ICE US Dollar Index Future June 2014
| Trading Metrics calculated at close of trading on 13-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
| Open |
79.915 |
79.955 |
0.040 |
0.1% |
79.560 |
| High |
79.970 |
80.285 |
0.315 |
0.4% |
79.970 |
| Low |
79.840 |
79.920 |
0.080 |
0.1% |
78.930 |
| Close |
79.965 |
80.213 |
0.248 |
0.3% |
79.961 |
| Range |
0.130 |
0.365 |
0.235 |
180.8% |
1.040 |
| ATR |
0.313 |
0.316 |
0.004 |
1.2% |
0.000 |
| Volume |
12,496 |
26,797 |
14,301 |
114.4% |
123,711 |
|
| Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.234 |
81.089 |
80.414 |
|
| R3 |
80.869 |
80.724 |
80.313 |
|
| R2 |
80.504 |
80.504 |
80.280 |
|
| R1 |
80.359 |
80.359 |
80.246 |
80.432 |
| PP |
80.139 |
80.139 |
80.139 |
80.176 |
| S1 |
79.994 |
79.994 |
80.180 |
80.067 |
| S2 |
79.774 |
79.774 |
80.146 |
|
| S3 |
79.409 |
79.629 |
80.113 |
|
| S4 |
79.044 |
79.264 |
80.012 |
|
|
| 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 |
80.285 |
78.930 |
1.355 |
1.7% |
0.349 |
0.4% |
95% |
True |
False |
25,468 |
| 10 |
80.285 |
78.930 |
1.355 |
1.7% |
0.337 |
0.4% |
95% |
True |
False |
21,594 |
| 20 |
80.285 |
78.930 |
1.355 |
1.7% |
0.286 |
0.4% |
95% |
True |
False |
16,005 |
| 40 |
80.770 |
78.930 |
1.840 |
2.3% |
0.316 |
0.4% |
70% |
False |
False |
17,546 |
| 60 |
80.770 |
78.930 |
1.840 |
2.3% |
0.321 |
0.4% |
70% |
False |
False |
14,256 |
| 80 |
81.650 |
78.930 |
2.720 |
3.4% |
0.322 |
0.4% |
47% |
False |
False |
10,744 |
| 100 |
81.650 |
78.930 |
2.720 |
3.4% |
0.308 |
0.4% |
47% |
False |
False |
8,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.836 |
|
2.618 |
81.241 |
|
1.618 |
80.876 |
|
1.000 |
80.650 |
|
0.618 |
80.511 |
|
HIGH |
80.285 |
|
0.618 |
80.146 |
|
0.500 |
80.103 |
|
0.382 |
80.059 |
|
LOW |
79.920 |
|
0.618 |
79.694 |
|
1.000 |
79.555 |
|
1.618 |
79.329 |
|
2.618 |
78.964 |
|
4.250 |
78.369 |
|
|
| Fisher Pivots for day following 13-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.176 |
80.100 |
| PP |
80.139 |
79.986 |
| S1 |
80.103 |
79.873 |
|