ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 14-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
81.575 |
81.665 |
0.090 |
0.1% |
81.395 |
High |
81.735 |
81.760 |
0.025 |
0.0% |
81.775 |
Low |
81.415 |
81.450 |
0.035 |
0.0% |
81.315 |
Close |
81.657 |
81.647 |
-0.010 |
0.0% |
81.454 |
Range |
0.320 |
0.310 |
-0.010 |
-3.1% |
0.460 |
ATR |
0.247 |
0.252 |
0.004 |
1.8% |
0.000 |
Volume |
21,239 |
18,883 |
-2,356 |
-11.1% |
119,298 |
|
Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.549 |
82.408 |
81.818 |
|
R3 |
82.239 |
82.098 |
81.732 |
|
R2 |
81.929 |
81.929 |
81.704 |
|
R1 |
81.788 |
81.788 |
81.675 |
81.704 |
PP |
81.619 |
81.619 |
81.619 |
81.577 |
S1 |
81.478 |
81.478 |
81.619 |
81.394 |
S2 |
81.309 |
81.309 |
81.590 |
|
S3 |
80.999 |
81.168 |
81.562 |
|
S4 |
80.689 |
80.858 |
81.477 |
|
|
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 |
81.760 |
81.315 |
0.445 |
0.5% |
0.257 |
0.3% |
75% |
True |
False |
18,295 |
10 |
81.775 |
81.265 |
0.510 |
0.6% |
0.265 |
0.3% |
75% |
False |
False |
21,690 |
20 |
81.775 |
80.490 |
1.285 |
1.6% |
0.242 |
0.3% |
90% |
False |
False |
20,910 |
40 |
81.775 |
79.770 |
2.005 |
2.5% |
0.241 |
0.3% |
94% |
False |
False |
18,919 |
60 |
81.775 |
79.770 |
2.005 |
2.5% |
0.258 |
0.3% |
94% |
False |
False |
15,056 |
80 |
81.775 |
79.055 |
2.720 |
3.3% |
0.256 |
0.3% |
95% |
False |
False |
11,362 |
100 |
81.775 |
79.055 |
2.720 |
3.3% |
0.248 |
0.3% |
95% |
False |
False |
9,104 |
120 |
81.775 |
79.055 |
2.720 |
3.3% |
0.241 |
0.3% |
95% |
False |
False |
7,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.078 |
2.618 |
82.572 |
1.618 |
82.262 |
1.000 |
82.070 |
0.618 |
81.952 |
HIGH |
81.760 |
0.618 |
81.642 |
0.500 |
81.605 |
0.382 |
81.568 |
LOW |
81.450 |
0.618 |
81.258 |
1.000 |
81.140 |
1.618 |
80.948 |
2.618 |
80.638 |
4.250 |
80.133 |
|
|
Fisher Pivots for day following 14-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
81.633 |
81.627 |
PP |
81.619 |
81.607 |
S1 |
81.605 |
81.588 |
|