ICE US Dollar Index Future June 2014
| Trading Metrics calculated at close of trading on 07-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
| Open |
79.550 |
79.165 |
-0.385 |
-0.5% |
79.805 |
| High |
79.565 |
79.290 |
-0.275 |
-0.3% |
80.020 |
| Low |
79.090 |
79.125 |
0.035 |
0.0% |
79.480 |
| Close |
79.126 |
79.243 |
0.117 |
0.1% |
79.563 |
| Range |
0.475 |
0.165 |
-0.310 |
-65.3% |
0.540 |
| ATR |
0.297 |
0.288 |
-0.009 |
-3.2% |
0.000 |
| Volume |
27,535 |
16,460 |
-11,075 |
-40.2% |
74,862 |
|
| Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.714 |
79.644 |
79.334 |
|
| R3 |
79.549 |
79.479 |
79.288 |
|
| R2 |
79.384 |
79.384 |
79.273 |
|
| R1 |
79.314 |
79.314 |
79.258 |
79.349 |
| PP |
79.219 |
79.219 |
79.219 |
79.237 |
| S1 |
79.149 |
79.149 |
79.228 |
79.184 |
| S2 |
79.054 |
79.054 |
79.213 |
|
| S3 |
78.889 |
78.984 |
79.198 |
|
| S4 |
78.724 |
78.819 |
79.152 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.308 |
80.975 |
79.860 |
|
| R3 |
80.768 |
80.435 |
79.712 |
|
| R2 |
80.228 |
80.228 |
79.662 |
|
| R1 |
79.895 |
79.895 |
79.613 |
79.792 |
| PP |
79.688 |
79.688 |
79.688 |
79.636 |
| S1 |
79.355 |
79.355 |
79.514 |
79.252 |
| S2 |
79.148 |
79.148 |
79.464 |
|
| S3 |
78.608 |
78.815 |
79.415 |
|
| S4 |
78.068 |
78.275 |
79.266 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.935 |
79.090 |
0.845 |
1.1% |
0.256 |
0.3% |
18% |
False |
False |
16,638 |
| 10 |
80.055 |
79.090 |
0.965 |
1.2% |
0.274 |
0.3% |
16% |
False |
False |
14,776 |
| 20 |
80.065 |
79.090 |
0.975 |
1.2% |
0.265 |
0.3% |
16% |
False |
False |
13,769 |
| 40 |
80.770 |
79.090 |
1.680 |
2.1% |
0.312 |
0.4% |
9% |
False |
False |
17,533 |
| 60 |
81.090 |
79.090 |
2.000 |
2.5% |
0.315 |
0.4% |
8% |
False |
False |
12,438 |
| 80 |
81.650 |
79.090 |
2.560 |
3.2% |
0.316 |
0.4% |
6% |
False |
False |
9,362 |
| 100 |
81.650 |
79.090 |
2.560 |
3.2% |
0.297 |
0.4% |
6% |
False |
False |
7,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.991 |
|
2.618 |
79.722 |
|
1.618 |
79.557 |
|
1.000 |
79.455 |
|
0.618 |
79.392 |
|
HIGH |
79.290 |
|
0.618 |
79.227 |
|
0.500 |
79.208 |
|
0.382 |
79.188 |
|
LOW |
79.125 |
|
0.618 |
79.023 |
|
1.000 |
78.960 |
|
1.618 |
78.858 |
|
2.618 |
78.693 |
|
4.250 |
78.424 |
|
|
| Fisher Pivots for day following 07-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
79.231 |
79.335 |
| PP |
79.219 |
79.304 |
| S1 |
79.208 |
79.274 |
|