ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 13-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
81.535 |
81.575 |
0.040 |
0.0% |
81.395 |
High |
81.745 |
81.735 |
-0.010 |
0.0% |
81.775 |
Low |
81.530 |
81.415 |
-0.115 |
-0.1% |
81.315 |
Close |
81.555 |
81.657 |
0.102 |
0.1% |
81.454 |
Range |
0.215 |
0.320 |
0.105 |
48.8% |
0.460 |
ATR |
0.242 |
0.247 |
0.006 |
2.3% |
0.000 |
Volume |
15,290 |
21,239 |
5,949 |
38.9% |
119,298 |
|
Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.562 |
82.430 |
81.833 |
|
R3 |
82.242 |
82.110 |
81.745 |
|
R2 |
81.922 |
81.922 |
81.716 |
|
R1 |
81.790 |
81.790 |
81.686 |
81.856 |
PP |
81.602 |
81.602 |
81.602 |
81.636 |
S1 |
81.470 |
81.470 |
81.628 |
81.536 |
S2 |
81.282 |
81.282 |
81.598 |
|
S3 |
80.962 |
81.150 |
81.569 |
|
S4 |
80.642 |
80.830 |
81.481 |
|
|
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 |
81.745 |
81.315 |
0.430 |
0.5% |
0.249 |
0.3% |
80% |
False |
False |
20,065 |
10 |
81.775 |
81.265 |
0.510 |
0.6% |
0.254 |
0.3% |
77% |
False |
False |
22,213 |
20 |
81.775 |
80.490 |
1.285 |
1.6% |
0.233 |
0.3% |
91% |
False |
False |
20,638 |
40 |
81.775 |
79.770 |
2.005 |
2.5% |
0.246 |
0.3% |
94% |
False |
False |
18,953 |
60 |
81.775 |
79.770 |
2.005 |
2.5% |
0.255 |
0.3% |
94% |
False |
False |
14,743 |
80 |
81.775 |
79.055 |
2.720 |
3.3% |
0.254 |
0.3% |
96% |
False |
False |
11,128 |
100 |
81.775 |
79.055 |
2.720 |
3.3% |
0.247 |
0.3% |
96% |
False |
False |
8,916 |
120 |
81.775 |
79.055 |
2.720 |
3.3% |
0.239 |
0.3% |
96% |
False |
False |
7,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.095 |
2.618 |
82.573 |
1.618 |
82.253 |
1.000 |
82.055 |
0.618 |
81.933 |
HIGH |
81.735 |
0.618 |
81.613 |
0.500 |
81.575 |
0.382 |
81.537 |
LOW |
81.415 |
0.618 |
81.217 |
1.000 |
81.095 |
1.618 |
80.897 |
2.618 |
80.577 |
4.250 |
80.055 |
|
|
Fisher Pivots for day following 13-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
81.630 |
81.631 |
PP |
81.602 |
81.606 |
S1 |
81.575 |
81.580 |
|