|
|
Fisher Pivots for day following 24-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
80.175 |
80.203 |
PP |
80.143 |
80.161 |
S1 |
80.111 |
80.120 |
|