ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 23-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
80.370 |
80.445 |
0.075 |
0.1% |
80.730 |
High |
80.575 |
80.465 |
-0.110 |
-0.1% |
80.970 |
Low |
80.280 |
80.315 |
0.035 |
0.0% |
80.240 |
Close |
80.441 |
80.338 |
-0.103 |
-0.1% |
80.441 |
Range |
0.295 |
0.150 |
-0.145 |
-49.2% |
0.730 |
ATR |
0.306 |
0.295 |
-0.011 |
-3.6% |
0.000 |
Volume |
13,790 |
9,911 |
-3,879 |
-28.1% |
88,040 |
|
Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.823 |
80.730 |
80.421 |
|
R3 |
80.673 |
80.580 |
80.379 |
|
R2 |
80.523 |
80.523 |
80.366 |
|
R1 |
80.430 |
80.430 |
80.352 |
80.402 |
PP |
80.373 |
80.373 |
80.373 |
80.358 |
S1 |
80.280 |
80.280 |
80.324 |
80.252 |
S2 |
80.223 |
80.223 |
80.311 |
|
S3 |
80.073 |
80.130 |
80.297 |
|
S4 |
79.923 |
79.980 |
80.256 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.740 |
82.321 |
80.843 |
|
R3 |
82.010 |
81.591 |
80.642 |
|
R2 |
81.280 |
81.280 |
80.575 |
|
R1 |
80.861 |
80.861 |
80.508 |
80.706 |
PP |
80.550 |
80.550 |
80.550 |
80.473 |
S1 |
80.131 |
80.131 |
80.374 |
79.976 |
S2 |
79.820 |
79.820 |
80.307 |
|
S3 |
79.090 |
79.401 |
80.240 |
|
S4 |
78.360 |
78.671 |
80.040 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.970 |
80.240 |
0.730 |
0.9% |
0.300 |
0.4% |
13% |
False |
False |
16,111 |
10 |
81.010 |
80.240 |
0.770 |
1.0% |
0.291 |
0.4% |
13% |
False |
False |
17,713 |
20 |
81.170 |
80.240 |
0.930 |
1.2% |
0.292 |
0.4% |
11% |
False |
False |
9,771 |
40 |
81.170 |
79.055 |
2.115 |
2.6% |
0.277 |
0.3% |
61% |
False |
False |
5,033 |
60 |
81.170 |
79.055 |
2.115 |
2.6% |
0.256 |
0.3% |
61% |
False |
False |
3,385 |
80 |
81.170 |
79.055 |
2.115 |
2.6% |
0.250 |
0.3% |
61% |
False |
False |
2,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.103 |
2.618 |
80.858 |
1.618 |
80.708 |
1.000 |
80.615 |
0.618 |
80.558 |
HIGH |
80.465 |
0.618 |
80.408 |
0.500 |
80.390 |
0.382 |
80.372 |
LOW |
80.315 |
0.618 |
80.222 |
1.000 |
80.165 |
1.618 |
80.072 |
2.618 |
79.922 |
4.250 |
79.678 |
|
|
Fisher Pivots for day following 23-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
80.390 |
80.408 |
PP |
80.373 |
80.384 |
S1 |
80.355 |
80.361 |
|