ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 10-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2014 |
10-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
80.195 |
80.055 |
-0.140 |
-0.2% |
80.075 |
High |
80.275 |
80.245 |
-0.030 |
0.0% |
80.600 |
Low |
80.025 |
80.020 |
-0.005 |
0.0% |
79.770 |
Close |
80.042 |
80.170 |
0.128 |
0.2% |
80.281 |
Range |
0.250 |
0.225 |
-0.025 |
-10.0% |
0.830 |
ATR |
0.273 |
0.270 |
-0.003 |
-1.3% |
0.000 |
Volume |
18,694 |
13,260 |
-5,434 |
-29.1% |
81,867 |
|
Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.820 |
80.720 |
80.294 |
|
R3 |
80.595 |
80.495 |
80.232 |
|
R2 |
80.370 |
80.370 |
80.211 |
|
R1 |
80.270 |
80.270 |
80.191 |
80.320 |
PP |
80.145 |
80.145 |
80.145 |
80.170 |
S1 |
80.045 |
80.045 |
80.149 |
80.095 |
S2 |
79.920 |
79.920 |
80.129 |
|
S3 |
79.695 |
79.820 |
80.108 |
|
S4 |
79.470 |
79.595 |
80.046 |
|
|
Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.707 |
82.324 |
80.738 |
|
R3 |
81.877 |
81.494 |
80.509 |
|
R2 |
81.047 |
81.047 |
80.433 |
|
R1 |
80.664 |
80.664 |
80.357 |
80.856 |
PP |
80.217 |
80.217 |
80.217 |
80.313 |
S1 |
79.834 |
79.834 |
80.205 |
80.026 |
S2 |
79.387 |
79.387 |
80.129 |
|
S3 |
78.557 |
79.004 |
80.053 |
|
S4 |
77.727 |
78.174 |
79.825 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.600 |
79.975 |
0.625 |
0.8% |
0.284 |
0.4% |
31% |
False |
False |
14,845 |
10 |
80.600 |
79.770 |
0.830 |
1.0% |
0.252 |
0.3% |
48% |
False |
False |
16,940 |
20 |
80.970 |
79.770 |
1.200 |
1.5% |
0.271 |
0.3% |
33% |
False |
False |
18,003 |
40 |
81.170 |
79.770 |
1.400 |
1.7% |
0.264 |
0.3% |
29% |
False |
False |
10,285 |
60 |
81.170 |
79.055 |
2.115 |
2.6% |
0.258 |
0.3% |
53% |
False |
False |
6,916 |
80 |
81.170 |
79.055 |
2.115 |
2.6% |
0.255 |
0.3% |
53% |
False |
False |
5,201 |
100 |
81.170 |
79.055 |
2.115 |
2.6% |
0.232 |
0.3% |
53% |
False |
False |
4,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.201 |
2.618 |
80.834 |
1.618 |
80.609 |
1.000 |
80.470 |
0.618 |
80.384 |
HIGH |
80.245 |
0.618 |
80.159 |
0.500 |
80.133 |
0.382 |
80.106 |
LOW |
80.020 |
0.618 |
79.881 |
1.000 |
79.795 |
1.618 |
79.656 |
2.618 |
79.431 |
4.250 |
79.064 |
|
|
Fisher Pivots for day following 10-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
80.158 |
80.183 |
PP |
80.145 |
80.178 |
S1 |
80.133 |
80.174 |
|