ICE US Dollar Index Future June 2014
Trading Metrics calculated at close of trading on 02-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
80.535 |
80.405 |
-0.130 |
-0.2% |
80.335 |
High |
80.545 |
80.730 |
0.185 |
0.2% |
80.630 |
Low |
80.350 |
80.405 |
0.055 |
0.1% |
80.225 |
Close |
80.404 |
80.690 |
0.286 |
0.4% |
80.404 |
Range |
0.195 |
0.325 |
0.130 |
66.7% |
0.405 |
ATR |
0.269 |
0.273 |
0.004 |
1.5% |
0.000 |
Volume |
10,074 |
21,374 |
11,300 |
112.2% |
48,899 |
|
Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.583 |
81.462 |
80.869 |
|
R3 |
81.258 |
81.137 |
80.779 |
|
R2 |
80.933 |
80.933 |
80.750 |
|
R1 |
80.812 |
80.812 |
80.720 |
80.873 |
PP |
80.608 |
80.608 |
80.608 |
80.639 |
S1 |
80.487 |
80.487 |
80.660 |
80.548 |
S2 |
80.283 |
80.283 |
80.630 |
|
S3 |
79.958 |
80.162 |
80.601 |
|
S4 |
79.633 |
79.837 |
80.511 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.635 |
81.424 |
80.627 |
|
R3 |
81.230 |
81.019 |
80.515 |
|
R2 |
80.825 |
80.825 |
80.478 |
|
R1 |
80.614 |
80.614 |
80.441 |
80.720 |
PP |
80.420 |
80.420 |
80.420 |
80.472 |
S1 |
80.209 |
80.209 |
80.367 |
80.315 |
S2 |
80.015 |
80.015 |
80.330 |
|
S3 |
79.610 |
79.804 |
80.293 |
|
S4 |
79.205 |
79.399 |
80.181 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.730 |
80.225 |
0.505 |
0.6% |
0.255 |
0.3% |
92% |
True |
False |
14,054 |
10 |
80.730 |
79.935 |
0.795 |
1.0% |
0.241 |
0.3% |
95% |
True |
False |
12,843 |
20 |
80.730 |
78.930 |
1.800 |
2.2% |
0.272 |
0.3% |
98% |
True |
False |
17,096 |
40 |
80.770 |
78.930 |
1.840 |
2.3% |
0.278 |
0.3% |
96% |
False |
False |
15,653 |
60 |
80.770 |
78.930 |
1.840 |
2.3% |
0.300 |
0.4% |
96% |
False |
False |
16,954 |
80 |
81.265 |
78.930 |
2.335 |
2.9% |
0.305 |
0.4% |
75% |
False |
False |
12,959 |
100 |
81.650 |
78.930 |
2.720 |
3.4% |
0.309 |
0.4% |
65% |
False |
False |
10,389 |
120 |
81.650 |
78.930 |
2.720 |
3.4% |
0.291 |
0.4% |
65% |
False |
False |
8,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.111 |
2.618 |
81.581 |
1.618 |
81.256 |
1.000 |
81.055 |
0.618 |
80.931 |
HIGH |
80.730 |
0.618 |
80.606 |
0.500 |
80.568 |
0.382 |
80.529 |
LOW |
80.405 |
0.618 |
80.204 |
1.000 |
80.080 |
1.618 |
79.879 |
2.618 |
79.554 |
4.250 |
79.024 |
|
|
Fisher Pivots for day following 02-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
80.649 |
80.640 |
PP |
80.608 |
80.590 |
S1 |
80.568 |
80.540 |
|