ICE US Dollar Index Future June 2014
| Trading Metrics calculated at close of trading on 28-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
| Open |
80.335 |
80.400 |
0.065 |
0.1% |
80.110 |
| High |
80.520 |
80.630 |
0.110 |
0.1% |
80.490 |
| Low |
80.225 |
80.380 |
0.155 |
0.2% |
79.935 |
| Close |
80.405 |
80.620 |
0.215 |
0.3% |
80.450 |
| Range |
0.295 |
0.250 |
-0.045 |
-15.3% |
0.555 |
| ATR |
0.281 |
0.279 |
-0.002 |
-0.8% |
0.000 |
| Volume |
12,488 |
13,972 |
1,484 |
11.9% |
58,164 |
|
| Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.293 |
81.207 |
80.758 |
|
| R3 |
81.043 |
80.957 |
80.689 |
|
| R2 |
80.793 |
80.793 |
80.666 |
|
| R1 |
80.707 |
80.707 |
80.643 |
80.750 |
| PP |
80.543 |
80.543 |
80.543 |
80.565 |
| S1 |
80.457 |
80.457 |
80.597 |
80.500 |
| S2 |
80.293 |
80.293 |
80.574 |
|
| S3 |
80.043 |
80.207 |
80.551 |
|
| S4 |
79.793 |
79.957 |
80.483 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.957 |
81.758 |
80.755 |
|
| R3 |
81.402 |
81.203 |
80.603 |
|
| R2 |
80.847 |
80.847 |
80.552 |
|
| R1 |
80.648 |
80.648 |
80.501 |
80.748 |
| PP |
80.292 |
80.292 |
80.292 |
80.341 |
| S1 |
80.093 |
80.093 |
80.399 |
80.193 |
| S2 |
79.737 |
79.737 |
80.348 |
|
| S3 |
79.182 |
79.538 |
80.297 |
|
| S4 |
78.627 |
78.983 |
80.145 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.630 |
79.940 |
0.690 |
0.9% |
0.278 |
0.3% |
99% |
True |
False |
13,235 |
| 10 |
80.630 |
79.935 |
0.695 |
0.9% |
0.239 |
0.3% |
99% |
True |
False |
13,512 |
| 20 |
80.630 |
78.930 |
1.700 |
2.1% |
0.288 |
0.4% |
99% |
True |
False |
17,553 |
| 40 |
80.770 |
78.930 |
1.840 |
2.3% |
0.282 |
0.3% |
92% |
False |
False |
16,224 |
| 60 |
80.770 |
78.930 |
1.840 |
2.3% |
0.306 |
0.4% |
92% |
False |
False |
16,328 |
| 80 |
81.530 |
78.930 |
2.600 |
3.2% |
0.309 |
0.4% |
65% |
False |
False |
12,418 |
| 100 |
81.650 |
78.930 |
2.720 |
3.4% |
0.309 |
0.4% |
62% |
False |
False |
9,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.693 |
|
2.618 |
81.285 |
|
1.618 |
81.035 |
|
1.000 |
80.880 |
|
0.618 |
80.785 |
|
HIGH |
80.630 |
|
0.618 |
80.535 |
|
0.500 |
80.505 |
|
0.382 |
80.476 |
|
LOW |
80.380 |
|
0.618 |
80.226 |
|
1.000 |
80.130 |
|
1.618 |
79.976 |
|
2.618 |
79.726 |
|
4.250 |
79.318 |
|
|
| Fisher Pivots for day following 28-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.582 |
80.556 |
| PP |
80.543 |
80.492 |
| S1 |
80.505 |
80.428 |
|