ICE US Dollar Index Future June 2014
| Trading Metrics calculated at close of trading on 15-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
| Open |
80.170 |
80.115 |
-0.055 |
-0.1% |
79.560 |
| High |
80.185 |
80.405 |
0.220 |
0.3% |
79.970 |
| Low |
80.050 |
79.985 |
-0.065 |
-0.1% |
78.930 |
| Close |
80.135 |
80.064 |
-0.071 |
-0.1% |
79.961 |
| Range |
0.135 |
0.420 |
0.285 |
211.1% |
1.040 |
| ATR |
0.305 |
0.314 |
0.008 |
2.7% |
0.000 |
| Volume |
15,352 |
23,001 |
7,649 |
49.8% |
123,711 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.411 |
81.158 |
80.295 |
|
| R3 |
80.991 |
80.738 |
80.180 |
|
| R2 |
80.571 |
80.571 |
80.141 |
|
| R1 |
80.318 |
80.318 |
80.103 |
80.235 |
| PP |
80.151 |
80.151 |
80.151 |
80.110 |
| S1 |
79.898 |
79.898 |
80.026 |
79.815 |
| S2 |
79.731 |
79.731 |
79.987 |
|
| S3 |
79.311 |
79.478 |
79.949 |
|
| S4 |
78.891 |
79.058 |
79.833 |
|
|
| 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 |
80.405 |
79.460 |
0.945 |
1.2% |
0.312 |
0.4% |
64% |
True |
False |
21,010 |
| 10 |
80.405 |
78.930 |
1.475 |
1.8% |
0.329 |
0.4% |
77% |
True |
False |
22,511 |
| 20 |
80.405 |
78.930 |
1.475 |
1.8% |
0.290 |
0.4% |
77% |
True |
False |
16,828 |
| 40 |
80.770 |
78.930 |
1.840 |
2.3% |
0.305 |
0.4% |
62% |
False |
False |
17,442 |
| 60 |
80.770 |
78.930 |
1.840 |
2.3% |
0.321 |
0.4% |
62% |
False |
False |
14,865 |
| 80 |
81.610 |
78.930 |
2.680 |
3.3% |
0.323 |
0.4% |
42% |
False |
False |
11,221 |
| 100 |
81.650 |
78.930 |
2.720 |
3.4% |
0.308 |
0.4% |
42% |
False |
False |
8,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.190 |
|
2.618 |
81.505 |
|
1.618 |
81.085 |
|
1.000 |
80.825 |
|
0.618 |
80.665 |
|
HIGH |
80.405 |
|
0.618 |
80.245 |
|
0.500 |
80.195 |
|
0.382 |
80.145 |
|
LOW |
79.985 |
|
0.618 |
79.725 |
|
1.000 |
79.565 |
|
1.618 |
79.305 |
|
2.618 |
78.885 |
|
4.250 |
78.200 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.195 |
80.163 |
| PP |
80.151 |
80.130 |
| S1 |
80.108 |
80.097 |
|