ICE US Dollar Index Future December 2014
| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
80.840 |
80.940 |
0.100 |
0.1% |
80.505 |
| High |
80.840 |
81.205 |
0.365 |
0.5% |
80.820 |
| Low |
80.835 |
80.660 |
-0.175 |
-0.2% |
80.505 |
| Close |
80.944 |
80.638 |
-0.306 |
-0.4% |
80.642 |
| Range |
0.005 |
0.545 |
0.540 |
10,800.0% |
0.315 |
| ATR |
0.169 |
0.196 |
0.027 |
15.9% |
0.000 |
| Volume |
5 |
2 |
-3 |
-60.0% |
10 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.469 |
82.099 |
80.938 |
|
| R3 |
81.924 |
81.554 |
80.788 |
|
| R2 |
81.379 |
81.379 |
80.738 |
|
| R1 |
81.009 |
81.009 |
80.688 |
80.922 |
| PP |
80.834 |
80.834 |
80.834 |
80.791 |
| S1 |
80.464 |
80.464 |
80.588 |
80.377 |
| S2 |
80.289 |
80.289 |
80.538 |
|
| S3 |
79.744 |
79.919 |
80.488 |
|
| S4 |
79.199 |
79.374 |
80.338 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.601 |
81.436 |
80.815 |
|
| R3 |
81.286 |
81.121 |
80.729 |
|
| R2 |
80.971 |
80.971 |
80.700 |
|
| R1 |
80.806 |
80.806 |
80.671 |
80.889 |
| PP |
80.656 |
80.656 |
80.656 |
80.697 |
| S1 |
80.491 |
80.491 |
80.613 |
80.574 |
| S2 |
80.341 |
80.341 |
80.584 |
|
| S3 |
80.026 |
80.176 |
80.555 |
|
| S4 |
79.711 |
79.861 |
80.469 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.205 |
80.610 |
0.595 |
0.7% |
0.194 |
0.2% |
5% |
True |
False |
5 |
| 10 |
81.205 |
80.375 |
0.830 |
1.0% |
0.156 |
0.2% |
32% |
True |
False |
4 |
| 20 |
81.205 |
79.240 |
1.965 |
2.4% |
0.168 |
0.2% |
71% |
True |
False |
13 |
| 40 |
81.205 |
79.240 |
1.965 |
2.4% |
0.139 |
0.2% |
71% |
True |
False |
15 |
| 60 |
81.205 |
79.240 |
1.965 |
2.4% |
0.148 |
0.2% |
71% |
True |
False |
16 |
| 80 |
81.410 |
79.240 |
2.170 |
2.7% |
0.140 |
0.2% |
64% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.521 |
|
2.618 |
82.632 |
|
1.618 |
82.087 |
|
1.000 |
81.750 |
|
0.618 |
81.542 |
|
HIGH |
81.205 |
|
0.618 |
80.997 |
|
0.500 |
80.933 |
|
0.382 |
80.868 |
|
LOW |
80.660 |
|
0.618 |
80.323 |
|
1.000 |
80.115 |
|
1.618 |
79.778 |
|
2.618 |
79.233 |
|
4.250 |
78.344 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.933 |
80.933 |
| PP |
80.834 |
80.834 |
| S1 |
80.736 |
80.736 |
|