ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 03-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
79.860 |
79.990 |
0.130 |
0.2% |
80.445 |
High |
80.025 |
80.600 |
0.575 |
0.7% |
80.505 |
Low |
79.835 |
79.975 |
0.140 |
0.2% |
80.060 |
Close |
79.985 |
80.281 |
0.296 |
0.4% |
80.086 |
Range |
0.190 |
0.625 |
0.435 |
228.9% |
0.445 |
ATR |
0.268 |
0.294 |
0.025 |
9.5% |
0.000 |
Volume |
15,146 |
23,384 |
8,238 |
54.4% |
89,868 |
|
Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.160 |
81.846 |
80.625 |
|
R3 |
81.535 |
81.221 |
80.453 |
|
R2 |
80.910 |
80.910 |
80.396 |
|
R1 |
80.596 |
80.596 |
80.338 |
80.753 |
PP |
80.285 |
80.285 |
80.285 |
80.364 |
S1 |
79.971 |
79.971 |
80.224 |
80.128 |
S2 |
79.660 |
79.660 |
80.166 |
|
S3 |
79.035 |
79.346 |
80.109 |
|
S4 |
78.410 |
78.721 |
79.937 |
|
|
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 |
80.600 |
79.770 |
0.830 |
1.0% |
0.295 |
0.4% |
62% |
True |
False |
19,722 |
10 |
80.600 |
79.770 |
0.830 |
1.0% |
0.269 |
0.3% |
62% |
True |
False |
18,552 |
20 |
81.010 |
79.770 |
1.240 |
1.5% |
0.291 |
0.4% |
41% |
False |
False |
17,414 |
40 |
81.170 |
79.055 |
2.115 |
2.6% |
0.284 |
0.4% |
58% |
False |
False |
9,052 |
60 |
81.170 |
79.055 |
2.115 |
2.6% |
0.263 |
0.3% |
58% |
False |
False |
6,077 |
80 |
81.170 |
79.055 |
2.115 |
2.6% |
0.256 |
0.3% |
58% |
False |
False |
4,568 |
100 |
81.220 |
79.055 |
2.165 |
2.7% |
0.227 |
0.3% |
57% |
False |
False |
3,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.256 |
2.618 |
82.236 |
1.618 |
81.611 |
1.000 |
81.225 |
0.618 |
80.986 |
HIGH |
80.600 |
0.618 |
80.361 |
0.500 |
80.288 |
0.382 |
80.214 |
LOW |
79.975 |
0.618 |
79.589 |
1.000 |
79.350 |
1.618 |
78.964 |
2.618 |
78.339 |
4.250 |
77.319 |
|
|
Fisher Pivots for day following 03-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
80.288 |
80.249 |
PP |
80.285 |
80.217 |
S1 |
80.283 |
80.185 |
|