ICE US Dollar Index Future March 2014
| Trading Metrics calculated at close of trading on 14-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
80.745 |
80.670 |
-0.075 |
-0.1% |
81.000 |
| High |
80.855 |
80.790 |
-0.065 |
-0.1% |
81.335 |
| Low |
80.560 |
80.540 |
-0.020 |
0.0% |
80.620 |
| Close |
80.611 |
80.756 |
0.145 |
0.2% |
80.754 |
| Range |
0.295 |
0.250 |
-0.045 |
-15.3% |
0.715 |
| ATR |
0.420 |
0.408 |
-0.012 |
-2.9% |
0.000 |
| Volume |
18,576 |
13,166 |
-5,410 |
-29.1% |
154,332 |
|
| Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.445 |
81.351 |
80.894 |
|
| R3 |
81.195 |
81.101 |
80.825 |
|
| R2 |
80.945 |
80.945 |
80.802 |
|
| R1 |
80.851 |
80.851 |
80.779 |
80.898 |
| PP |
80.695 |
80.695 |
80.695 |
80.719 |
| S1 |
80.601 |
80.601 |
80.733 |
80.648 |
| S2 |
80.445 |
80.445 |
80.710 |
|
| S3 |
80.195 |
80.351 |
80.687 |
|
| S4 |
79.945 |
80.101 |
80.619 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.048 |
82.616 |
81.147 |
|
| R3 |
82.333 |
81.901 |
80.951 |
|
| R2 |
81.618 |
81.618 |
80.885 |
|
| R1 |
81.186 |
81.186 |
80.820 |
81.045 |
| PP |
80.903 |
80.903 |
80.903 |
80.832 |
| S1 |
80.471 |
80.471 |
80.688 |
80.330 |
| S2 |
80.188 |
80.188 |
80.623 |
|
| S3 |
79.473 |
79.756 |
80.557 |
|
| S4 |
78.758 |
79.041 |
80.361 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.335 |
80.540 |
0.795 |
1.0% |
0.379 |
0.5% |
27% |
False |
True |
27,322 |
| 10 |
81.335 |
80.090 |
1.245 |
1.5% |
0.375 |
0.5% |
53% |
False |
False |
23,412 |
| 20 |
81.335 |
79.500 |
1.835 |
2.3% |
0.405 |
0.5% |
68% |
False |
False |
20,629 |
| 40 |
81.505 |
79.500 |
2.005 |
2.5% |
0.387 |
0.5% |
63% |
False |
False |
12,915 |
| 60 |
81.735 |
79.355 |
2.380 |
2.9% |
0.377 |
0.5% |
59% |
False |
False |
8,646 |
| 80 |
81.735 |
79.355 |
2.380 |
2.9% |
0.355 |
0.4% |
59% |
False |
False |
6,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.853 |
|
2.618 |
81.445 |
|
1.618 |
81.195 |
|
1.000 |
81.040 |
|
0.618 |
80.945 |
|
HIGH |
80.790 |
|
0.618 |
80.695 |
|
0.500 |
80.665 |
|
0.382 |
80.636 |
|
LOW |
80.540 |
|
0.618 |
80.386 |
|
1.000 |
80.290 |
|
1.618 |
80.136 |
|
2.618 |
79.886 |
|
4.250 |
79.478 |
|
|
| Fisher Pivots for day following 14-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.726 |
80.905 |
| PP |
80.695 |
80.855 |
| S1 |
80.665 |
80.806 |
|