ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 02-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2014 |
02-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
79.840 |
79.860 |
0.020 |
0.0% |
80.445 |
High |
79.895 |
80.025 |
0.130 |
0.2% |
80.505 |
Low |
79.770 |
79.835 |
0.065 |
0.1% |
80.060 |
Close |
79.845 |
79.985 |
0.140 |
0.2% |
80.086 |
Range |
0.125 |
0.190 |
0.065 |
52.0% |
0.445 |
ATR |
0.274 |
0.268 |
-0.006 |
-2.2% |
0.000 |
Volume |
18,398 |
15,146 |
-3,252 |
-17.7% |
89,868 |
|
Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.518 |
80.442 |
80.090 |
|
R3 |
80.328 |
80.252 |
80.037 |
|
R2 |
80.138 |
80.138 |
80.020 |
|
R1 |
80.062 |
80.062 |
80.002 |
80.100 |
PP |
79.948 |
79.948 |
79.948 |
79.968 |
S1 |
79.872 |
79.872 |
79.968 |
79.910 |
S2 |
79.758 |
79.758 |
79.950 |
|
S3 |
79.568 |
79.682 |
79.933 |
|
S4 |
79.378 |
79.492 |
79.881 |
|
|
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% |
0.220 |
0.3% |
32% |
False |
False |
19,035 |
10 |
80.575 |
79.770 |
0.805 |
1.0% |
0.235 |
0.3% |
27% |
False |
False |
18,792 |
20 |
81.170 |
79.770 |
1.400 |
1.8% |
0.295 |
0.4% |
15% |
False |
False |
16,443 |
40 |
81.170 |
79.055 |
2.115 |
2.6% |
0.272 |
0.3% |
44% |
False |
False |
8,470 |
60 |
81.170 |
79.055 |
2.115 |
2.6% |
0.261 |
0.3% |
44% |
False |
False |
5,690 |
80 |
81.170 |
79.055 |
2.115 |
2.6% |
0.250 |
0.3% |
44% |
False |
False |
4,276 |
100 |
81.220 |
79.055 |
2.165 |
2.7% |
0.221 |
0.3% |
43% |
False |
False |
3,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.833 |
2.618 |
80.522 |
1.618 |
80.332 |
1.000 |
80.215 |
0.618 |
80.142 |
HIGH |
80.025 |
0.618 |
79.952 |
0.500 |
79.930 |
0.382 |
79.908 |
LOW |
79.835 |
0.618 |
79.718 |
1.000 |
79.645 |
1.618 |
79.528 |
2.618 |
79.338 |
4.250 |
79.028 |
|
|
Fisher Pivots for day following 02-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
79.967 |
79.973 |
PP |
79.948 |
79.960 |
S1 |
79.930 |
79.948 |
|