ICE US Dollar Index Future June 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	80.425	79.975	-0.450	-0.6%	80.415
High	80.465	80.245	-0.220	-0.3%	80.745
Low	79.860	79.955	0.095	0.1%	79.860
Close	79.875	80.226	0.351	0.4%	79.875
Range	0.605	0.290	-0.315	-52.1%	0.885
ATR	0.329	0.332	0.003	0.9%	0.000
Volume	1,899	2,631	732	38.5%	5,048

Daily Pivots for day following 03-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	81.012	80.909	80.386
R3	80.722	80.619	80.306
R2	80.432	80.432	80.279
R1	80.329	80.329	80.253	80.381
PP	80.142	80.142	80.142	80.168
S1	80.039	80.039	80.199	80.091
S2	79.852	79.852	80.173
S3	79.562	79.749	80.146
S4	79.272	79.459	80.067

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	82.815	82.230	80.362
R3	81.930	81.345	80.118
R2	81.045	81.045	80.037
R1	80.460	80.460	79.956	80.310
PP	80.160	80.160	80.160	80.085
S1	79.575	79.575	79.794	79.425
S2	79.275	79.275	79.713
S3	78.390	78.690	79.632
S4	77.505	77.805	79.388

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.745	79.860	0.885	1.1%	0.378	0.5%	41%	False	False	1,369
10	80.745	79.860	0.885	1.1%	0.328	0.4%	41%	False	False	1,077
20	81.530	79.860	1.670	2.1%	0.315	0.4%	22%	False	False	687
40	81.650	79.860	1.790	2.2%	0.314	0.4%	20%	False	False	389

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.076
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	81.478
2.618	81.004
1.618	80.714
1.000	80.535
0.618	80.424
HIGH	80.245
0.618	80.134
0.500	80.100
0.382	80.066
LOW	79.955
0.618	79.776
1.000	79.665
1.618	79.486
2.618	79.196
4.250	78.723

Fisher Pivots for day following 03-Mar-2014
Pivot	1 day	3 day
R1	80.184	80.303
PP	80.142	80.277
S1	80.100	80.252

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