ICE US Dollar Index Future March 2014
| Trading Metrics calculated at close of trading on 27-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
80.675 |
80.600 |
-0.075 |
-0.1% |
80.750 |
| High |
80.710 |
80.610 |
-0.100 |
-0.1% |
80.780 |
| Low |
80.595 |
79.820 |
-0.775 |
-1.0% |
79.820 |
| Close |
80.653 |
80.538 |
-0.115 |
-0.1% |
80.538 |
| Range |
0.115 |
0.790 |
0.675 |
587.0% |
0.960 |
| ATR |
0.386 |
0.418 |
0.032 |
8.3% |
0.000 |
| Volume |
7,226 |
25,254 |
18,028 |
249.5% |
56,133 |
|
| Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.693 |
82.405 |
80.973 |
|
| R3 |
81.903 |
81.615 |
80.755 |
|
| R2 |
81.113 |
81.113 |
80.683 |
|
| R1 |
80.825 |
80.825 |
80.610 |
80.574 |
| PP |
80.323 |
80.323 |
80.323 |
80.197 |
| S1 |
80.035 |
80.035 |
80.466 |
79.784 |
| S2 |
79.533 |
79.533 |
80.393 |
|
| S3 |
78.743 |
79.245 |
80.321 |
|
| S4 |
77.953 |
78.455 |
80.104 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.259 |
82.859 |
81.066 |
|
| R3 |
82.299 |
81.899 |
80.802 |
|
| R2 |
81.339 |
81.339 |
80.714 |
|
| R1 |
80.939 |
80.939 |
80.626 |
80.659 |
| PP |
80.379 |
80.379 |
80.379 |
80.240 |
| S1 |
79.979 |
79.979 |
80.450 |
79.699 |
| S2 |
79.419 |
79.419 |
80.362 |
|
| S3 |
78.459 |
79.019 |
80.274 |
|
| S4 |
77.499 |
78.059 |
80.010 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.005 |
79.820 |
1.185 |
1.5% |
0.358 |
0.4% |
61% |
False |
True |
15,990 |
| 10 |
81.005 |
79.500 |
1.505 |
1.9% |
0.411 |
0.5% |
69% |
False |
False |
19,042 |
| 20 |
81.185 |
79.500 |
1.685 |
2.1% |
0.397 |
0.5% |
62% |
False |
False |
13,318 |
| 40 |
81.735 |
79.500 |
2.235 |
2.8% |
0.398 |
0.5% |
46% |
False |
False |
6,733 |
| 60 |
81.735 |
79.355 |
2.380 |
3.0% |
0.370 |
0.5% |
50% |
False |
False |
4,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.968 |
|
2.618 |
82.678 |
|
1.618 |
81.888 |
|
1.000 |
81.400 |
|
0.618 |
81.098 |
|
HIGH |
80.610 |
|
0.618 |
80.308 |
|
0.500 |
80.215 |
|
0.382 |
80.122 |
|
LOW |
79.820 |
|
0.618 |
79.332 |
|
1.000 |
79.030 |
|
1.618 |
78.542 |
|
2.618 |
77.752 |
|
4.250 |
76.463 |
|
|
| Fisher Pivots for day following 27-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
80.430 |
80.459 |
| PP |
80.323 |
80.379 |
| S1 |
80.215 |
80.300 |
|