ICE US Dollar Index Future March 2014
| Trading Metrics calculated at close of trading on 31-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
80.415 |
80.105 |
-0.310 |
-0.4% |
80.750 |
| High |
80.580 |
80.350 |
-0.230 |
-0.3% |
80.780 |
| Low |
80.055 |
80.090 |
0.035 |
0.0% |
79.820 |
| Close |
80.122 |
80.189 |
0.067 |
0.1% |
80.538 |
| Range |
0.525 |
0.260 |
-0.265 |
-50.5% |
0.960 |
| ATR |
0.425 |
0.413 |
-0.012 |
-2.8% |
0.000 |
| Volume |
14,137 |
6,602 |
-7,535 |
-53.3% |
56,133 |
|
| Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.990 |
80.849 |
80.332 |
|
| R3 |
80.730 |
80.589 |
80.261 |
|
| R2 |
80.470 |
80.470 |
80.237 |
|
| R1 |
80.329 |
80.329 |
80.213 |
80.400 |
| PP |
80.210 |
80.210 |
80.210 |
80.245 |
| S1 |
80.069 |
80.069 |
80.165 |
80.140 |
| S2 |
79.950 |
79.950 |
80.141 |
|
| S3 |
79.690 |
79.809 |
80.118 |
|
| S4 |
79.430 |
79.549 |
80.046 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.259 |
82.859 |
81.066 |
|
| R3 |
82.299 |
81.899 |
80.802 |
|
| R2 |
81.339 |
81.339 |
80.714 |
|
| R1 |
80.939 |
80.939 |
80.626 |
80.659 |
| PP |
80.379 |
80.379 |
80.379 |
80.240 |
| S1 |
79.979 |
79.979 |
80.450 |
79.699 |
| S2 |
79.419 |
79.419 |
80.362 |
|
| S3 |
78.459 |
79.019 |
80.274 |
|
| S4 |
77.499 |
78.059 |
80.010 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.780 |
79.820 |
0.960 |
1.2% |
0.368 |
0.5% |
38% |
False |
False |
11,766 |
| 10 |
81.005 |
79.500 |
1.505 |
1.9% |
0.432 |
0.5% |
46% |
False |
False |
17,003 |
| 20 |
81.185 |
79.500 |
1.685 |
2.1% |
0.403 |
0.5% |
41% |
False |
False |
14,316 |
| 40 |
81.735 |
79.500 |
2.235 |
2.8% |
0.396 |
0.5% |
31% |
False |
False |
7,248 |
| 60 |
81.735 |
79.355 |
2.380 |
3.0% |
0.374 |
0.5% |
35% |
False |
False |
4,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.455 |
|
2.618 |
81.031 |
|
1.618 |
80.771 |
|
1.000 |
80.610 |
|
0.618 |
80.511 |
|
HIGH |
80.350 |
|
0.618 |
80.251 |
|
0.500 |
80.220 |
|
0.382 |
80.189 |
|
LOW |
80.090 |
|
0.618 |
79.929 |
|
1.000 |
79.830 |
|
1.618 |
79.669 |
|
2.618 |
79.409 |
|
4.250 |
78.985 |
|
|
| Fisher Pivots for day following 31-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
80.220 |
80.215 |
| PP |
80.210 |
80.206 |
| S1 |
80.199 |
80.198 |
|