ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 18-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
80.595 |
80.605 |
0.010 |
0.0% |
80.220 |
High |
80.665 |
80.755 |
0.090 |
0.1% |
80.755 |
Low |
80.540 |
80.545 |
0.005 |
0.0% |
80.120 |
Close |
80.570 |
80.595 |
0.025 |
0.0% |
80.595 |
Range |
0.125 |
0.210 |
0.085 |
68.0% |
0.635 |
ATR |
0.250 |
0.247 |
-0.003 |
-1.1% |
0.000 |
Volume |
13,438 |
20,980 |
7,542 |
56.1% |
85,419 |
|
Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.262 |
81.138 |
80.711 |
|
R3 |
81.052 |
80.928 |
80.653 |
|
R2 |
80.842 |
80.842 |
80.634 |
|
R1 |
80.718 |
80.718 |
80.614 |
80.675 |
PP |
80.632 |
80.632 |
80.632 |
80.610 |
S1 |
80.508 |
80.508 |
80.576 |
80.465 |
S2 |
80.422 |
80.422 |
80.557 |
|
S3 |
80.212 |
80.298 |
80.537 |
|
S4 |
80.002 |
80.088 |
80.480 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.395 |
82.130 |
80.944 |
|
R3 |
81.760 |
81.495 |
80.770 |
|
R2 |
81.125 |
81.125 |
80.711 |
|
R1 |
80.860 |
80.860 |
80.653 |
80.993 |
PP |
80.490 |
80.490 |
80.490 |
80.556 |
S1 |
80.225 |
80.225 |
80.537 |
80.358 |
S2 |
79.855 |
79.855 |
80.479 |
|
S3 |
79.220 |
79.590 |
80.420 |
|
S4 |
78.585 |
78.955 |
80.246 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.755 |
80.120 |
0.635 |
0.8% |
0.206 |
0.3% |
75% |
True |
False |
17,083 |
10 |
80.755 |
80.020 |
0.735 |
0.9% |
0.204 |
0.3% |
78% |
True |
False |
14,824 |
20 |
80.755 |
79.770 |
0.985 |
1.2% |
0.236 |
0.3% |
84% |
True |
False |
16,688 |
40 |
81.170 |
79.770 |
1.400 |
1.7% |
0.262 |
0.3% |
59% |
False |
False |
12,649 |
60 |
81.170 |
79.055 |
2.115 |
2.6% |
0.261 |
0.3% |
73% |
False |
False |
8,527 |
80 |
81.170 |
79.055 |
2.115 |
2.6% |
0.248 |
0.3% |
73% |
False |
False |
6,415 |
100 |
81.170 |
79.055 |
2.115 |
2.6% |
0.243 |
0.3% |
73% |
False |
False |
5,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.648 |
2.618 |
81.305 |
1.618 |
81.095 |
1.000 |
80.965 |
0.618 |
80.885 |
HIGH |
80.755 |
0.618 |
80.675 |
0.500 |
80.650 |
0.382 |
80.625 |
LOW |
80.545 |
0.618 |
80.415 |
1.000 |
80.335 |
1.618 |
80.205 |
2.618 |
79.995 |
4.250 |
79.653 |
|
|
Fisher Pivots for day following 18-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
80.650 |
80.593 |
PP |
80.632 |
80.590 |
S1 |
80.613 |
80.588 |
|