ICE US Dollar Index Future June 2014
| Trading Metrics calculated at close of trading on 20-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
79.520 |
80.180 |
0.660 |
0.8% |
79.800 |
| High |
80.250 |
80.505 |
0.255 |
0.3% |
80.060 |
| Low |
79.490 |
80.055 |
0.565 |
0.7% |
79.375 |
| Close |
80.133 |
80.353 |
0.220 |
0.3% |
79.568 |
| Range |
0.760 |
0.450 |
-0.310 |
-40.8% |
0.685 |
| ATR |
0.359 |
0.366 |
0.006 |
1.8% |
0.000 |
| Volume |
25,762 |
28,085 |
2,323 |
9.0% |
116,863 |
|
| Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.654 |
81.454 |
80.601 |
|
| R3 |
81.204 |
81.004 |
80.477 |
|
| R2 |
80.754 |
80.754 |
80.436 |
|
| R1 |
80.554 |
80.554 |
80.394 |
80.654 |
| PP |
80.304 |
80.304 |
80.304 |
80.355 |
| S1 |
80.104 |
80.104 |
80.312 |
80.204 |
| S2 |
79.854 |
79.854 |
80.271 |
|
| S3 |
79.404 |
79.654 |
80.229 |
|
| S4 |
78.954 |
79.204 |
80.106 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.723 |
81.330 |
79.945 |
|
| R3 |
81.038 |
80.645 |
79.756 |
|
| R2 |
80.353 |
80.353 |
79.694 |
|
| R1 |
79.960 |
79.960 |
79.631 |
79.814 |
| PP |
79.668 |
79.668 |
79.668 |
79.595 |
| S1 |
79.275 |
79.275 |
79.505 |
79.129 |
| S2 |
78.983 |
78.983 |
79.442 |
|
| S3 |
78.298 |
78.590 |
79.380 |
|
| S4 |
77.613 |
77.905 |
79.191 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.505 |
79.410 |
1.095 |
1.4% |
0.426 |
0.5% |
86% |
True |
False |
22,648 |
| 10 |
80.505 |
79.375 |
1.130 |
1.4% |
0.373 |
0.5% |
87% |
True |
False |
20,708 |
| 20 |
80.745 |
79.375 |
1.370 |
1.7% |
0.358 |
0.4% |
71% |
False |
False |
11,083 |
| 40 |
81.610 |
79.375 |
2.235 |
2.8% |
0.332 |
0.4% |
44% |
False |
False |
5,697 |
| 60 |
81.650 |
79.375 |
2.275 |
2.8% |
0.317 |
0.4% |
43% |
False |
False |
3,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.418 |
|
2.618 |
81.683 |
|
1.618 |
81.233 |
|
1.000 |
80.955 |
|
0.618 |
80.783 |
|
HIGH |
80.505 |
|
0.618 |
80.333 |
|
0.500 |
80.280 |
|
0.382 |
80.227 |
|
LOW |
80.055 |
|
0.618 |
79.777 |
|
1.000 |
79.605 |
|
1.618 |
79.327 |
|
2.618 |
78.877 |
|
4.250 |
78.143 |
|
|
| Fisher Pivots for day following 20-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.329 |
80.224 |
| PP |
80.304 |
80.094 |
| S1 |
80.280 |
79.965 |
|