ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 31-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
81.290 |
81.500 |
0.210 |
0.3% |
80.580 |
High |
81.645 |
81.660 |
0.015 |
0.0% |
81.200 |
Low |
81.280 |
81.465 |
0.185 |
0.2% |
80.490 |
Close |
81.516 |
81.523 |
0.007 |
0.0% |
81.125 |
Range |
0.365 |
0.195 |
-0.170 |
-46.6% |
0.710 |
ATR |
0.239 |
0.236 |
-0.003 |
-1.3% |
0.000 |
Volume |
29,800 |
24,110 |
-5,690 |
-19.1% |
99,592 |
|
Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.134 |
82.024 |
81.630 |
|
R3 |
81.939 |
81.829 |
81.577 |
|
R2 |
81.744 |
81.744 |
81.559 |
|
R1 |
81.634 |
81.634 |
81.541 |
81.689 |
PP |
81.549 |
81.549 |
81.549 |
81.577 |
S1 |
81.439 |
81.439 |
81.505 |
81.494 |
S2 |
81.354 |
81.354 |
81.487 |
|
S3 |
81.159 |
81.244 |
81.469 |
|
S4 |
80.964 |
81.049 |
81.416 |
|
|
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 |
81.660 |
80.900 |
0.760 |
0.9% |
0.242 |
0.3% |
82% |
True |
False |
21,061 |
10 |
81.660 |
80.490 |
1.170 |
1.4% |
0.220 |
0.3% |
88% |
True |
False |
20,131 |
20 |
81.660 |
79.975 |
1.685 |
2.1% |
0.232 |
0.3% |
92% |
True |
False |
17,598 |
40 |
81.660 |
79.770 |
1.890 |
2.3% |
0.264 |
0.3% |
93% |
True |
False |
17,020 |
60 |
81.660 |
79.055 |
2.605 |
3.2% |
0.259 |
0.3% |
95% |
True |
False |
11,512 |
80 |
81.660 |
79.055 |
2.605 |
3.2% |
0.254 |
0.3% |
95% |
True |
False |
8,667 |
100 |
81.660 |
79.055 |
2.605 |
3.2% |
0.247 |
0.3% |
95% |
True |
False |
6,940 |
120 |
81.660 |
79.055 |
2.605 |
3.2% |
0.223 |
0.3% |
95% |
True |
False |
5,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.489 |
2.618 |
82.171 |
1.618 |
81.976 |
1.000 |
81.855 |
0.618 |
81.781 |
HIGH |
81.660 |
0.618 |
81.586 |
0.500 |
81.563 |
0.382 |
81.539 |
LOW |
81.465 |
0.618 |
81.344 |
1.000 |
81.270 |
1.618 |
81.149 |
2.618 |
80.954 |
4.250 |
80.636 |
|
|
Fisher Pivots for day following 31-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
81.563 |
81.473 |
PP |
81.549 |
81.423 |
S1 |
81.536 |
81.373 |
|