ICE US Dollar Index Future March 2014
| Trading Metrics calculated at close of trading on 03-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
80.280 |
79.855 |
-0.425 |
-0.5% |
80.275 |
| High |
80.325 |
80.110 |
-0.215 |
-0.3% |
80.600 |
| Low |
79.700 |
79.780 |
0.080 |
0.1% |
79.700 |
| Close |
79.720 |
80.090 |
0.370 |
0.5% |
79.720 |
| Range |
0.625 |
0.330 |
-0.295 |
-47.2% |
0.900 |
| ATR |
0.378 |
0.379 |
0.001 |
0.2% |
0.000 |
| Volume |
30,156 |
22,927 |
-7,229 |
-24.0% |
101,366 |
|
| Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.983 |
80.867 |
80.272 |
|
| R3 |
80.653 |
80.537 |
80.181 |
|
| R2 |
80.323 |
80.323 |
80.151 |
|
| R1 |
80.207 |
80.207 |
80.120 |
80.265 |
| PP |
79.993 |
79.993 |
79.993 |
80.023 |
| S1 |
79.877 |
79.877 |
80.060 |
79.935 |
| S2 |
79.663 |
79.663 |
80.030 |
|
| S3 |
79.333 |
79.547 |
79.999 |
|
| S4 |
79.003 |
79.217 |
79.909 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.707 |
82.113 |
80.215 |
|
| R3 |
81.807 |
81.213 |
79.968 |
|
| R2 |
80.907 |
80.907 |
79.885 |
|
| R1 |
80.313 |
80.313 |
79.803 |
80.160 |
| PP |
80.007 |
80.007 |
80.007 |
79.930 |
| S1 |
79.413 |
79.413 |
79.638 |
79.260 |
| S2 |
79.107 |
79.107 |
79.555 |
|
| S3 |
78.207 |
78.513 |
79.473 |
|
| S4 |
77.307 |
77.613 |
79.225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.600 |
79.700 |
0.900 |
1.1% |
0.395 |
0.5% |
43% |
False |
False |
22,463 |
| 10 |
80.600 |
79.700 |
0.900 |
1.1% |
0.348 |
0.4% |
43% |
False |
False |
19,287 |
| 20 |
81.420 |
79.700 |
1.720 |
2.1% |
0.355 |
0.4% |
23% |
False |
False |
19,840 |
| 40 |
81.525 |
79.700 |
1.825 |
2.3% |
0.384 |
0.5% |
21% |
False |
False |
21,674 |
| 60 |
81.525 |
79.500 |
2.025 |
2.5% |
0.390 |
0.5% |
29% |
False |
False |
19,585 |
| 80 |
81.735 |
79.500 |
2.235 |
2.8% |
0.393 |
0.5% |
26% |
False |
False |
14,741 |
| 100 |
81.735 |
79.355 |
2.380 |
3.0% |
0.381 |
0.5% |
31% |
False |
False |
11,811 |
| 120 |
82.080 |
79.355 |
2.725 |
3.4% |
0.358 |
0.4% |
27% |
False |
False |
9,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.513 |
|
2.618 |
80.974 |
|
1.618 |
80.644 |
|
1.000 |
80.440 |
|
0.618 |
80.314 |
|
HIGH |
80.110 |
|
0.618 |
79.984 |
|
0.500 |
79.945 |
|
0.382 |
79.906 |
|
LOW |
79.780 |
|
0.618 |
79.576 |
|
1.000 |
79.450 |
|
1.618 |
79.246 |
|
2.618 |
78.916 |
|
4.250 |
78.378 |
|
|
| Fisher Pivots for day following 03-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.042 |
80.150 |
| PP |
79.993 |
80.130 |
| S1 |
79.945 |
80.110 |
|