ICE US Dollar Index Future September 2014
| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
80.750 |
80.930 |
0.180 |
0.2% |
80.570 |
| High |
80.985 |
81.010 |
0.025 |
0.0% |
81.170 |
| Low |
80.675 |
80.785 |
0.110 |
0.1% |
80.375 |
| Close |
80.940 |
80.903 |
-0.037 |
0.0% |
80.530 |
| Range |
0.310 |
0.225 |
-0.085 |
-27.4% |
0.795 |
| ATR |
0.285 |
0.280 |
-0.004 |
-1.5% |
0.000 |
| Volume |
11,759 |
17,975 |
6,216 |
52.9% |
10,191 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.574 |
81.464 |
81.027 |
|
| R3 |
81.349 |
81.239 |
80.965 |
|
| R2 |
81.124 |
81.124 |
80.944 |
|
| R1 |
81.014 |
81.014 |
80.924 |
80.957 |
| PP |
80.899 |
80.899 |
80.899 |
80.871 |
| S1 |
80.789 |
80.789 |
80.882 |
80.732 |
| S2 |
80.674 |
80.674 |
80.862 |
|
| S3 |
80.449 |
80.564 |
80.841 |
|
| S4 |
80.224 |
80.339 |
80.779 |
|
|
| 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% |
0.381 |
0.5% |
66% |
False |
False |
8,606 |
| 10 |
81.170 |
80.375 |
0.795 |
1.0% |
0.294 |
0.4% |
66% |
False |
False |
4,722 |
| 20 |
81.170 |
80.065 |
1.105 |
1.4% |
0.257 |
0.3% |
76% |
False |
False |
2,568 |
| 40 |
81.170 |
79.055 |
2.115 |
2.6% |
0.251 |
0.3% |
87% |
False |
False |
1,373 |
| 60 |
81.170 |
79.055 |
2.115 |
2.6% |
0.250 |
0.3% |
87% |
False |
False |
933 |
| 80 |
81.170 |
79.055 |
2.115 |
2.6% |
0.223 |
0.3% |
87% |
False |
False |
704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.966 |
|
2.618 |
81.599 |
|
1.618 |
81.374 |
|
1.000 |
81.235 |
|
0.618 |
81.149 |
|
HIGH |
81.010 |
|
0.618 |
80.924 |
|
0.500 |
80.898 |
|
0.382 |
80.871 |
|
LOW |
80.785 |
|
0.618 |
80.646 |
|
1.000 |
80.560 |
|
1.618 |
80.421 |
|
2.618 |
80.196 |
|
4.250 |
79.829 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.901 |
80.841 |
| PP |
80.899 |
80.779 |
| S1 |
80.898 |
80.718 |
|