ICE US Dollar Index Future March 2014
| Trading Metrics calculated at close of trading on 08-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
80.860 |
81.065 |
0.205 |
0.3% |
80.415 |
| High |
81.105 |
81.335 |
0.230 |
0.3% |
81.060 |
| Low |
80.755 |
80.980 |
0.225 |
0.3% |
80.055 |
| Close |
80.980 |
81.162 |
0.182 |
0.2% |
80.955 |
| Range |
0.350 |
0.355 |
0.005 |
1.4% |
1.005 |
| ATR |
0.423 |
0.418 |
-0.005 |
-1.1% |
0.000 |
| Volume |
24,795 |
38,066 |
13,271 |
53.5% |
62,187 |
|
| Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.224 |
82.048 |
81.357 |
|
| R3 |
81.869 |
81.693 |
81.260 |
|
| R2 |
81.514 |
81.514 |
81.227 |
|
| R1 |
81.338 |
81.338 |
81.195 |
81.426 |
| PP |
81.159 |
81.159 |
81.159 |
81.203 |
| S1 |
80.983 |
80.983 |
81.129 |
81.071 |
| S2 |
80.804 |
80.804 |
81.097 |
|
| S3 |
80.449 |
80.628 |
81.064 |
|
| S4 |
80.094 |
80.273 |
80.967 |
|
|
| 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 |
81.335 |
80.430 |
0.905 |
1.1% |
0.390 |
0.5% |
81% |
True |
False |
25,794 |
| 10 |
81.335 |
79.820 |
1.515 |
1.9% |
0.379 |
0.5% |
89% |
True |
False |
18,780 |
| 20 |
81.335 |
79.500 |
1.835 |
2.3% |
0.395 |
0.5% |
91% |
True |
False |
20,067 |
| 40 |
81.680 |
79.500 |
2.180 |
2.7% |
0.386 |
0.5% |
76% |
False |
False |
10,459 |
| 60 |
81.735 |
79.355 |
2.380 |
2.9% |
0.384 |
0.5% |
76% |
False |
False |
7,011 |
| 80 |
81.735 |
79.355 |
2.380 |
2.9% |
0.358 |
0.4% |
76% |
False |
False |
5,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.844 |
|
2.618 |
82.264 |
|
1.618 |
81.909 |
|
1.000 |
81.690 |
|
0.618 |
81.554 |
|
HIGH |
81.335 |
|
0.618 |
81.199 |
|
0.500 |
81.158 |
|
0.382 |
81.116 |
|
LOW |
80.980 |
|
0.618 |
80.761 |
|
1.000 |
80.625 |
|
1.618 |
80.406 |
|
2.618 |
80.051 |
|
4.250 |
79.471 |
|
|
| Fisher Pivots for day following 08-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
81.161 |
81.112 |
| PP |
81.159 |
81.062 |
| S1 |
81.158 |
81.013 |
|