ICE US Dollar Index Future March 2014
| Trading Metrics calculated at close of trading on 27-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
80.565 |
80.530 |
-0.035 |
0.0% |
81.305 |
| High |
80.640 |
80.650 |
0.010 |
0.0% |
81.525 |
| Low |
80.220 |
80.390 |
0.170 |
0.2% |
80.220 |
| Close |
80.541 |
80.612 |
0.071 |
0.1% |
80.541 |
| Range |
0.420 |
0.260 |
-0.160 |
-38.1% |
1.305 |
| ATR |
0.433 |
0.420 |
-0.012 |
-2.8% |
0.000 |
| Volume |
26,805 |
14,359 |
-12,446 |
-46.4% |
102,271 |
|
| Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.331 |
81.231 |
80.755 |
|
| R3 |
81.071 |
80.971 |
80.684 |
|
| R2 |
80.811 |
80.811 |
80.660 |
|
| R1 |
80.711 |
80.711 |
80.636 |
80.761 |
| PP |
80.551 |
80.551 |
80.551 |
80.576 |
| S1 |
80.451 |
80.451 |
80.588 |
80.501 |
| S2 |
80.291 |
80.291 |
80.564 |
|
| S3 |
80.031 |
80.191 |
80.541 |
|
| S4 |
79.771 |
79.931 |
80.469 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.677 |
83.914 |
81.259 |
|
| R3 |
83.372 |
82.609 |
80.900 |
|
| R2 |
82.067 |
82.067 |
80.780 |
|
| R1 |
81.304 |
81.304 |
80.661 |
81.033 |
| PP |
80.762 |
80.762 |
80.762 |
80.627 |
| S1 |
79.999 |
79.999 |
80.421 |
79.728 |
| S2 |
79.457 |
79.457 |
80.302 |
|
| S3 |
78.152 |
78.694 |
80.182 |
|
| S4 |
76.847 |
77.389 |
79.823 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.525 |
80.220 |
1.305 |
1.6% |
0.446 |
0.6% |
30% |
False |
False |
23,326 |
| 10 |
81.525 |
80.220 |
1.305 |
1.6% |
0.403 |
0.5% |
30% |
False |
False |
21,404 |
| 20 |
81.525 |
79.820 |
1.705 |
2.1% |
0.428 |
0.5% |
46% |
False |
False |
22,791 |
| 40 |
81.525 |
79.500 |
2.025 |
2.5% |
0.398 |
0.5% |
55% |
False |
False |
17,426 |
| 60 |
81.735 |
79.500 |
2.235 |
2.8% |
0.403 |
0.5% |
50% |
False |
False |
11,666 |
| 80 |
81.735 |
79.355 |
2.380 |
3.0% |
0.377 |
0.5% |
53% |
False |
False |
8,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.755 |
|
2.618 |
81.331 |
|
1.618 |
81.071 |
|
1.000 |
80.910 |
|
0.618 |
80.811 |
|
HIGH |
80.650 |
|
0.618 |
80.551 |
|
0.500 |
80.520 |
|
0.382 |
80.489 |
|
LOW |
80.390 |
|
0.618 |
80.229 |
|
1.000 |
80.130 |
|
1.618 |
79.969 |
|
2.618 |
79.709 |
|
4.250 |
79.285 |
|
|
| Fisher Pivots for day following 27-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.581 |
80.810 |
| PP |
80.551 |
80.744 |
| S1 |
80.520 |
80.678 |
|