ICE US Dollar Index Future June 2014
| Trading Metrics calculated at close of trading on 08-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
| Open |
79.165 |
79.270 |
0.105 |
0.1% |
79.805 |
| High |
79.290 |
79.505 |
0.215 |
0.3% |
80.020 |
| Low |
79.125 |
78.930 |
-0.195 |
-0.2% |
79.480 |
| Close |
79.243 |
79.402 |
0.159 |
0.2% |
79.563 |
| Range |
0.165 |
0.575 |
0.410 |
248.5% |
0.540 |
| ATR |
0.288 |
0.308 |
0.021 |
7.1% |
0.000 |
| Volume |
16,460 |
44,183 |
27,723 |
168.4% |
74,862 |
|
| Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.004 |
80.778 |
79.718 |
|
| R3 |
80.429 |
80.203 |
79.560 |
|
| R2 |
79.854 |
79.854 |
79.507 |
|
| R1 |
79.628 |
79.628 |
79.455 |
79.741 |
| PP |
79.279 |
79.279 |
79.279 |
79.336 |
| S1 |
79.053 |
79.053 |
79.349 |
79.166 |
| S2 |
78.704 |
78.704 |
79.297 |
|
| S3 |
78.129 |
78.478 |
79.244 |
|
| S4 |
77.554 |
77.903 |
79.086 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.308 |
80.975 |
79.860 |
|
| R3 |
80.768 |
80.435 |
79.712 |
|
| R2 |
80.228 |
80.228 |
79.662 |
|
| R1 |
79.895 |
79.895 |
79.613 |
79.792 |
| PP |
79.688 |
79.688 |
79.688 |
79.636 |
| S1 |
79.355 |
79.355 |
79.514 |
79.252 |
| S2 |
79.148 |
79.148 |
79.464 |
|
| S3 |
78.608 |
78.815 |
79.415 |
|
| S4 |
78.068 |
78.275 |
79.266 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.935 |
78.930 |
1.005 |
1.3% |
0.346 |
0.4% |
47% |
False |
True |
24,012 |
| 10 |
80.020 |
78.930 |
1.090 |
1.4% |
0.307 |
0.4% |
43% |
False |
True |
17,975 |
| 20 |
80.065 |
78.930 |
1.135 |
1.4% |
0.273 |
0.3% |
42% |
False |
True |
14,963 |
| 40 |
80.770 |
78.930 |
1.840 |
2.3% |
0.319 |
0.4% |
26% |
False |
True |
17,997 |
| 60 |
80.880 |
78.930 |
1.950 |
2.5% |
0.319 |
0.4% |
24% |
False |
True |
13,170 |
| 80 |
81.650 |
78.930 |
2.720 |
3.4% |
0.318 |
0.4% |
17% |
False |
True |
9,911 |
| 100 |
81.650 |
78.930 |
2.720 |
3.4% |
0.301 |
0.4% |
17% |
False |
True |
7,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.949 |
|
2.618 |
81.010 |
|
1.618 |
80.435 |
|
1.000 |
80.080 |
|
0.618 |
79.860 |
|
HIGH |
79.505 |
|
0.618 |
79.285 |
|
0.500 |
79.218 |
|
0.382 |
79.150 |
|
LOW |
78.930 |
|
0.618 |
78.575 |
|
1.000 |
78.355 |
|
1.618 |
78.000 |
|
2.618 |
77.425 |
|
4.250 |
76.486 |
|
|
| Fisher Pivots for day following 08-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
79.341 |
79.351 |
| PP |
79.279 |
79.299 |
| S1 |
79.218 |
79.248 |
|