ICE US Dollar Index Future March 2014

Trading Metrics calculated at close of trading on 03-Jan-2014

Day Change Summary
	Previous	Current
	02-Jan-2014	03-Jan-2014	Change	Change %	Previous Week
Open	80.430	80.765	0.335	0.4%	80.415
High	80.865	81.060	0.195	0.2%	81.060
Low	80.430	80.640	0.210	0.3%	80.055
Close	80.788	80.955	0.167	0.2%	80.955
Range	0.435	0.420	-0.015	-3.4%	1.005
ATR	0.432	0.431	-0.001	-0.2%	0.000
Volume	22,424	19,024	-3,400	-15.2%	62,187

Daily Pivots for day following 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	82.145	81.970	81.186
R3	81.725	81.550	81.071
R2	81.305	81.305	81.032
R1	81.130	81.130	80.994	81.218
PP	80.885	80.885	80.885	80.929
S1	80.710	80.710	80.917	80.798
S2	80.465	80.465	80.878
S3	80.045	80.290	80.840
S4	79.625	79.870	80.724

Weekly Pivots for week ending 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	83.705	83.335	81.508
R3	82.700	82.330	81.231
R2	81.695	81.695	81.139
R1	81.325	81.325	81.047	81.510
PP	80.690	80.690	80.690	80.783
S1	80.320	80.320	80.863	80.505
S2	79.685	79.685	80.771
S3	78.680	79.315	80.679
S4	77.675	78.310	80.402

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.060	79.820	1.240	1.5%	0.486	0.6%	92%	True	False	17,488
10	81.060	79.820	1.240	1.5%	0.365	0.5%	92%	True	False	16,385
20	81.060	79.500	1.560	1.9%	0.403	0.5%	93%	True	False	16,307
40	81.735	79.500	2.235	2.8%	0.404	0.5%	65%	False	False	8,282
60	81.735	79.355	2.380	2.9%	0.375	0.5%	67%	False	False	5,553
80	82.030	79.355	2.675	3.3%	0.349	0.4%	60%	False	False	4,171

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.055
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.845
2.618	82.160
1.618	81.740
1.000	81.480
0.618	81.320
HIGH	81.060
0.618	80.900
0.500	80.850
0.382	80.800
LOW	80.640
0.618	80.380
1.000	80.220
1.618	79.960
2.618	79.540
4.250	78.855

Fisher Pivots for day following 03-Jan-2014
Pivot	1 day	3 day
R1	80.920	80.828
PP	80.885	80.702
S1	80.850	80.575

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols