ICE US Dollar Index Future June 2014
Trading Metrics calculated at close of trading on 27-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
Open |
80.295 |
80.335 |
0.040 |
0.0% |
80.110 |
High |
80.490 |
80.520 |
0.030 |
0.0% |
80.490 |
Low |
80.285 |
80.225 |
-0.060 |
-0.1% |
79.935 |
Close |
80.450 |
80.405 |
-0.045 |
-0.1% |
80.450 |
Range |
0.205 |
0.295 |
0.090 |
43.9% |
0.555 |
ATR |
0.280 |
0.281 |
0.001 |
0.4% |
0.000 |
Volume |
10,912 |
12,488 |
1,576 |
14.4% |
58,164 |
|
Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.268 |
81.132 |
80.567 |
|
R3 |
80.973 |
80.837 |
80.486 |
|
R2 |
80.678 |
80.678 |
80.459 |
|
R1 |
80.542 |
80.542 |
80.432 |
80.610 |
PP |
80.383 |
80.383 |
80.383 |
80.418 |
S1 |
80.247 |
80.247 |
80.378 |
80.315 |
S2 |
80.088 |
80.088 |
80.351 |
|
S3 |
79.793 |
79.952 |
80.324 |
|
S4 |
79.498 |
79.657 |
80.243 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.957 |
81.758 |
80.755 |
|
R3 |
81.402 |
81.203 |
80.603 |
|
R2 |
80.847 |
80.847 |
80.552 |
|
R1 |
80.648 |
80.648 |
80.501 |
80.748 |
PP |
80.292 |
80.292 |
80.292 |
80.341 |
S1 |
80.093 |
80.093 |
80.399 |
80.193 |
S2 |
79.737 |
79.737 |
80.348 |
|
S3 |
79.182 |
79.538 |
80.297 |
|
S4 |
78.627 |
78.983 |
80.145 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.520 |
79.940 |
0.580 |
0.7% |
0.251 |
0.3% |
80% |
True |
False |
12,026 |
10 |
80.520 |
79.920 |
0.600 |
0.7% |
0.250 |
0.3% |
81% |
True |
False |
14,794 |
20 |
80.520 |
78.930 |
1.590 |
2.0% |
0.288 |
0.4% |
93% |
True |
False |
17,370 |
40 |
80.770 |
78.930 |
1.840 |
2.3% |
0.287 |
0.4% |
80% |
False |
False |
16,403 |
60 |
80.770 |
78.930 |
1.840 |
2.3% |
0.307 |
0.4% |
80% |
False |
False |
16,139 |
80 |
81.610 |
78.930 |
2.680 |
3.3% |
0.309 |
0.4% |
55% |
False |
False |
12,247 |
100 |
81.650 |
78.930 |
2.720 |
3.4% |
0.309 |
0.4% |
54% |
False |
False |
9,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.774 |
2.618 |
81.292 |
1.618 |
80.997 |
1.000 |
80.815 |
0.618 |
80.702 |
HIGH |
80.520 |
0.618 |
80.407 |
0.500 |
80.373 |
0.382 |
80.338 |
LOW |
80.225 |
0.618 |
80.043 |
1.000 |
79.930 |
1.618 |
79.748 |
2.618 |
79.453 |
4.250 |
78.971 |
|
|
Fisher Pivots for day following 27-May-2014 |
Pivot |
1 day |
3 day |
R1 |
80.394 |
80.378 |
PP |
80.383 |
80.350 |
S1 |
80.373 |
80.323 |
|