ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 30-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
80.255 |
80.075 |
-0.180 |
-0.2% |
80.445 |
High |
80.270 |
80.125 |
-0.145 |
-0.2% |
80.505 |
Low |
80.060 |
79.800 |
-0.260 |
-0.3% |
80.060 |
Close |
80.086 |
79.811 |
-0.275 |
-0.3% |
80.086 |
Range |
0.210 |
0.325 |
0.115 |
54.8% |
0.445 |
ATR |
0.283 |
0.286 |
0.003 |
1.1% |
0.000 |
Volume |
16,745 |
24,939 |
8,194 |
48.9% |
89,868 |
|
Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.887 |
80.674 |
79.990 |
|
R3 |
80.562 |
80.349 |
79.900 |
|
R2 |
80.237 |
80.237 |
79.871 |
|
R1 |
80.024 |
80.024 |
79.841 |
79.968 |
PP |
79.912 |
79.912 |
79.912 |
79.884 |
S1 |
79.699 |
79.699 |
79.781 |
79.643 |
S2 |
79.587 |
79.587 |
79.751 |
|
S3 |
79.262 |
79.374 |
79.722 |
|
S4 |
78.937 |
79.049 |
79.632 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.552 |
81.264 |
80.331 |
|
R3 |
81.107 |
80.819 |
80.208 |
|
R2 |
80.662 |
80.662 |
80.168 |
|
R1 |
80.374 |
80.374 |
80.127 |
80.296 |
PP |
80.217 |
80.217 |
80.217 |
80.178 |
S1 |
79.929 |
79.929 |
80.045 |
79.851 |
S2 |
79.772 |
79.772 |
80.004 |
|
S3 |
79.327 |
79.484 |
79.964 |
|
S4 |
78.882 |
79.039 |
79.841 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.505 |
79.800 |
0.705 |
0.9% |
0.261 |
0.3% |
2% |
False |
True |
20,979 |
10 |
80.970 |
79.800 |
1.170 |
1.5% |
0.281 |
0.4% |
1% |
False |
True |
18,545 |
20 |
81.170 |
79.800 |
1.370 |
1.7% |
0.299 |
0.4% |
1% |
False |
True |
14,874 |
40 |
81.170 |
79.055 |
2.115 |
2.7% |
0.277 |
0.3% |
36% |
False |
False |
7,647 |
60 |
81.170 |
79.055 |
2.115 |
2.7% |
0.263 |
0.3% |
36% |
False |
False |
5,132 |
80 |
81.170 |
79.055 |
2.115 |
2.7% |
0.250 |
0.3% |
36% |
False |
False |
3,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.506 |
2.618 |
80.976 |
1.618 |
80.651 |
1.000 |
80.450 |
0.618 |
80.326 |
HIGH |
80.125 |
0.618 |
80.001 |
0.500 |
79.963 |
0.382 |
79.924 |
LOW |
79.800 |
0.618 |
79.599 |
1.000 |
79.475 |
1.618 |
79.274 |
2.618 |
78.949 |
4.250 |
78.419 |
|
|
Fisher Pivots for day following 30-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
79.963 |
80.120 |
PP |
79.912 |
80.017 |
S1 |
79.862 |
79.914 |
|