ICE US Dollar Index Future March 2014
| Trading Metrics calculated at close of trading on 12-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
80.610 |
80.705 |
0.095 |
0.1% |
81.385 |
| High |
80.745 |
80.915 |
0.170 |
0.2% |
81.420 |
| Low |
80.510 |
80.570 |
0.060 |
0.1% |
80.630 |
| Close |
80.704 |
80.741 |
0.037 |
0.0% |
80.758 |
| Range |
0.235 |
0.345 |
0.110 |
46.8% |
0.790 |
| ATR |
0.398 |
0.394 |
-0.004 |
-0.9% |
0.000 |
| Volume |
24,067 |
18,607 |
-5,460 |
-22.7% |
107,911 |
|
| Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.777 |
81.604 |
80.931 |
|
| R3 |
81.432 |
81.259 |
80.836 |
|
| R2 |
81.087 |
81.087 |
80.804 |
|
| R1 |
80.914 |
80.914 |
80.773 |
81.001 |
| PP |
80.742 |
80.742 |
80.742 |
80.785 |
| S1 |
80.569 |
80.569 |
80.709 |
80.656 |
| S2 |
80.397 |
80.397 |
80.678 |
|
| S3 |
80.052 |
80.224 |
80.646 |
|
| S4 |
79.707 |
79.879 |
80.551 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.306 |
82.822 |
81.193 |
|
| R3 |
82.516 |
82.032 |
80.975 |
|
| R2 |
81.726 |
81.726 |
80.903 |
|
| R1 |
81.242 |
81.242 |
80.830 |
81.089 |
| PP |
80.936 |
80.936 |
80.936 |
80.860 |
| S1 |
80.452 |
80.452 |
80.686 |
80.299 |
| S2 |
80.146 |
80.146 |
80.613 |
|
| S3 |
79.356 |
79.662 |
80.541 |
|
| S4 |
78.566 |
78.872 |
80.324 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.350 |
80.510 |
0.840 |
1.0% |
0.353 |
0.4% |
28% |
False |
False |
20,444 |
| 10 |
81.440 |
80.510 |
0.930 |
1.2% |
0.384 |
0.5% |
25% |
False |
False |
20,874 |
| 20 |
81.525 |
80.220 |
1.305 |
1.6% |
0.404 |
0.5% |
40% |
False |
False |
21,312 |
| 40 |
81.525 |
79.500 |
2.025 |
2.5% |
0.405 |
0.5% |
61% |
False |
False |
20,971 |
| 60 |
81.525 |
79.500 |
2.025 |
2.5% |
0.392 |
0.5% |
61% |
False |
False |
15,714 |
| 80 |
81.735 |
79.355 |
2.380 |
2.9% |
0.384 |
0.5% |
58% |
False |
False |
11,812 |
| 100 |
81.735 |
79.355 |
2.380 |
2.9% |
0.365 |
0.5% |
58% |
False |
False |
9,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.381 |
|
2.618 |
81.818 |
|
1.618 |
81.473 |
|
1.000 |
81.260 |
|
0.618 |
81.128 |
|
HIGH |
80.915 |
|
0.618 |
80.783 |
|
0.500 |
80.743 |
|
0.382 |
80.702 |
|
LOW |
80.570 |
|
0.618 |
80.357 |
|
1.000 |
80.225 |
|
1.618 |
80.012 |
|
2.618 |
79.667 |
|
4.250 |
79.104 |
|
|
| Fisher Pivots for day following 12-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.743 |
80.732 |
| PP |
80.742 |
80.722 |
| S1 |
80.742 |
80.713 |
|