ICE US Dollar Index Future September 2014
| Trading Metrics calculated at close of trading on 03-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
80.570 |
80.765 |
0.195 |
0.2% |
80.430 |
| High |
80.830 |
80.790 |
-0.040 |
0.0% |
80.745 |
| Low |
80.565 |
80.590 |
0.025 |
0.0% |
80.355 |
| Close |
80.798 |
80.708 |
-0.090 |
-0.1% |
80.517 |
| Range |
0.265 |
0.200 |
-0.065 |
-24.5% |
0.390 |
| ATR |
0.248 |
0.245 |
-0.003 |
-1.1% |
0.000 |
| Volume |
1,014 |
884 |
-130 |
-12.8% |
1,814 |
|
| Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.296 |
81.202 |
80.818 |
|
| R3 |
81.096 |
81.002 |
80.763 |
|
| R2 |
80.896 |
80.896 |
80.745 |
|
| R1 |
80.802 |
80.802 |
80.726 |
80.749 |
| PP |
80.696 |
80.696 |
80.696 |
80.670 |
| S1 |
80.602 |
80.602 |
80.690 |
80.549 |
| S2 |
80.496 |
80.496 |
80.671 |
|
| S3 |
80.296 |
80.402 |
80.653 |
|
| S4 |
80.096 |
80.202 |
80.598 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.709 |
81.503 |
80.732 |
|
| R3 |
81.319 |
81.113 |
80.624 |
|
| R2 |
80.929 |
80.929 |
80.589 |
|
| R1 |
80.723 |
80.723 |
80.553 |
80.826 |
| PP |
80.539 |
80.539 |
80.539 |
80.591 |
| S1 |
80.333 |
80.333 |
80.481 |
80.436 |
| S2 |
80.149 |
80.149 |
80.446 |
|
| S3 |
79.759 |
79.943 |
80.410 |
|
| S4 |
79.369 |
79.553 |
80.303 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.830 |
80.480 |
0.350 |
0.4% |
0.217 |
0.3% |
65% |
False |
False |
707 |
| 10 |
80.830 |
80.065 |
0.765 |
0.9% |
0.224 |
0.3% |
84% |
False |
False |
449 |
| 20 |
80.830 |
79.055 |
1.775 |
2.2% |
0.262 |
0.3% |
93% |
False |
False |
458 |
| 40 |
80.830 |
79.055 |
1.775 |
2.2% |
0.245 |
0.3% |
93% |
False |
False |
282 |
| 60 |
80.880 |
79.055 |
1.825 |
2.3% |
0.232 |
0.3% |
91% |
False |
False |
199 |
| 80 |
81.220 |
79.055 |
2.165 |
2.7% |
0.200 |
0.2% |
76% |
False |
False |
150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.640 |
|
2.618 |
81.314 |
|
1.618 |
81.114 |
|
1.000 |
80.990 |
|
0.618 |
80.914 |
|
HIGH |
80.790 |
|
0.618 |
80.714 |
|
0.500 |
80.690 |
|
0.382 |
80.666 |
|
LOW |
80.590 |
|
0.618 |
80.466 |
|
1.000 |
80.390 |
|
1.618 |
80.266 |
|
2.618 |
80.066 |
|
4.250 |
79.740 |
|
|
| Fisher Pivots for day following 03-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.702 |
80.690 |
| PP |
80.696 |
80.673 |
| S1 |
80.690 |
80.655 |
|