ICE US Dollar Index Future September 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 |
80.580 |
80.750 |
0.170 |
0.2% |
80.570 |
| High |
80.805 |
80.985 |
0.180 |
0.2% |
81.170 |
| Low |
80.425 |
80.675 |
0.250 |
0.3% |
80.375 |
| Close |
80.777 |
80.940 |
0.163 |
0.2% |
80.530 |
| Range |
0.380 |
0.310 |
-0.070 |
-18.4% |
0.795 |
| ATR |
0.283 |
0.285 |
0.002 |
0.7% |
0.000 |
| Volume |
6,294 |
11,759 |
5,465 |
86.8% |
10,191 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.797 |
81.678 |
81.111 |
|
| R3 |
81.487 |
81.368 |
81.025 |
|
| R2 |
81.177 |
81.177 |
80.997 |
|
| R1 |
81.058 |
81.058 |
80.968 |
81.118 |
| PP |
80.867 |
80.867 |
80.867 |
80.896 |
| S1 |
80.748 |
80.748 |
80.912 |
80.808 |
| S2 |
80.557 |
80.557 |
80.883 |
|
| S3 |
80.247 |
80.438 |
80.855 |
|
| S4 |
79.937 |
80.128 |
80.770 |
|
|
| 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% |
0.375 |
0.5% |
71% |
False |
False |
5,269 |
| 10 |
81.170 |
80.375 |
0.795 |
1.0% |
0.296 |
0.4% |
71% |
False |
False |
2,988 |
| 20 |
81.170 |
80.030 |
1.140 |
1.4% |
0.262 |
0.3% |
80% |
False |
False |
1,689 |
| 40 |
81.170 |
79.055 |
2.115 |
2.6% |
0.250 |
0.3% |
89% |
False |
False |
924 |
| 60 |
81.170 |
79.055 |
2.115 |
2.6% |
0.249 |
0.3% |
89% |
False |
False |
634 |
| 80 |
81.170 |
79.055 |
2.115 |
2.6% |
0.220 |
0.3% |
89% |
False |
False |
479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.303 |
|
2.618 |
81.797 |
|
1.618 |
81.487 |
|
1.000 |
81.295 |
|
0.618 |
81.177 |
|
HIGH |
80.985 |
|
0.618 |
80.867 |
|
0.500 |
80.830 |
|
0.382 |
80.793 |
|
LOW |
80.675 |
|
0.618 |
80.483 |
|
1.000 |
80.365 |
|
1.618 |
80.173 |
|
2.618 |
79.863 |
|
4.250 |
79.358 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.903 |
80.853 |
| PP |
80.867 |
80.767 |
| S1 |
80.830 |
80.680 |
|