ICE US Dollar Index Future September 2014
| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
80.930 |
80.880 |
-0.050 |
-0.1% |
80.570 |
| High |
81.010 |
80.940 |
-0.070 |
-0.1% |
81.170 |
| Low |
80.785 |
80.635 |
-0.150 |
-0.2% |
80.375 |
| Close |
80.903 |
80.680 |
-0.223 |
-0.3% |
80.530 |
| Range |
0.225 |
0.305 |
0.080 |
35.6% |
0.795 |
| ATR |
0.280 |
0.282 |
0.002 |
0.6% |
0.000 |
| Volume |
17,975 |
27,267 |
9,292 |
51.7% |
10,191 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.667 |
81.478 |
80.848 |
|
| R3 |
81.362 |
81.173 |
80.764 |
|
| R2 |
81.057 |
81.057 |
80.736 |
|
| R1 |
80.868 |
80.868 |
80.708 |
80.810 |
| PP |
80.752 |
80.752 |
80.752 |
80.723 |
| S1 |
80.563 |
80.563 |
80.652 |
80.505 |
| S2 |
80.447 |
80.447 |
80.624 |
|
| S3 |
80.142 |
80.258 |
80.596 |
|
| S4 |
79.837 |
79.953 |
80.512 |
|
|
| 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 |
81.010 |
80.375 |
0.635 |
0.8% |
0.302 |
0.4% |
48% |
False |
False |
13,268 |
| 10 |
81.170 |
80.375 |
0.795 |
1.0% |
0.305 |
0.4% |
38% |
False |
False |
7,400 |
| 20 |
81.170 |
80.065 |
1.105 |
1.4% |
0.267 |
0.3% |
56% |
False |
False |
3,886 |
| 40 |
81.170 |
79.055 |
2.115 |
2.6% |
0.255 |
0.3% |
77% |
False |
False |
2,052 |
| 60 |
81.170 |
79.055 |
2.115 |
2.6% |
0.254 |
0.3% |
77% |
False |
False |
1,388 |
| 80 |
81.170 |
79.055 |
2.115 |
2.6% |
0.226 |
0.3% |
77% |
False |
False |
1,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.236 |
|
2.618 |
81.738 |
|
1.618 |
81.433 |
|
1.000 |
81.245 |
|
0.618 |
81.128 |
|
HIGH |
80.940 |
|
0.618 |
80.823 |
|
0.500 |
80.788 |
|
0.382 |
80.752 |
|
LOW |
80.635 |
|
0.618 |
80.447 |
|
1.000 |
80.330 |
|
1.618 |
80.142 |
|
2.618 |
79.837 |
|
4.250 |
79.339 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.788 |
80.823 |
| PP |
80.752 |
80.775 |
| S1 |
80.716 |
80.728 |
|