ICE US Dollar Index Future March 2014
| Trading Metrics calculated at close of trading on 16-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
80.755 |
81.185 |
0.430 |
0.5% |
81.000 |
| High |
81.255 |
81.205 |
-0.050 |
-0.1% |
81.335 |
| Low |
80.750 |
80.870 |
0.120 |
0.1% |
80.620 |
| Close |
81.144 |
81.021 |
-0.123 |
-0.2% |
80.754 |
| Range |
0.505 |
0.335 |
-0.170 |
-33.7% |
0.715 |
| ATR |
0.415 |
0.409 |
-0.006 |
-1.4% |
0.000 |
| Volume |
23,119 |
21,415 |
-1,704 |
-7.4% |
154,332 |
|
| Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.037 |
81.864 |
81.205 |
|
| R3 |
81.702 |
81.529 |
81.113 |
|
| R2 |
81.367 |
81.367 |
81.082 |
|
| R1 |
81.194 |
81.194 |
81.052 |
81.113 |
| PP |
81.032 |
81.032 |
81.032 |
80.992 |
| S1 |
80.859 |
80.859 |
80.990 |
80.778 |
| S2 |
80.697 |
80.697 |
80.960 |
|
| S3 |
80.362 |
80.524 |
80.929 |
|
| S4 |
80.027 |
80.189 |
80.837 |
|
|
| 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 |
81.270 |
80.540 |
0.730 |
0.9% |
0.407 |
0.5% |
66% |
False |
False |
23,001 |
| 10 |
81.335 |
80.540 |
0.795 |
1.0% |
0.390 |
0.5% |
61% |
False |
False |
24,963 |
| 20 |
81.335 |
79.500 |
1.835 |
2.3% |
0.417 |
0.5% |
83% |
False |
False |
21,478 |
| 40 |
81.505 |
79.500 |
2.005 |
2.5% |
0.395 |
0.5% |
76% |
False |
False |
14,022 |
| 60 |
81.735 |
79.355 |
2.380 |
2.9% |
0.379 |
0.5% |
70% |
False |
False |
9,374 |
| 80 |
81.735 |
79.355 |
2.380 |
2.9% |
0.364 |
0.4% |
70% |
False |
False |
7,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.629 |
|
2.618 |
82.082 |
|
1.618 |
81.747 |
|
1.000 |
81.540 |
|
0.618 |
81.412 |
|
HIGH |
81.205 |
|
0.618 |
81.077 |
|
0.500 |
81.038 |
|
0.382 |
80.998 |
|
LOW |
80.870 |
|
0.618 |
80.663 |
|
1.000 |
80.535 |
|
1.618 |
80.328 |
|
2.618 |
79.993 |
|
4.250 |
79.446 |
|
|
| Fisher Pivots for day following 16-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
81.038 |
80.980 |
| PP |
81.032 |
80.939 |
| S1 |
81.027 |
80.898 |
|