ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 01-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2014 |
01-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
80.075 |
79.840 |
-0.235 |
-0.3% |
80.445 |
High |
80.125 |
79.895 |
-0.230 |
-0.3% |
80.505 |
Low |
79.800 |
79.770 |
-0.030 |
0.0% |
80.060 |
Close |
79.811 |
79.845 |
0.034 |
0.0% |
80.086 |
Range |
0.325 |
0.125 |
-0.200 |
-61.5% |
0.445 |
ATR |
0.286 |
0.274 |
-0.011 |
-4.0% |
0.000 |
Volume |
24,939 |
18,398 |
-6,541 |
-26.2% |
89,868 |
|
Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.212 |
80.153 |
79.914 |
|
R3 |
80.087 |
80.028 |
79.879 |
|
R2 |
79.962 |
79.962 |
79.868 |
|
R1 |
79.903 |
79.903 |
79.856 |
79.933 |
PP |
79.837 |
79.837 |
79.837 |
79.851 |
S1 |
79.778 |
79.778 |
79.834 |
79.808 |
S2 |
79.712 |
79.712 |
79.822 |
|
S3 |
79.587 |
79.653 |
79.811 |
|
S4 |
79.462 |
79.528 |
79.776 |
|
|
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 |
80.440 |
79.770 |
0.670 |
0.8% |
0.236 |
0.3% |
11% |
False |
True |
21,565 |
10 |
80.970 |
79.770 |
1.200 |
1.5% |
0.266 |
0.3% |
6% |
False |
True |
19,303 |
20 |
81.170 |
79.770 |
1.400 |
1.8% |
0.295 |
0.4% |
5% |
False |
True |
15,750 |
40 |
81.170 |
79.055 |
2.115 |
2.6% |
0.279 |
0.3% |
37% |
False |
False |
8,104 |
60 |
81.170 |
79.055 |
2.115 |
2.6% |
0.262 |
0.3% |
37% |
False |
False |
5,438 |
80 |
81.170 |
79.055 |
2.115 |
2.6% |
0.248 |
0.3% |
37% |
False |
False |
4,086 |
100 |
81.220 |
79.055 |
2.165 |
2.7% |
0.219 |
0.3% |
36% |
False |
False |
3,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.426 |
2.618 |
80.222 |
1.618 |
80.097 |
1.000 |
80.020 |
0.618 |
79.972 |
HIGH |
79.895 |
0.618 |
79.847 |
0.500 |
79.833 |
0.382 |
79.818 |
LOW |
79.770 |
0.618 |
79.693 |
1.000 |
79.645 |
1.618 |
79.568 |
2.618 |
79.443 |
4.250 |
79.239 |
|
|
Fisher Pivots for day following 01-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
79.841 |
80.020 |
PP |
79.837 |
79.962 |
S1 |
79.833 |
79.903 |
|