ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 05-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
81.395 |
81.400 |
0.005 |
0.0% |
81.150 |
High |
81.460 |
81.705 |
0.245 |
0.3% |
81.660 |
Low |
81.360 |
81.370 |
0.010 |
0.0% |
81.065 |
Close |
81.405 |
81.611 |
0.206 |
0.3% |
81.377 |
Range |
0.100 |
0.335 |
0.235 |
235.0% |
0.595 |
ATR |
0.234 |
0.241 |
0.007 |
3.1% |
0.000 |
Volume |
11,582 |
24,495 |
12,913 |
111.5% |
114,615 |
|
Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.567 |
82.424 |
81.795 |
|
R3 |
82.232 |
82.089 |
81.703 |
|
R2 |
81.897 |
81.897 |
81.672 |
|
R1 |
81.754 |
81.754 |
81.642 |
81.826 |
PP |
81.562 |
81.562 |
81.562 |
81.598 |
S1 |
81.419 |
81.419 |
81.580 |
81.491 |
S2 |
81.227 |
81.227 |
81.550 |
|
S3 |
80.892 |
81.084 |
81.519 |
|
S4 |
80.557 |
80.749 |
81.427 |
|
|
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 |
81.705 |
81.265 |
0.440 |
0.5% |
0.269 |
0.3% |
79% |
True |
False |
24,772 |
10 |
81.705 |
80.805 |
0.900 |
1.1% |
0.228 |
0.3% |
90% |
True |
False |
20,680 |
20 |
81.705 |
80.020 |
1.685 |
2.1% |
0.224 |
0.3% |
94% |
True |
False |
18,981 |
40 |
81.705 |
79.770 |
1.935 |
2.4% |
0.249 |
0.3% |
95% |
True |
False |
18,437 |
60 |
81.705 |
79.770 |
1.935 |
2.4% |
0.252 |
0.3% |
95% |
True |
False |
12,665 |
80 |
81.705 |
79.055 |
2.650 |
3.2% |
0.249 |
0.3% |
96% |
True |
False |
9,535 |
100 |
81.705 |
79.055 |
2.650 |
3.2% |
0.248 |
0.3% |
96% |
True |
False |
7,638 |
120 |
81.705 |
79.055 |
2.650 |
3.2% |
0.227 |
0.3% |
96% |
True |
False |
6,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.129 |
2.618 |
82.582 |
1.618 |
82.247 |
1.000 |
82.040 |
0.618 |
81.912 |
HIGH |
81.705 |
0.618 |
81.577 |
0.500 |
81.538 |
0.382 |
81.498 |
LOW |
81.370 |
0.618 |
81.163 |
1.000 |
81.035 |
1.618 |
80.828 |
2.618 |
80.493 |
4.250 |
79.946 |
|
|
Fisher Pivots for day following 05-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
81.587 |
81.569 |
PP |
81.562 |
81.527 |
S1 |
81.538 |
81.485 |
|