ICE US Dollar Index Future June 2014
| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
80.445 |
80.645 |
0.200 |
0.2% |
80.405 |
| High |
80.705 |
80.885 |
0.180 |
0.2% |
81.065 |
| Low |
80.330 |
80.575 |
0.245 |
0.3% |
80.265 |
| Close |
80.682 |
80.846 |
0.164 |
0.2% |
80.427 |
| Range |
0.375 |
0.310 |
-0.065 |
-17.3% |
0.800 |
| ATR |
0.303 |
0.304 |
0.000 |
0.2% |
0.000 |
| Volume |
17,921 |
19,333 |
1,412 |
7.9% |
128,163 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.699 |
81.582 |
81.017 |
|
| R3 |
81.389 |
81.272 |
80.931 |
|
| R2 |
81.079 |
81.079 |
80.903 |
|
| R1 |
80.962 |
80.962 |
80.874 |
81.021 |
| PP |
80.769 |
80.769 |
80.769 |
80.798 |
| S1 |
80.652 |
80.652 |
80.818 |
80.711 |
| S2 |
80.459 |
80.459 |
80.789 |
|
| S3 |
80.149 |
80.342 |
80.761 |
|
| S4 |
79.839 |
80.032 |
80.676 |
|
|
| 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% |
0.380 |
0.5% |
73% |
False |
False |
26,117 |
| 10 |
81.065 |
80.265 |
0.800 |
1.0% |
0.312 |
0.4% |
73% |
False |
False |
20,182 |
| 20 |
81.065 |
79.920 |
1.145 |
1.4% |
0.281 |
0.3% |
81% |
False |
False |
17,488 |
| 40 |
81.065 |
78.930 |
2.135 |
2.6% |
0.281 |
0.3% |
90% |
False |
False |
16,340 |
| 60 |
81.065 |
78.930 |
2.135 |
2.6% |
0.303 |
0.4% |
90% |
False |
False |
17,311 |
| 80 |
81.065 |
78.930 |
2.135 |
2.6% |
0.309 |
0.4% |
90% |
False |
False |
14,731 |
| 100 |
81.650 |
78.930 |
2.720 |
3.4% |
0.312 |
0.4% |
70% |
False |
False |
11,825 |
| 120 |
81.650 |
78.930 |
2.720 |
3.4% |
0.303 |
0.4% |
70% |
False |
False |
9,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.203 |
|
2.618 |
81.697 |
|
1.618 |
81.387 |
|
1.000 |
81.195 |
|
0.618 |
81.077 |
|
HIGH |
80.885 |
|
0.618 |
80.767 |
|
0.500 |
80.730 |
|
0.382 |
80.693 |
|
LOW |
80.575 |
|
0.618 |
80.383 |
|
1.000 |
80.265 |
|
1.618 |
80.073 |
|
2.618 |
79.763 |
|
4.250 |
79.258 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.807 |
80.756 |
| PP |
80.769 |
80.665 |
| S1 |
80.730 |
80.575 |
|