ICE US Dollar Index Future June 2014
| Trading Metrics calculated at close of trading on 09-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
| Open |
79.270 |
79.460 |
0.190 |
0.2% |
79.560 |
| High |
79.505 |
79.970 |
0.465 |
0.6% |
79.970 |
| Low |
78.930 |
79.460 |
0.530 |
0.7% |
78.930 |
| Close |
79.402 |
79.961 |
0.559 |
0.7% |
79.961 |
| Range |
0.575 |
0.510 |
-0.065 |
-11.3% |
1.040 |
| ATR |
0.308 |
0.327 |
0.019 |
6.0% |
0.000 |
| Volume |
44,183 |
27,408 |
-16,775 |
-38.0% |
123,711 |
|
| Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.327 |
81.154 |
80.242 |
|
| R3 |
80.817 |
80.644 |
80.101 |
|
| R2 |
80.307 |
80.307 |
80.055 |
|
| R1 |
80.134 |
80.134 |
80.008 |
80.221 |
| PP |
79.797 |
79.797 |
79.797 |
79.840 |
| S1 |
79.624 |
79.624 |
79.914 |
79.711 |
| S2 |
79.287 |
79.287 |
79.868 |
|
| S3 |
78.777 |
79.114 |
79.821 |
|
| S4 |
78.267 |
78.604 |
79.681 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.740 |
82.391 |
80.533 |
|
| R3 |
81.700 |
81.351 |
80.247 |
|
| R2 |
80.660 |
80.660 |
80.152 |
|
| R1 |
80.311 |
80.311 |
80.056 |
80.486 |
| PP |
79.620 |
79.620 |
79.620 |
79.708 |
| S1 |
79.271 |
79.271 |
79.866 |
79.446 |
| S2 |
78.580 |
78.580 |
79.770 |
|
| S3 |
77.540 |
78.231 |
79.675 |
|
| S4 |
76.500 |
77.191 |
79.389 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.970 |
78.930 |
1.040 |
1.3% |
0.364 |
0.5% |
99% |
True |
False |
24,742 |
| 10 |
80.020 |
78.930 |
1.090 |
1.4% |
0.343 |
0.4% |
95% |
False |
False |
19,857 |
| 20 |
80.065 |
78.930 |
1.135 |
1.4% |
0.285 |
0.4% |
91% |
False |
False |
15,206 |
| 40 |
80.770 |
78.930 |
1.840 |
2.3% |
0.320 |
0.4% |
56% |
False |
False |
17,630 |
| 60 |
80.770 |
78.930 |
1.840 |
2.3% |
0.320 |
0.4% |
56% |
False |
False |
13,615 |
| 80 |
81.650 |
78.930 |
2.720 |
3.4% |
0.323 |
0.4% |
38% |
False |
False |
10,254 |
| 100 |
81.650 |
78.930 |
2.720 |
3.4% |
0.306 |
0.4% |
38% |
False |
False |
8,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.138 |
|
2.618 |
81.305 |
|
1.618 |
80.795 |
|
1.000 |
80.480 |
|
0.618 |
80.285 |
|
HIGH |
79.970 |
|
0.618 |
79.775 |
|
0.500 |
79.715 |
|
0.382 |
79.655 |
|
LOW |
79.460 |
|
0.618 |
79.145 |
|
1.000 |
78.950 |
|
1.618 |
78.635 |
|
2.618 |
78.125 |
|
4.250 |
77.293 |
|
|
| Fisher Pivots for day following 09-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
79.879 |
79.791 |
| PP |
79.797 |
79.620 |
| S1 |
79.715 |
79.450 |
|