ICE US Dollar Index Future June 2014
Trading Metrics calculated at close of trading on 31-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
80.295 |
80.350 |
0.055 |
0.1% |
80.270 |
High |
80.400 |
80.575 |
0.175 |
0.2% |
80.450 |
Low |
80.205 |
80.115 |
-0.090 |
-0.1% |
79.900 |
Close |
80.335 |
80.254 |
-0.081 |
-0.1% |
80.335 |
Range |
0.195 |
0.460 |
0.265 |
135.9% |
0.550 |
ATR |
0.341 |
0.350 |
0.008 |
2.5% |
0.000 |
Volume |
12,667 |
21,111 |
8,444 |
66.7% |
76,130 |
|
Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.695 |
81.434 |
80.507 |
|
R3 |
81.235 |
80.974 |
80.381 |
|
R2 |
80.775 |
80.775 |
80.338 |
|
R1 |
80.514 |
80.514 |
80.296 |
80.415 |
PP |
80.315 |
80.315 |
80.315 |
80.265 |
S1 |
80.054 |
80.054 |
80.212 |
79.955 |
S2 |
79.855 |
79.855 |
80.170 |
|
S3 |
79.395 |
79.594 |
80.128 |
|
S4 |
78.935 |
79.134 |
80.001 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.878 |
81.657 |
80.638 |
|
R3 |
81.328 |
81.107 |
80.486 |
|
R2 |
80.778 |
80.778 |
80.436 |
|
R1 |
80.557 |
80.557 |
80.385 |
80.668 |
PP |
80.228 |
80.228 |
80.228 |
80.284 |
S1 |
80.007 |
80.007 |
80.285 |
80.118 |
S2 |
79.678 |
79.678 |
80.234 |
|
S3 |
79.128 |
79.457 |
80.184 |
|
S4 |
78.578 |
78.907 |
80.033 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.575 |
80.005 |
0.570 |
0.7% |
0.310 |
0.4% |
44% |
True |
False |
15,793 |
10 |
80.575 |
79.425 |
1.150 |
1.4% |
0.375 |
0.5% |
72% |
True |
False |
18,800 |
20 |
80.575 |
79.375 |
1.200 |
1.5% |
0.356 |
0.4% |
73% |
True |
False |
16,537 |
40 |
81.530 |
79.375 |
2.155 |
2.7% |
0.335 |
0.4% |
41% |
False |
False |
8,612 |
60 |
81.650 |
79.375 |
2.275 |
2.8% |
0.328 |
0.4% |
39% |
False |
False |
5,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.530 |
2.618 |
81.779 |
1.618 |
81.319 |
1.000 |
81.035 |
0.618 |
80.859 |
HIGH |
80.575 |
0.618 |
80.399 |
0.500 |
80.345 |
0.382 |
80.291 |
LOW |
80.115 |
0.618 |
79.831 |
1.000 |
79.655 |
1.618 |
79.371 |
2.618 |
78.911 |
4.250 |
78.160 |
|
|
Fisher Pivots for day following 31-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
80.345 |
80.338 |
PP |
80.315 |
80.310 |
S1 |
80.284 |
80.282 |
|