ICE US Dollar Index Future September 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 |
80.795 |
80.500 |
-0.295 |
-0.4% |
80.570 |
| High |
81.170 |
80.665 |
-0.505 |
-0.6% |
81.170 |
| Low |
80.470 |
80.375 |
-0.095 |
-0.1% |
80.375 |
| Close |
80.513 |
80.530 |
0.017 |
0.0% |
80.530 |
| Range |
0.700 |
0.290 |
-0.410 |
-58.6% |
0.795 |
| ATR |
0.274 |
0.275 |
0.001 |
0.4% |
0.000 |
| Volume |
3,953 |
3,049 |
-904 |
-22.9% |
10,191 |
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.393 |
81.252 |
80.690 |
|
| R3 |
81.103 |
80.962 |
80.610 |
|
| R2 |
80.813 |
80.813 |
80.583 |
|
| R1 |
80.672 |
80.672 |
80.557 |
80.743 |
| PP |
80.523 |
80.523 |
80.523 |
80.559 |
| S1 |
80.382 |
80.382 |
80.503 |
80.453 |
| S2 |
80.233 |
80.233 |
80.477 |
|
| S3 |
79.943 |
80.092 |
80.450 |
|
| S4 |
79.653 |
79.802 |
80.371 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.077 |
82.598 |
80.967 |
|
| R3 |
82.282 |
81.803 |
80.749 |
|
| R2 |
81.487 |
81.487 |
80.676 |
|
| R1 |
81.008 |
81.008 |
80.603 |
80.850 |
| PP |
80.692 |
80.692 |
80.692 |
80.613 |
| S1 |
80.213 |
80.213 |
80.457 |
80.055 |
| S2 |
79.897 |
79.897 |
80.384 |
|
| S3 |
79.102 |
79.418 |
80.311 |
|
| S4 |
78.307 |
78.623 |
80.093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.170 |
80.375 |
0.795 |
1.0% |
0.330 |
0.4% |
19% |
False |
True |
2,038 |
| 10 |
81.170 |
80.355 |
0.815 |
1.0% |
0.274 |
0.3% |
21% |
False |
False |
1,216 |
| 20 |
81.170 |
79.600 |
1.570 |
1.9% |
0.264 |
0.3% |
59% |
False |
False |
824 |
| 40 |
81.170 |
79.055 |
2.115 |
2.6% |
0.247 |
0.3% |
70% |
False |
False |
479 |
| 60 |
81.170 |
79.055 |
2.115 |
2.6% |
0.245 |
0.3% |
70% |
False |
False |
336 |
| 80 |
81.170 |
79.055 |
2.115 |
2.6% |
0.215 |
0.3% |
70% |
False |
False |
254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.898 |
|
2.618 |
81.424 |
|
1.618 |
81.134 |
|
1.000 |
80.955 |
|
0.618 |
80.844 |
|
HIGH |
80.665 |
|
0.618 |
80.554 |
|
0.500 |
80.520 |
|
0.382 |
80.486 |
|
LOW |
80.375 |
|
0.618 |
80.196 |
|
1.000 |
80.085 |
|
1.618 |
79.906 |
|
2.618 |
79.616 |
|
4.250 |
79.143 |
|
|
| Fisher Pivots for day following 06-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.527 |
80.773 |
| PP |
80.523 |
80.692 |
| S1 |
80.520 |
80.611 |
|