ICE US Dollar Index Future March 2014
| Trading Metrics calculated at close of trading on 21-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
80.215 |
80.355 |
0.140 |
0.2% |
80.200 |
| High |
80.465 |
80.440 |
-0.025 |
0.0% |
80.465 |
| Low |
80.070 |
80.205 |
0.135 |
0.2% |
79.950 |
| Close |
80.316 |
80.270 |
-0.046 |
-0.1% |
80.270 |
| Range |
0.395 |
0.235 |
-0.160 |
-40.5% |
0.515 |
| ATR |
0.381 |
0.370 |
-0.010 |
-2.7% |
0.000 |
| Volume |
19,570 |
13,849 |
-5,721 |
-29.2% |
68,580 |
|
| Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.010 |
80.875 |
80.399 |
|
| R3 |
80.775 |
80.640 |
80.335 |
|
| R2 |
80.540 |
80.540 |
80.313 |
|
| R1 |
80.405 |
80.405 |
80.292 |
80.355 |
| PP |
80.305 |
80.305 |
80.305 |
80.280 |
| S1 |
80.170 |
80.170 |
80.248 |
80.120 |
| S2 |
80.070 |
80.070 |
80.227 |
|
| S3 |
79.835 |
79.935 |
80.205 |
|
| S4 |
79.600 |
79.700 |
80.141 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.773 |
81.537 |
80.553 |
|
| R3 |
81.258 |
81.022 |
80.412 |
|
| R2 |
80.743 |
80.743 |
80.364 |
|
| R1 |
80.507 |
80.507 |
80.317 |
80.625 |
| PP |
80.228 |
80.228 |
80.228 |
80.288 |
| S1 |
79.992 |
79.992 |
80.223 |
80.110 |
| S2 |
79.713 |
79.713 |
80.176 |
|
| S3 |
79.198 |
79.477 |
80.128 |
|
| S4 |
78.683 |
78.962 |
79.987 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.465 |
79.950 |
0.515 |
0.6% |
0.296 |
0.4% |
62% |
False |
False |
17,211 |
| 10 |
81.095 |
79.950 |
1.145 |
1.4% |
0.321 |
0.4% |
28% |
False |
False |
18,546 |
| 20 |
81.440 |
79.950 |
1.490 |
1.9% |
0.363 |
0.5% |
21% |
False |
False |
19,822 |
| 40 |
81.525 |
79.820 |
1.705 |
2.1% |
0.385 |
0.5% |
26% |
False |
False |
20,598 |
| 60 |
81.525 |
79.500 |
2.025 |
2.5% |
0.387 |
0.5% |
38% |
False |
False |
17,549 |
| 80 |
81.735 |
79.500 |
2.235 |
2.8% |
0.393 |
0.5% |
34% |
False |
False |
13,192 |
| 100 |
81.735 |
79.355 |
2.380 |
3.0% |
0.373 |
0.5% |
38% |
False |
False |
10,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.439 |
|
2.618 |
81.055 |
|
1.618 |
80.820 |
|
1.000 |
80.675 |
|
0.618 |
80.585 |
|
HIGH |
80.440 |
|
0.618 |
80.350 |
|
0.500 |
80.323 |
|
0.382 |
80.295 |
|
LOW |
80.205 |
|
0.618 |
80.060 |
|
1.000 |
79.970 |
|
1.618 |
79.825 |
|
2.618 |
79.590 |
|
4.250 |
79.206 |
|
|
| Fisher Pivots for day following 21-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.323 |
80.249 |
| PP |
80.305 |
80.228 |
| S1 |
80.288 |
80.208 |
|