ICE US Dollar Index Future June 2014
| Trading Metrics calculated at close of trading on 06-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
80.685 |
80.400 |
-0.285 |
-0.4% |
80.405 |
| High |
81.065 |
80.555 |
-0.510 |
-0.6% |
81.065 |
| Low |
80.345 |
80.265 |
-0.080 |
-0.1% |
80.265 |
| Close |
80.403 |
80.427 |
0.024 |
0.0% |
80.427 |
| Range |
0.720 |
0.290 |
-0.430 |
-59.7% |
0.800 |
| ATR |
0.298 |
0.298 |
-0.001 |
-0.2% |
0.000 |
| Volume |
53,912 |
26,061 |
-27,851 |
-51.7% |
128,163 |
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.286 |
81.146 |
80.587 |
|
| R3 |
80.996 |
80.856 |
80.507 |
|
| R2 |
80.706 |
80.706 |
80.480 |
|
| R1 |
80.566 |
80.566 |
80.454 |
80.636 |
| PP |
80.416 |
80.416 |
80.416 |
80.451 |
| S1 |
80.276 |
80.276 |
80.400 |
80.346 |
| S2 |
80.126 |
80.126 |
80.374 |
|
| S3 |
79.836 |
79.986 |
80.347 |
|
| S4 |
79.546 |
79.696 |
80.268 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.986 |
82.506 |
80.867 |
|
| R3 |
82.186 |
81.706 |
80.647 |
|
| R2 |
81.386 |
81.386 |
80.574 |
|
| R1 |
80.906 |
80.906 |
80.500 |
81.146 |
| PP |
80.586 |
80.586 |
80.586 |
80.706 |
| S1 |
80.106 |
80.106 |
80.354 |
80.346 |
| S2 |
79.786 |
79.786 |
80.280 |
|
| S3 |
78.986 |
79.306 |
80.207 |
|
| S4 |
78.186 |
78.506 |
79.987 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.065 |
80.265 |
0.800 |
1.0% |
0.356 |
0.4% |
20% |
False |
True |
25,632 |
| 10 |
81.065 |
80.225 |
0.840 |
1.0% |
0.294 |
0.4% |
24% |
False |
False |
18,797 |
| 20 |
81.065 |
79.460 |
1.605 |
2.0% |
0.279 |
0.3% |
60% |
False |
False |
17,621 |
| 40 |
81.065 |
78.930 |
2.135 |
2.7% |
0.276 |
0.3% |
70% |
False |
False |
16,292 |
| 60 |
81.065 |
78.930 |
2.135 |
2.7% |
0.305 |
0.4% |
70% |
False |
False |
17,872 |
| 80 |
81.065 |
78.930 |
2.135 |
2.7% |
0.309 |
0.4% |
70% |
False |
False |
14,283 |
| 100 |
81.650 |
78.930 |
2.720 |
3.4% |
0.311 |
0.4% |
55% |
False |
False |
11,453 |
| 120 |
81.650 |
78.930 |
2.720 |
3.4% |
0.297 |
0.4% |
55% |
False |
False |
9,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.788 |
|
2.618 |
81.314 |
|
1.618 |
81.024 |
|
1.000 |
80.845 |
|
0.618 |
80.734 |
|
HIGH |
80.555 |
|
0.618 |
80.444 |
|
0.500 |
80.410 |
|
0.382 |
80.376 |
|
LOW |
80.265 |
|
0.618 |
80.086 |
|
1.000 |
79.975 |
|
1.618 |
79.796 |
|
2.618 |
79.506 |
|
4.250 |
79.033 |
|
|
| Fisher Pivots for day following 06-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.421 |
80.665 |
| PP |
80.416 |
80.586 |
| S1 |
80.410 |
80.506 |
|