ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 28-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
80.945 |
81.150 |
0.205 |
0.3% |
80.580 |
High |
81.200 |
81.160 |
-0.040 |
0.0% |
81.200 |
Low |
80.900 |
81.065 |
0.165 |
0.2% |
80.490 |
Close |
81.125 |
81.122 |
-0.003 |
0.0% |
81.125 |
Range |
0.300 |
0.095 |
-0.205 |
-68.3% |
0.710 |
ATR |
0.237 |
0.227 |
-0.010 |
-4.3% |
0.000 |
Volume |
24,568 |
11,564 |
-13,004 |
-52.9% |
99,592 |
|
Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.401 |
81.356 |
81.174 |
|
R3 |
81.306 |
81.261 |
81.148 |
|
R2 |
81.211 |
81.211 |
81.139 |
|
R1 |
81.166 |
81.166 |
81.131 |
81.141 |
PP |
81.116 |
81.116 |
81.116 |
81.103 |
S1 |
81.071 |
81.071 |
81.113 |
81.046 |
S2 |
81.021 |
81.021 |
81.105 |
|
S3 |
80.926 |
80.976 |
81.096 |
|
S4 |
80.831 |
80.881 |
81.070 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.068 |
82.807 |
81.516 |
|
R3 |
82.358 |
82.097 |
81.320 |
|
R2 |
81.648 |
81.648 |
81.255 |
|
R1 |
81.387 |
81.387 |
81.190 |
81.518 |
PP |
80.938 |
80.938 |
80.938 |
81.004 |
S1 |
80.677 |
80.677 |
81.060 |
80.808 |
S2 |
80.228 |
80.228 |
80.995 |
|
S3 |
79.518 |
79.967 |
80.930 |
|
S4 |
78.808 |
79.257 |
80.735 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.200 |
80.610 |
0.590 |
0.7% |
0.199 |
0.2% |
87% |
False |
False |
19,926 |
10 |
81.200 |
80.175 |
1.025 |
1.3% |
0.204 |
0.3% |
92% |
False |
False |
18,814 |
20 |
81.200 |
79.770 |
1.430 |
1.8% |
0.224 |
0.3% |
95% |
False |
False |
17,063 |
40 |
81.200 |
79.770 |
1.430 |
1.8% |
0.260 |
0.3% |
95% |
False |
False |
15,370 |
60 |
81.200 |
79.055 |
2.145 |
2.6% |
0.260 |
0.3% |
96% |
False |
False |
10,370 |
80 |
81.200 |
79.055 |
2.145 |
2.6% |
0.254 |
0.3% |
96% |
False |
False |
7,803 |
100 |
81.200 |
79.055 |
2.145 |
2.6% |
0.247 |
0.3% |
96% |
False |
False |
6,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.564 |
2.618 |
81.409 |
1.618 |
81.314 |
1.000 |
81.255 |
0.618 |
81.219 |
HIGH |
81.160 |
0.618 |
81.124 |
0.500 |
81.113 |
0.382 |
81.101 |
LOW |
81.065 |
0.618 |
81.006 |
1.000 |
80.970 |
1.618 |
80.911 |
2.618 |
80.816 |
4.250 |
80.661 |
|
|
Fisher Pivots for day following 28-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
81.119 |
81.084 |
PP |
81.116 |
81.046 |
S1 |
81.113 |
81.008 |
|