ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 15-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
80.220 |
80.210 |
-0.010 |
0.0% |
80.330 |
High |
80.285 |
80.470 |
0.185 |
0.2% |
80.405 |
Low |
80.120 |
80.175 |
0.055 |
0.1% |
80.020 |
Close |
80.230 |
80.446 |
0.216 |
0.3% |
80.229 |
Range |
0.165 |
0.295 |
0.130 |
78.8% |
0.385 |
ATR |
0.258 |
0.261 |
0.003 |
1.0% |
0.000 |
Volume |
8,429 |
26,234 |
17,805 |
211.2% |
62,825 |
|
Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.249 |
81.142 |
80.608 |
|
R3 |
80.954 |
80.847 |
80.527 |
|
R2 |
80.659 |
80.659 |
80.500 |
|
R1 |
80.552 |
80.552 |
80.473 |
80.606 |
PP |
80.364 |
80.364 |
80.364 |
80.390 |
S1 |
80.257 |
80.257 |
80.419 |
80.311 |
S2 |
80.069 |
80.069 |
80.392 |
|
S3 |
79.774 |
79.962 |
80.365 |
|
S4 |
79.479 |
79.667 |
80.284 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.373 |
81.186 |
80.441 |
|
R3 |
80.988 |
80.801 |
80.335 |
|
R2 |
80.603 |
80.603 |
80.300 |
|
R1 |
80.416 |
80.416 |
80.264 |
80.317 |
PP |
80.218 |
80.218 |
80.218 |
80.169 |
S1 |
80.031 |
80.031 |
80.194 |
79.932 |
S2 |
79.833 |
79.833 |
80.158 |
|
S3 |
79.448 |
79.646 |
80.123 |
|
S4 |
79.063 |
79.261 |
80.017 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.470 |
80.020 |
0.450 |
0.6% |
0.229 |
0.3% |
95% |
True |
False |
15,719 |
10 |
80.600 |
79.770 |
0.830 |
1.0% |
0.241 |
0.3% |
81% |
False |
False |
15,441 |
20 |
80.970 |
79.770 |
1.200 |
1.5% |
0.261 |
0.3% |
56% |
False |
False |
16,993 |
40 |
81.170 |
79.770 |
1.400 |
1.7% |
0.264 |
0.3% |
48% |
False |
False |
11,394 |
60 |
81.170 |
79.055 |
2.115 |
2.6% |
0.259 |
0.3% |
66% |
False |
False |
7,686 |
80 |
81.170 |
79.055 |
2.115 |
2.6% |
0.250 |
0.3% |
66% |
False |
False |
5,782 |
100 |
81.170 |
79.055 |
2.115 |
2.6% |
0.238 |
0.3% |
66% |
False |
False |
4,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.724 |
2.618 |
81.242 |
1.618 |
80.947 |
1.000 |
80.765 |
0.618 |
80.652 |
HIGH |
80.470 |
0.618 |
80.357 |
0.500 |
80.323 |
0.382 |
80.288 |
LOW |
80.175 |
0.618 |
79.993 |
1.000 |
79.880 |
1.618 |
79.698 |
2.618 |
79.403 |
4.250 |
78.921 |
|
|
Fisher Pivots for day following 15-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
80.405 |
80.387 |
PP |
80.364 |
80.329 |
S1 |
80.323 |
80.270 |
|