ICE US Dollar Index Future June 2014
| Trading Metrics calculated at close of trading on 12-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
| Open |
79.460 |
79.915 |
0.455 |
0.6% |
79.560 |
| High |
79.970 |
79.970 |
0.000 |
0.0% |
79.970 |
| Low |
79.460 |
79.840 |
0.380 |
0.5% |
78.930 |
| Close |
79.961 |
79.965 |
0.004 |
0.0% |
79.961 |
| Range |
0.510 |
0.130 |
-0.380 |
-74.5% |
1.040 |
| ATR |
0.327 |
0.313 |
-0.014 |
-4.3% |
0.000 |
| Volume |
27,408 |
12,496 |
-14,912 |
-54.4% |
123,711 |
|
| Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.315 |
80.270 |
80.037 |
|
| R3 |
80.185 |
80.140 |
80.001 |
|
| R2 |
80.055 |
80.055 |
79.989 |
|
| R1 |
80.010 |
80.010 |
79.977 |
80.033 |
| PP |
79.925 |
79.925 |
79.925 |
79.936 |
| S1 |
79.880 |
79.880 |
79.953 |
79.903 |
| S2 |
79.795 |
79.795 |
79.941 |
|
| S3 |
79.665 |
79.750 |
79.929 |
|
| S4 |
79.535 |
79.620 |
79.894 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.740 |
82.391 |
80.533 |
|
| R3 |
81.700 |
81.351 |
80.247 |
|
| R2 |
80.660 |
80.660 |
80.152 |
|
| R1 |
80.311 |
80.311 |
80.056 |
80.486 |
| PP |
79.620 |
79.620 |
79.620 |
79.708 |
| S1 |
79.271 |
79.271 |
79.866 |
79.446 |
| S2 |
78.580 |
78.580 |
79.770 |
|
| S3 |
77.540 |
78.231 |
79.675 |
|
| S4 |
76.500 |
77.191 |
79.389 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.970 |
78.930 |
1.040 |
1.3% |
0.371 |
0.5% |
100% |
True |
False |
25,616 |
| 10 |
80.020 |
78.930 |
1.090 |
1.4% |
0.327 |
0.4% |
95% |
False |
False |
19,947 |
| 20 |
80.065 |
78.930 |
1.135 |
1.4% |
0.282 |
0.4% |
91% |
False |
False |
15,191 |
| 40 |
80.770 |
78.930 |
1.840 |
2.3% |
0.314 |
0.4% |
56% |
False |
False |
17,223 |
| 60 |
80.770 |
78.930 |
1.840 |
2.3% |
0.318 |
0.4% |
56% |
False |
False |
13,812 |
| 80 |
81.650 |
78.930 |
2.720 |
3.4% |
0.320 |
0.4% |
38% |
False |
False |
10,410 |
| 100 |
81.650 |
78.930 |
2.720 |
3.4% |
0.307 |
0.4% |
38% |
False |
False |
8,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.523 |
|
2.618 |
80.310 |
|
1.618 |
80.180 |
|
1.000 |
80.100 |
|
0.618 |
80.050 |
|
HIGH |
79.970 |
|
0.618 |
79.920 |
|
0.500 |
79.905 |
|
0.382 |
79.890 |
|
LOW |
79.840 |
|
0.618 |
79.760 |
|
1.000 |
79.710 |
|
1.618 |
79.630 |
|
2.618 |
79.500 |
|
4.250 |
79.288 |
|
|
| Fisher Pivots for day following 12-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
79.945 |
79.793 |
| PP |
79.925 |
79.622 |
| S1 |
79.905 |
79.450 |
|