ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 17-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
80.420 |
80.595 |
0.175 |
0.2% |
80.330 |
High |
80.655 |
80.665 |
0.010 |
0.0% |
80.405 |
Low |
80.420 |
80.540 |
0.120 |
0.1% |
80.020 |
Close |
80.625 |
80.570 |
-0.055 |
-0.1% |
80.229 |
Range |
0.235 |
0.125 |
-0.110 |
-46.8% |
0.385 |
ATR |
0.259 |
0.250 |
-0.010 |
-3.7% |
0.000 |
Volume |
16,338 |
13,438 |
-2,900 |
-17.8% |
62,825 |
|
Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.967 |
80.893 |
80.639 |
|
R3 |
80.842 |
80.768 |
80.604 |
|
R2 |
80.717 |
80.717 |
80.593 |
|
R1 |
80.643 |
80.643 |
80.581 |
80.618 |
PP |
80.592 |
80.592 |
80.592 |
80.579 |
S1 |
80.518 |
80.518 |
80.559 |
80.493 |
S2 |
80.467 |
80.467 |
80.547 |
|
S3 |
80.342 |
80.393 |
80.536 |
|
S4 |
80.217 |
80.268 |
80.501 |
|
|
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 |
80.665 |
80.070 |
0.595 |
0.7% |
0.206 |
0.3% |
84% |
True |
False |
15,283 |
10 |
80.665 |
79.975 |
0.690 |
0.9% |
0.245 |
0.3% |
86% |
True |
False |
15,064 |
20 |
80.665 |
79.770 |
0.895 |
1.1% |
0.240 |
0.3% |
89% |
True |
False |
16,928 |
40 |
81.170 |
79.770 |
1.400 |
1.7% |
0.267 |
0.3% |
57% |
False |
False |
12,128 |
60 |
81.170 |
79.055 |
2.115 |
2.6% |
0.260 |
0.3% |
72% |
False |
False |
8,179 |
80 |
81.170 |
79.055 |
2.115 |
2.6% |
0.250 |
0.3% |
72% |
False |
False |
6,153 |
100 |
81.170 |
79.055 |
2.115 |
2.6% |
0.241 |
0.3% |
72% |
False |
False |
4,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.196 |
2.618 |
80.992 |
1.618 |
80.867 |
1.000 |
80.790 |
0.618 |
80.742 |
HIGH |
80.665 |
0.618 |
80.617 |
0.500 |
80.603 |
0.382 |
80.588 |
LOW |
80.540 |
0.618 |
80.463 |
1.000 |
80.415 |
1.618 |
80.338 |
2.618 |
80.213 |
4.250 |
80.009 |
|
|
Fisher Pivots for day following 17-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
80.603 |
80.520 |
PP |
80.592 |
80.470 |
S1 |
80.581 |
80.420 |
|