ICE US Dollar Index Future June 2014
Trading Metrics calculated at close of trading on 27-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
80.120 |
80.165 |
0.045 |
0.1% |
79.555 |
High |
80.290 |
80.350 |
0.060 |
0.1% |
80.505 |
Low |
80.060 |
80.100 |
0.040 |
0.0% |
79.410 |
Close |
80.169 |
80.252 |
0.083 |
0.1% |
80.261 |
Range |
0.230 |
0.250 |
0.020 |
8.7% |
1.095 |
ATR |
0.361 |
0.353 |
-0.008 |
-2.2% |
0.000 |
Volume |
11,938 |
15,606 |
3,668 |
30.7% |
104,634 |
|
Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.984 |
80.868 |
80.390 |
|
R3 |
80.734 |
80.618 |
80.321 |
|
R2 |
80.484 |
80.484 |
80.298 |
|
R1 |
80.368 |
80.368 |
80.275 |
80.426 |
PP |
80.234 |
80.234 |
80.234 |
80.263 |
S1 |
80.118 |
80.118 |
80.229 |
80.176 |
S2 |
79.984 |
79.984 |
80.206 |
|
S3 |
79.734 |
79.868 |
80.183 |
|
S4 |
79.484 |
79.618 |
80.115 |
|
|
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 |
80.450 |
79.900 |
0.550 |
0.7% |
0.327 |
0.4% |
64% |
False |
False |
16,725 |
10 |
80.505 |
79.410 |
1.095 |
1.4% |
0.377 |
0.5% |
77% |
False |
False |
19,686 |
20 |
80.505 |
79.375 |
1.130 |
1.4% |
0.368 |
0.5% |
78% |
False |
False |
15,074 |
40 |
81.610 |
79.375 |
2.235 |
2.8% |
0.333 |
0.4% |
39% |
False |
False |
7,777 |
60 |
81.650 |
79.375 |
2.275 |
2.8% |
0.325 |
0.4% |
39% |
False |
False |
5,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.413 |
2.618 |
81.005 |
1.618 |
80.755 |
1.000 |
80.600 |
0.618 |
80.505 |
HIGH |
80.350 |
0.618 |
80.255 |
0.500 |
80.225 |
0.382 |
80.196 |
LOW |
80.100 |
0.618 |
79.946 |
1.000 |
79.850 |
1.618 |
79.696 |
2.618 |
79.446 |
4.250 |
79.038 |
|
|
Fisher Pivots for day following 27-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
80.243 |
80.239 |
PP |
80.234 |
80.226 |
S1 |
80.225 |
80.213 |
|