ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 01-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
81.500 |
81.530 |
0.030 |
0.0% |
81.150 |
High |
81.660 |
81.615 |
-0.045 |
-0.1% |
81.660 |
Low |
81.465 |
81.265 |
-0.200 |
-0.2% |
81.065 |
Close |
81.523 |
81.377 |
-0.146 |
-0.2% |
81.377 |
Range |
0.195 |
0.350 |
0.155 |
79.5% |
0.595 |
ATR |
0.236 |
0.244 |
0.008 |
3.5% |
0.000 |
Volume |
24,110 |
33,875 |
9,765 |
40.5% |
114,615 |
|
Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.469 |
82.273 |
81.570 |
|
R3 |
82.119 |
81.923 |
81.473 |
|
R2 |
81.769 |
81.769 |
81.441 |
|
R1 |
81.573 |
81.573 |
81.409 |
81.496 |
PP |
81.419 |
81.419 |
81.419 |
81.381 |
S1 |
81.223 |
81.223 |
81.345 |
81.146 |
S2 |
81.069 |
81.069 |
81.313 |
|
S3 |
80.719 |
80.873 |
81.281 |
|
S4 |
80.369 |
80.523 |
81.185 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.152 |
82.860 |
81.704 |
|
R3 |
82.557 |
82.265 |
81.541 |
|
R2 |
81.962 |
81.962 |
81.486 |
|
R1 |
81.670 |
81.670 |
81.432 |
81.816 |
PP |
81.367 |
81.367 |
81.367 |
81.441 |
S1 |
81.075 |
81.075 |
81.322 |
81.221 |
S2 |
80.772 |
80.772 |
81.268 |
|
S3 |
80.177 |
80.480 |
81.213 |
|
S4 |
79.582 |
79.885 |
81.050 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.660 |
81.065 |
0.595 |
0.7% |
0.252 |
0.3% |
52% |
False |
False |
22,923 |
10 |
81.660 |
80.490 |
1.170 |
1.4% |
0.234 |
0.3% |
76% |
False |
False |
21,420 |
20 |
81.660 |
80.020 |
1.640 |
2.0% |
0.219 |
0.3% |
83% |
False |
False |
18,122 |
40 |
81.660 |
79.770 |
1.890 |
2.3% |
0.255 |
0.3% |
85% |
False |
False |
17,768 |
60 |
81.660 |
79.055 |
2.605 |
3.2% |
0.262 |
0.3% |
89% |
False |
False |
12,075 |
80 |
81.660 |
79.055 |
2.605 |
3.2% |
0.252 |
0.3% |
89% |
False |
False |
9,088 |
100 |
81.660 |
79.055 |
2.605 |
3.2% |
0.249 |
0.3% |
89% |
False |
False |
7,279 |
120 |
81.660 |
79.055 |
2.605 |
3.2% |
0.226 |
0.3% |
89% |
False |
False |
6,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.103 |
2.618 |
82.531 |
1.618 |
82.181 |
1.000 |
81.965 |
0.618 |
81.831 |
HIGH |
81.615 |
0.618 |
81.481 |
0.500 |
81.440 |
0.382 |
81.399 |
LOW |
81.265 |
0.618 |
81.049 |
1.000 |
80.915 |
1.618 |
80.699 |
2.618 |
80.349 |
4.250 |
79.778 |
|
|
Fisher Pivots for day following 01-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
81.440 |
81.463 |
PP |
81.419 |
81.434 |
S1 |
81.398 |
81.406 |
|