ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 11-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
81.625 |
81.470 |
-0.155 |
-0.2% |
81.395 |
High |
81.670 |
81.550 |
-0.120 |
-0.1% |
81.775 |
Low |
81.315 |
81.465 |
0.150 |
0.2% |
81.315 |
Close |
81.454 |
81.535 |
0.081 |
0.1% |
81.454 |
Range |
0.355 |
0.085 |
-0.270 |
-76.1% |
0.460 |
ATR |
0.255 |
0.244 |
-0.011 |
-4.5% |
0.000 |
Volume |
27,747 |
8,320 |
-19,427 |
-70.0% |
119,298 |
|
Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.772 |
81.738 |
81.582 |
|
R3 |
81.687 |
81.653 |
81.558 |
|
R2 |
81.602 |
81.602 |
81.551 |
|
R1 |
81.568 |
81.568 |
81.543 |
81.585 |
PP |
81.517 |
81.517 |
81.517 |
81.525 |
S1 |
81.483 |
81.483 |
81.527 |
81.500 |
S2 |
81.432 |
81.432 |
81.519 |
|
S3 |
81.347 |
81.398 |
81.512 |
|
S4 |
81.262 |
81.313 |
81.488 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.895 |
82.634 |
81.707 |
|
R3 |
82.435 |
82.174 |
81.581 |
|
R2 |
81.975 |
81.975 |
81.538 |
|
R1 |
81.714 |
81.714 |
81.496 |
81.845 |
PP |
81.515 |
81.515 |
81.515 |
81.580 |
S1 |
81.254 |
81.254 |
81.412 |
81.385 |
S2 |
81.055 |
81.055 |
81.370 |
|
S3 |
80.595 |
80.794 |
81.328 |
|
S4 |
80.135 |
80.334 |
81.201 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.775 |
81.315 |
0.460 |
0.6% |
0.271 |
0.3% |
48% |
False |
False |
23,207 |
10 |
81.775 |
81.085 |
0.690 |
0.8% |
0.262 |
0.3% |
65% |
False |
False |
23,066 |
20 |
81.775 |
80.175 |
1.600 |
2.0% |
0.233 |
0.3% |
85% |
False |
False |
20,940 |
40 |
81.775 |
79.770 |
2.005 |
2.5% |
0.247 |
0.3% |
88% |
False |
False |
18,746 |
60 |
81.775 |
79.770 |
2.005 |
2.5% |
0.251 |
0.3% |
88% |
False |
False |
14,152 |
80 |
81.775 |
79.055 |
2.720 |
3.3% |
0.252 |
0.3% |
91% |
False |
False |
10,674 |
100 |
81.775 |
79.055 |
2.720 |
3.3% |
0.248 |
0.3% |
91% |
False |
False |
8,552 |
120 |
81.775 |
79.055 |
2.720 |
3.3% |
0.235 |
0.3% |
91% |
False |
False |
7,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.911 |
2.618 |
81.773 |
1.618 |
81.688 |
1.000 |
81.635 |
0.618 |
81.603 |
HIGH |
81.550 |
0.618 |
81.518 |
0.500 |
81.508 |
0.382 |
81.497 |
LOW |
81.465 |
0.618 |
81.412 |
1.000 |
81.380 |
1.618 |
81.327 |
2.618 |
81.242 |
4.250 |
81.104 |
|
|
Fisher Pivots for day following 11-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
81.526 |
81.529 |
PP |
81.517 |
81.523 |
S1 |
81.508 |
81.518 |
|