ICE US Dollar Index Future September 2014


Trading Metrics calculated at close of trading on 20-Aug-2014
Day Change Summary
Previous Current
19-Aug-2014 20-Aug-2014 Change Change % Previous Week
Open 81.650 81.940 0.290 0.4% 81.470
High 81.955 82.330 0.375 0.5% 81.760
Low 81.640 81.930 0.290 0.4% 81.415
Close 81.937 82.280 0.343 0.4% 81.469
Range 0.315 0.400 0.085 27.0% 0.345
ATR 0.256 0.266 0.010 4.0% 0.000
Volume 24,216 22,184 -2,032 -8.4% 86,558
Daily Pivots for day following 20-Aug-2014
Classic Woodie Camarilla DeMark
R4 83.380 83.230 82.500
R3 82.980 82.830 82.390
R2 82.580 82.580 82.353
R1 82.430 82.430 82.317 82.505
PP 82.180 82.180 82.180 82.218
S1 82.030 82.030 82.243 82.105
S2 81.780 81.780 82.207
S3 81.380 81.630 82.170
S4 80.980 81.230 82.060
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 82.330 81.420 0.910 1.1% 0.302 0.4% 95% True False 19,951
10 82.330 81.315 1.015 1.2% 0.276 0.3% 95% True False 20,008
20 82.330 80.815 1.515 1.8% 0.262 0.3% 97% True False 21,025
40 82.330 79.770 2.560 3.1% 0.247 0.3% 98% True False 19,317
60 82.330 79.770 2.560 3.1% 0.261 0.3% 98% True False 16,390
80 82.330 79.055 3.275 4.0% 0.261 0.3% 98% True False 12,368
100 82.330 79.055 3.275 4.0% 0.254 0.3% 98% True False 9,912
120 82.330 79.055 3.275 4.0% 0.247 0.3% 98% True False 8,265
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 84.030
2.618 83.377
1.618 82.977
1.000 82.730
0.618 82.577
HIGH 82.330
0.618 82.177
0.500 82.130
0.382 82.083
LOW 81.930
0.618 81.683
1.000 81.530
1.618 81.283
2.618 80.883
4.250 80.230
Fisher Pivots for day following 20-Aug-2014
Pivot 1 day 3 day
R1 82.230 82.147
PP 82.180 82.013
S1 82.130 81.880

These figures are updated between 7pm and 10pm EST after a trading day.

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