ICE US Dollar Index Future June 2014
| Trading Metrics calculated at close of trading on 04-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
80.690 |
80.600 |
-0.090 |
-0.1% |
80.335 |
| High |
80.715 |
80.715 |
0.000 |
0.0% |
80.630 |
| Low |
80.475 |
80.510 |
0.035 |
0.0% |
80.225 |
| Close |
80.593 |
80.706 |
0.113 |
0.1% |
80.404 |
| Range |
0.240 |
0.205 |
-0.035 |
-14.6% |
0.405 |
| ATR |
0.271 |
0.266 |
-0.005 |
-1.7% |
0.000 |
| Volume |
13,456 |
13,360 |
-96 |
-0.7% |
48,899 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.259 |
81.187 |
80.819 |
|
| R3 |
81.054 |
80.982 |
80.762 |
|
| R2 |
80.849 |
80.849 |
80.744 |
|
| R1 |
80.777 |
80.777 |
80.725 |
80.813 |
| PP |
80.644 |
80.644 |
80.644 |
80.662 |
| S1 |
80.572 |
80.572 |
80.687 |
80.608 |
| S2 |
80.439 |
80.439 |
80.668 |
|
| S3 |
80.234 |
80.367 |
80.650 |
|
| S4 |
80.029 |
80.162 |
80.593 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.635 |
81.424 |
80.627 |
|
| R3 |
81.230 |
81.019 |
80.515 |
|
| R2 |
80.825 |
80.825 |
80.478 |
|
| R1 |
80.614 |
80.614 |
80.441 |
80.720 |
| PP |
80.420 |
80.420 |
80.420 |
80.472 |
| S1 |
80.209 |
80.209 |
80.367 |
80.315 |
| S2 |
80.015 |
80.015 |
80.330 |
|
| S3 |
79.610 |
79.804 |
80.293 |
|
| S4 |
79.205 |
79.399 |
80.181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.730 |
80.350 |
0.380 |
0.5% |
0.235 |
0.3% |
94% |
False |
False |
14,125 |
| 10 |
80.730 |
79.940 |
0.790 |
1.0% |
0.257 |
0.3% |
97% |
False |
False |
13,680 |
| 20 |
80.730 |
78.930 |
1.800 |
2.2% |
0.265 |
0.3% |
99% |
False |
False |
16,654 |
| 40 |
80.730 |
78.930 |
1.800 |
2.2% |
0.275 |
0.3% |
99% |
False |
False |
15,449 |
| 60 |
80.770 |
78.930 |
1.840 |
2.3% |
0.298 |
0.4% |
97% |
False |
False |
17,149 |
| 80 |
81.090 |
78.930 |
2.160 |
2.7% |
0.303 |
0.4% |
82% |
False |
False |
13,290 |
| 100 |
81.650 |
78.930 |
2.720 |
3.4% |
0.305 |
0.4% |
65% |
False |
False |
10,657 |
| 120 |
81.650 |
78.930 |
2.720 |
3.4% |
0.292 |
0.4% |
65% |
False |
False |
8,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.586 |
|
2.618 |
81.252 |
|
1.618 |
81.047 |
|
1.000 |
80.920 |
|
0.618 |
80.842 |
|
HIGH |
80.715 |
|
0.618 |
80.637 |
|
0.500 |
80.613 |
|
0.382 |
80.588 |
|
LOW |
80.510 |
|
0.618 |
80.383 |
|
1.000 |
80.305 |
|
1.618 |
80.178 |
|
2.618 |
79.973 |
|
4.250 |
79.639 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.675 |
80.660 |
| PP |
80.644 |
80.614 |
| S1 |
80.613 |
80.568 |
|