ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 22-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
82.290 |
82.235 |
-0.055 |
-0.1% |
81.500 |
High |
82.420 |
82.510 |
0.090 |
0.1% |
82.510 |
Low |
82.160 |
82.125 |
-0.035 |
0.0% |
81.430 |
Close |
82.208 |
82.377 |
0.169 |
0.2% |
82.377 |
Range |
0.260 |
0.385 |
0.125 |
48.1% |
1.080 |
ATR |
0.266 |
0.274 |
0.009 |
3.2% |
0.000 |
Volume |
17,390 |
31,677 |
14,287 |
82.2% |
107,117 |
|
Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.492 |
83.320 |
82.589 |
|
R3 |
83.107 |
82.935 |
82.483 |
|
R2 |
82.722 |
82.722 |
82.448 |
|
R1 |
82.550 |
82.550 |
82.412 |
82.636 |
PP |
82.337 |
82.337 |
82.337 |
82.381 |
S1 |
82.165 |
82.165 |
82.342 |
82.251 |
S2 |
81.952 |
81.952 |
82.306 |
|
S3 |
81.567 |
81.780 |
82.271 |
|
S4 |
81.182 |
81.395 |
82.165 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.346 |
84.941 |
82.971 |
|
R3 |
84.266 |
83.861 |
82.674 |
|
R2 |
83.186 |
83.186 |
82.575 |
|
R1 |
82.781 |
82.781 |
82.476 |
82.984 |
PP |
82.106 |
82.106 |
82.106 |
82.207 |
S1 |
81.701 |
81.701 |
82.278 |
81.904 |
S2 |
81.026 |
81.026 |
82.179 |
|
S3 |
79.946 |
80.621 |
82.080 |
|
S4 |
78.866 |
79.541 |
81.783 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.510 |
81.430 |
1.080 |
1.3% |
0.318 |
0.4% |
88% |
True |
False |
21,423 |
10 |
82.510 |
81.415 |
1.095 |
1.3% |
0.278 |
0.3% |
88% |
True |
False |
19,367 |
20 |
82.510 |
81.065 |
1.445 |
1.8% |
0.270 |
0.3% |
91% |
True |
False |
21,379 |
40 |
82.510 |
79.770 |
2.740 |
3.3% |
0.250 |
0.3% |
95% |
True |
False |
19,350 |
60 |
82.510 |
79.770 |
2.740 |
3.3% |
0.265 |
0.3% |
95% |
True |
False |
17,189 |
80 |
82.510 |
79.055 |
3.455 |
4.2% |
0.262 |
0.3% |
96% |
True |
False |
12,979 |
100 |
82.510 |
79.055 |
3.455 |
4.2% |
0.258 |
0.3% |
96% |
True |
False |
10,403 |
120 |
82.510 |
79.055 |
3.455 |
4.2% |
0.250 |
0.3% |
96% |
True |
False |
8,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.146 |
2.618 |
83.518 |
1.618 |
83.133 |
1.000 |
82.895 |
0.618 |
82.748 |
HIGH |
82.510 |
0.618 |
82.363 |
0.500 |
82.318 |
0.382 |
82.272 |
LOW |
82.125 |
0.618 |
81.887 |
1.000 |
81.740 |
1.618 |
81.502 |
2.618 |
81.117 |
4.250 |
80.489 |
|
|
Fisher Pivots for day following 22-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
82.357 |
82.325 |
PP |
82.337 |
82.272 |
S1 |
82.318 |
82.220 |
|