ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 19-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
81.500 |
81.650 |
0.150 |
0.2% |
81.470 |
High |
81.660 |
81.955 |
0.295 |
0.4% |
81.760 |
Low |
81.430 |
81.640 |
0.210 |
0.3% |
81.415 |
Close |
81.631 |
81.937 |
0.306 |
0.4% |
81.469 |
Range |
0.230 |
0.315 |
0.085 |
37.0% |
0.345 |
ATR |
0.251 |
0.256 |
0.005 |
2.1% |
0.000 |
Volume |
11,650 |
24,216 |
12,566 |
107.9% |
86,558 |
|
Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.789 |
82.678 |
82.110 |
|
R3 |
82.474 |
82.363 |
82.024 |
|
R2 |
82.159 |
82.159 |
81.995 |
|
R1 |
82.048 |
82.048 |
81.966 |
82.104 |
PP |
81.844 |
81.844 |
81.844 |
81.872 |
S1 |
81.733 |
81.733 |
81.908 |
81.789 |
S2 |
81.529 |
81.529 |
81.879 |
|
S3 |
81.214 |
81.418 |
81.850 |
|
S4 |
80.899 |
81.103 |
81.764 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.583 |
82.371 |
81.659 |
|
R3 |
82.238 |
82.026 |
81.564 |
|
R2 |
81.893 |
81.893 |
81.532 |
|
R1 |
81.681 |
81.681 |
81.501 |
81.615 |
PP |
81.548 |
81.548 |
81.548 |
81.515 |
S1 |
81.336 |
81.336 |
81.437 |
81.270 |
S2 |
81.203 |
81.203 |
81.406 |
|
S3 |
80.858 |
80.991 |
81.374 |
|
S4 |
80.513 |
80.646 |
81.279 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.955 |
81.415 |
0.540 |
0.7% |
0.286 |
0.3% |
97% |
True |
False |
19,762 |
10 |
81.955 |
81.315 |
0.640 |
0.8% |
0.267 |
0.3% |
97% |
True |
False |
20,564 |
20 |
81.955 |
80.805 |
1.150 |
1.4% |
0.247 |
0.3% |
98% |
True |
False |
20,622 |
40 |
81.955 |
79.770 |
2.185 |
2.7% |
0.243 |
0.3% |
99% |
True |
False |
19,149 |
60 |
81.955 |
79.770 |
2.185 |
2.7% |
0.259 |
0.3% |
99% |
True |
False |
16,023 |
80 |
81.955 |
79.055 |
2.900 |
3.5% |
0.260 |
0.3% |
99% |
True |
False |
12,091 |
100 |
81.955 |
79.055 |
2.900 |
3.5% |
0.251 |
0.3% |
99% |
True |
False |
9,691 |
120 |
81.955 |
79.055 |
2.900 |
3.5% |
0.248 |
0.3% |
99% |
True |
False |
8,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.294 |
2.618 |
82.780 |
1.618 |
82.465 |
1.000 |
82.270 |
0.618 |
82.150 |
HIGH |
81.955 |
0.618 |
81.835 |
0.500 |
81.798 |
0.382 |
81.760 |
LOW |
81.640 |
0.618 |
81.445 |
1.000 |
81.325 |
1.618 |
81.130 |
2.618 |
80.815 |
4.250 |
80.301 |
|
|
Fisher Pivots for day following 19-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
81.891 |
81.854 |
PP |
81.844 |
81.771 |
S1 |
81.798 |
81.688 |
|