ICE US Dollar Index Future June 2014
| Trading Metrics calculated at close of trading on 02-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
80.255 |
80.245 |
-0.010 |
0.0% |
80.270 |
| High |
80.285 |
80.435 |
0.150 |
0.2% |
80.450 |
| Low |
80.125 |
80.150 |
0.025 |
0.0% |
79.900 |
| Close |
80.249 |
80.372 |
0.123 |
0.2% |
80.335 |
| Range |
0.160 |
0.285 |
0.125 |
78.1% |
0.550 |
| ATR |
0.336 |
0.333 |
-0.004 |
-1.1% |
0.000 |
| Volume |
10,636 |
15,827 |
5,191 |
48.8% |
76,130 |
|
| Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.174 |
81.058 |
80.529 |
|
| R3 |
80.889 |
80.773 |
80.450 |
|
| R2 |
80.604 |
80.604 |
80.424 |
|
| R1 |
80.488 |
80.488 |
80.398 |
80.546 |
| PP |
80.319 |
80.319 |
80.319 |
80.348 |
| S1 |
80.203 |
80.203 |
80.346 |
80.261 |
| S2 |
80.034 |
80.034 |
80.320 |
|
| S3 |
79.749 |
79.918 |
80.294 |
|
| S4 |
79.464 |
79.633 |
80.215 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.878 |
81.657 |
80.638 |
|
| R3 |
81.328 |
81.107 |
80.486 |
|
| R2 |
80.778 |
80.778 |
80.436 |
|
| R1 |
80.557 |
80.557 |
80.385 |
80.668 |
| PP |
80.228 |
80.228 |
80.228 |
80.284 |
| S1 |
80.007 |
80.007 |
80.285 |
80.118 |
| S2 |
79.678 |
79.678 |
80.234 |
|
| S3 |
79.128 |
79.457 |
80.184 |
|
| S4 |
78.578 |
78.907 |
80.033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.575 |
80.100 |
0.475 |
0.6% |
0.270 |
0.3% |
57% |
False |
False |
15,169 |
| 10 |
80.575 |
79.900 |
0.675 |
0.8% |
0.319 |
0.4% |
70% |
False |
False |
17,195 |
| 20 |
80.575 |
79.375 |
1.200 |
1.5% |
0.354 |
0.4% |
83% |
False |
False |
17,748 |
| 40 |
81.485 |
79.375 |
2.110 |
2.6% |
0.333 |
0.4% |
47% |
False |
False |
9,267 |
| 60 |
81.650 |
79.375 |
2.275 |
2.8% |
0.327 |
0.4% |
44% |
False |
False |
6,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.646 |
|
2.618 |
81.181 |
|
1.618 |
80.896 |
|
1.000 |
80.720 |
|
0.618 |
80.611 |
|
HIGH |
80.435 |
|
0.618 |
80.326 |
|
0.500 |
80.293 |
|
0.382 |
80.259 |
|
LOW |
80.150 |
|
0.618 |
79.974 |
|
1.000 |
79.865 |
|
1.618 |
79.689 |
|
2.618 |
79.404 |
|
4.250 |
78.939 |
|
|
| Fisher Pivots for day following 02-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.346 |
80.363 |
| PP |
80.319 |
80.354 |
| S1 |
80.293 |
80.345 |
|