ICE US Dollar Index Future June 2014
| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
80.280 |
80.260 |
-0.020 |
0.0% |
80.415 |
| High |
80.415 |
80.350 |
-0.065 |
-0.1% |
80.745 |
| Low |
80.205 |
79.745 |
-0.460 |
-0.6% |
79.860 |
| Close |
80.265 |
79.808 |
-0.457 |
-0.6% |
79.875 |
| Range |
0.210 |
0.605 |
0.395 |
188.1% |
0.885 |
| ATR |
0.319 |
0.340 |
0.020 |
6.4% |
0.000 |
| Volume |
909 |
4,018 |
3,109 |
342.0% |
5,048 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.783 |
81.400 |
80.141 |
|
| R3 |
81.178 |
80.795 |
79.974 |
|
| R2 |
80.573 |
80.573 |
79.919 |
|
| R1 |
80.190 |
80.190 |
79.863 |
80.079 |
| PP |
79.968 |
79.968 |
79.968 |
79.912 |
| S1 |
79.585 |
79.585 |
79.753 |
79.474 |
| S2 |
79.363 |
79.363 |
79.697 |
|
| S3 |
78.758 |
78.980 |
79.642 |
|
| S4 |
78.153 |
78.375 |
79.475 |
|
|
| 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 |
80.465 |
79.745 |
0.720 |
0.9% |
0.397 |
0.5% |
9% |
False |
True |
2,157 |
| 10 |
80.745 |
79.745 |
1.000 |
1.3% |
0.343 |
0.4% |
6% |
False |
True |
1,459 |
| 20 |
81.265 |
79.745 |
1.520 |
1.9% |
0.318 |
0.4% |
4% |
False |
True |
974 |
| 40 |
81.650 |
79.745 |
1.905 |
2.4% |
0.323 |
0.4% |
3% |
False |
True |
542 |
| 60 |
81.650 |
79.745 |
1.905 |
2.4% |
0.281 |
0.4% |
3% |
False |
True |
371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.921 |
|
2.618 |
81.934 |
|
1.618 |
81.329 |
|
1.000 |
80.955 |
|
0.618 |
80.724 |
|
HIGH |
80.350 |
|
0.618 |
80.119 |
|
0.500 |
80.048 |
|
0.382 |
79.976 |
|
LOW |
79.745 |
|
0.618 |
79.371 |
|
1.000 |
79.140 |
|
1.618 |
78.766 |
|
2.618 |
78.161 |
|
4.250 |
77.174 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.048 |
80.080 |
| PP |
79.968 |
79.989 |
| S1 |
79.888 |
79.899 |
|