ICE US Dollar Index Future June 2014
| Trading Metrics calculated at close of trading on 03-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
80.245 |
80.380 |
0.135 |
0.2% |
80.270 |
| High |
80.435 |
80.685 |
0.250 |
0.3% |
80.450 |
| Low |
80.150 |
80.240 |
0.090 |
0.1% |
79.900 |
| Close |
80.372 |
80.640 |
0.268 |
0.3% |
80.335 |
| Range |
0.285 |
0.445 |
0.160 |
56.1% |
0.550 |
| ATR |
0.333 |
0.341 |
0.008 |
2.4% |
0.000 |
| Volume |
15,827 |
40,190 |
24,363 |
153.9% |
76,130 |
|
| Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.857 |
81.693 |
80.885 |
|
| R3 |
81.412 |
81.248 |
80.762 |
|
| R2 |
80.967 |
80.967 |
80.722 |
|
| R1 |
80.803 |
80.803 |
80.681 |
80.885 |
| PP |
80.522 |
80.522 |
80.522 |
80.563 |
| S1 |
80.358 |
80.358 |
80.599 |
80.440 |
| S2 |
80.077 |
80.077 |
80.558 |
|
| S3 |
79.632 |
79.913 |
80.518 |
|
| S4 |
79.187 |
79.468 |
80.395 |
|
|
| 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 |
80.685 |
80.115 |
0.570 |
0.7% |
0.309 |
0.4% |
92% |
True |
False |
20,086 |
| 10 |
80.685 |
79.900 |
0.785 |
1.0% |
0.318 |
0.4% |
94% |
True |
False |
18,405 |
| 20 |
80.685 |
79.375 |
1.310 |
1.6% |
0.346 |
0.4% |
97% |
True |
False |
19,556 |
| 40 |
81.265 |
79.375 |
1.890 |
2.3% |
0.332 |
0.4% |
67% |
False |
False |
10,265 |
| 60 |
81.650 |
79.375 |
2.275 |
2.8% |
0.330 |
0.4% |
56% |
False |
False |
6,880 |
| 80 |
81.650 |
79.375 |
2.275 |
2.8% |
0.297 |
0.4% |
56% |
False |
False |
5,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.576 |
|
2.618 |
81.850 |
|
1.618 |
81.405 |
|
1.000 |
81.130 |
|
0.618 |
80.960 |
|
HIGH |
80.685 |
|
0.618 |
80.515 |
|
0.500 |
80.463 |
|
0.382 |
80.410 |
|
LOW |
80.240 |
|
0.618 |
79.965 |
|
1.000 |
79.795 |
|
1.618 |
79.520 |
|
2.618 |
79.075 |
|
4.250 |
78.349 |
|
|
| Fisher Pivots for day following 03-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.581 |
80.562 |
| PP |
80.522 |
80.483 |
| S1 |
80.463 |
80.405 |
|