ICE US Dollar Index Future June 2014
| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
80.600 |
80.685 |
0.085 |
0.1% |
80.335 |
| High |
80.715 |
81.065 |
0.350 |
0.4% |
80.630 |
| Low |
80.510 |
80.345 |
-0.165 |
-0.2% |
80.225 |
| Close |
80.706 |
80.403 |
-0.303 |
-0.4% |
80.404 |
| Range |
0.205 |
0.720 |
0.515 |
251.2% |
0.405 |
| ATR |
0.266 |
0.298 |
0.032 |
12.2% |
0.000 |
| Volume |
13,360 |
53,912 |
40,552 |
303.5% |
48,899 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.764 |
82.304 |
80.799 |
|
| R3 |
82.044 |
81.584 |
80.601 |
|
| R2 |
81.324 |
81.324 |
80.535 |
|
| R1 |
80.864 |
80.864 |
80.469 |
80.734 |
| PP |
80.604 |
80.604 |
80.604 |
80.540 |
| S1 |
80.144 |
80.144 |
80.337 |
80.014 |
| S2 |
79.884 |
79.884 |
80.271 |
|
| S3 |
79.164 |
79.424 |
80.205 |
|
| S4 |
78.444 |
78.704 |
80.007 |
|
|
| 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 |
81.065 |
80.345 |
0.720 |
0.9% |
0.337 |
0.4% |
8% |
True |
True |
22,435 |
| 10 |
81.065 |
80.125 |
0.940 |
1.2% |
0.286 |
0.4% |
30% |
True |
False |
17,282 |
| 20 |
81.065 |
78.930 |
2.135 |
2.7% |
0.293 |
0.4% |
69% |
True |
False |
18,527 |
| 40 |
81.065 |
78.930 |
2.135 |
2.7% |
0.279 |
0.3% |
69% |
True |
False |
16,148 |
| 60 |
81.065 |
78.930 |
2.135 |
2.7% |
0.306 |
0.4% |
69% |
True |
False |
17,865 |
| 80 |
81.090 |
78.930 |
2.160 |
2.7% |
0.309 |
0.4% |
68% |
False |
False |
13,960 |
| 100 |
81.650 |
78.930 |
2.720 |
3.4% |
0.311 |
0.4% |
54% |
False |
False |
11,195 |
| 120 |
81.650 |
78.930 |
2.720 |
3.4% |
0.297 |
0.4% |
54% |
False |
False |
9,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.125 |
|
2.618 |
82.950 |
|
1.618 |
82.230 |
|
1.000 |
81.785 |
|
0.618 |
81.510 |
|
HIGH |
81.065 |
|
0.618 |
80.790 |
|
0.500 |
80.705 |
|
0.382 |
80.620 |
|
LOW |
80.345 |
|
0.618 |
79.900 |
|
1.000 |
79.625 |
|
1.618 |
79.180 |
|
2.618 |
78.460 |
|
4.250 |
77.285 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.705 |
80.705 |
| PP |
80.604 |
80.604 |
| S1 |
80.504 |
80.504 |
|