ICE US Dollar Index Future March 2014
| Trading Metrics calculated at close of trading on 03-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
80.430 |
80.765 |
0.335 |
0.4% |
80.415 |
| High |
80.865 |
81.060 |
0.195 |
0.2% |
81.060 |
| Low |
80.430 |
80.640 |
0.210 |
0.3% |
80.055 |
| Close |
80.788 |
80.955 |
0.167 |
0.2% |
80.955 |
| Range |
0.435 |
0.420 |
-0.015 |
-3.4% |
1.005 |
| ATR |
0.432 |
0.431 |
-0.001 |
-0.2% |
0.000 |
| Volume |
22,424 |
19,024 |
-3,400 |
-15.2% |
62,187 |
|
| Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.145 |
81.970 |
81.186 |
|
| R3 |
81.725 |
81.550 |
81.071 |
|
| R2 |
81.305 |
81.305 |
81.032 |
|
| R1 |
81.130 |
81.130 |
80.994 |
81.218 |
| PP |
80.885 |
80.885 |
80.885 |
80.929 |
| S1 |
80.710 |
80.710 |
80.917 |
80.798 |
| S2 |
80.465 |
80.465 |
80.878 |
|
| S3 |
80.045 |
80.290 |
80.840 |
|
| S4 |
79.625 |
79.870 |
80.724 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.705 |
83.335 |
81.508 |
|
| R3 |
82.700 |
82.330 |
81.231 |
|
| R2 |
81.695 |
81.695 |
81.139 |
|
| R1 |
81.325 |
81.325 |
81.047 |
81.510 |
| PP |
80.690 |
80.690 |
80.690 |
80.783 |
| S1 |
80.320 |
80.320 |
80.863 |
80.505 |
| S2 |
79.685 |
79.685 |
80.771 |
|
| S3 |
78.680 |
79.315 |
80.679 |
|
| S4 |
77.675 |
78.310 |
80.402 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.060 |
79.820 |
1.240 |
1.5% |
0.486 |
0.6% |
92% |
True |
False |
17,488 |
| 10 |
81.060 |
79.820 |
1.240 |
1.5% |
0.365 |
0.5% |
92% |
True |
False |
16,385 |
| 20 |
81.060 |
79.500 |
1.560 |
1.9% |
0.403 |
0.5% |
93% |
True |
False |
16,307 |
| 40 |
81.735 |
79.500 |
2.235 |
2.8% |
0.404 |
0.5% |
65% |
False |
False |
8,282 |
| 60 |
81.735 |
79.355 |
2.380 |
2.9% |
0.375 |
0.5% |
67% |
False |
False |
5,553 |
| 80 |
82.030 |
79.355 |
2.675 |
3.3% |
0.349 |
0.4% |
60% |
False |
False |
4,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.845 |
|
2.618 |
82.160 |
|
1.618 |
81.740 |
|
1.000 |
81.480 |
|
0.618 |
81.320 |
|
HIGH |
81.060 |
|
0.618 |
80.900 |
|
0.500 |
80.850 |
|
0.382 |
80.800 |
|
LOW |
80.640 |
|
0.618 |
80.380 |
|
1.000 |
80.220 |
|
1.618 |
79.960 |
|
2.618 |
79.540 |
|
4.250 |
78.855 |
|
|
| Fisher Pivots for day following 03-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.920 |
80.828 |
| PP |
80.885 |
80.702 |
| S1 |
80.850 |
80.575 |
|