ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 23-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
80.640 |
80.870 |
0.230 |
0.3% |
80.220 |
High |
80.925 |
80.920 |
-0.005 |
0.0% |
80.755 |
Low |
80.610 |
80.805 |
0.195 |
0.2% |
80.120 |
Close |
80.865 |
80.915 |
0.050 |
0.1% |
80.595 |
Range |
0.315 |
0.115 |
-0.200 |
-63.5% |
0.635 |
ATR |
0.247 |
0.237 |
-0.009 |
-3.8% |
0.000 |
Volume |
31,958 |
14,119 |
-17,839 |
-55.8% |
85,419 |
|
Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.225 |
81.185 |
80.978 |
|
R3 |
81.110 |
81.070 |
80.947 |
|
R2 |
80.995 |
80.995 |
80.936 |
|
R1 |
80.955 |
80.955 |
80.926 |
80.975 |
PP |
80.880 |
80.880 |
80.880 |
80.890 |
S1 |
80.840 |
80.840 |
80.904 |
80.860 |
S2 |
80.765 |
80.765 |
80.894 |
|
S3 |
80.650 |
80.725 |
80.883 |
|
S4 |
80.535 |
80.610 |
80.852 |
|
|
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 |
80.925 |
80.490 |
0.435 |
0.5% |
0.188 |
0.2% |
98% |
False |
False |
18,403 |
10 |
80.925 |
80.020 |
0.905 |
1.1% |
0.207 |
0.3% |
99% |
False |
False |
16,825 |
20 |
80.925 |
79.770 |
1.155 |
1.4% |
0.232 |
0.3% |
99% |
False |
False |
17,610 |
40 |
81.170 |
79.770 |
1.400 |
1.7% |
0.261 |
0.3% |
82% |
False |
False |
14,073 |
60 |
81.170 |
79.055 |
2.115 |
2.6% |
0.261 |
0.3% |
88% |
False |
False |
9,482 |
80 |
81.170 |
79.055 |
2.115 |
2.6% |
0.253 |
0.3% |
88% |
False |
False |
7,134 |
100 |
81.170 |
79.055 |
2.115 |
2.6% |
0.244 |
0.3% |
88% |
False |
False |
5,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.409 |
2.618 |
81.221 |
1.618 |
81.106 |
1.000 |
81.035 |
0.618 |
80.991 |
HIGH |
80.920 |
0.618 |
80.876 |
0.500 |
80.863 |
0.382 |
80.849 |
LOW |
80.805 |
0.618 |
80.734 |
1.000 |
80.690 |
1.618 |
80.619 |
2.618 |
80.504 |
4.250 |
80.316 |
|
|
Fisher Pivots for day following 23-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
80.898 |
80.846 |
PP |
80.880 |
80.777 |
S1 |
80.863 |
80.708 |
|