ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 25-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
82.235 |
82.620 |
0.385 |
0.5% |
81.500 |
High |
82.510 |
82.690 |
0.180 |
0.2% |
82.510 |
Low |
82.125 |
82.490 |
0.365 |
0.4% |
81.430 |
Close |
82.377 |
82.593 |
0.216 |
0.3% |
82.377 |
Range |
0.385 |
0.200 |
-0.185 |
-48.1% |
1.080 |
ATR |
0.274 |
0.277 |
0.003 |
1.0% |
0.000 |
Volume |
31,677 |
11,956 |
-19,721 |
-62.3% |
107,117 |
|
Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.191 |
83.092 |
82.703 |
|
R3 |
82.991 |
82.892 |
82.648 |
|
R2 |
82.791 |
82.791 |
82.630 |
|
R1 |
82.692 |
82.692 |
82.611 |
82.642 |
PP |
82.591 |
82.591 |
82.591 |
82.566 |
S1 |
82.492 |
82.492 |
82.575 |
82.442 |
S2 |
82.391 |
82.391 |
82.556 |
|
S3 |
82.191 |
82.292 |
82.538 |
|
S4 |
81.991 |
82.092 |
82.483 |
|
|
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 |
82.690 |
81.640 |
1.050 |
1.3% |
0.312 |
0.4% |
91% |
True |
False |
21,484 |
10 |
82.690 |
81.415 |
1.275 |
1.5% |
0.289 |
0.3% |
92% |
True |
False |
19,731 |
20 |
82.690 |
81.085 |
1.605 |
1.9% |
0.276 |
0.3% |
94% |
True |
False |
21,399 |
40 |
82.690 |
79.770 |
2.920 |
3.5% |
0.250 |
0.3% |
97% |
True |
False |
19,231 |
60 |
82.690 |
79.770 |
2.920 |
3.5% |
0.265 |
0.3% |
97% |
True |
False |
17,380 |
80 |
82.690 |
79.055 |
3.635 |
4.4% |
0.264 |
0.3% |
97% |
True |
False |
13,127 |
100 |
82.690 |
79.055 |
3.635 |
4.4% |
0.258 |
0.3% |
97% |
True |
False |
10,522 |
120 |
82.690 |
79.055 |
3.635 |
4.4% |
0.251 |
0.3% |
97% |
True |
False |
8,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.540 |
2.618 |
83.214 |
1.618 |
83.014 |
1.000 |
82.890 |
0.618 |
82.814 |
HIGH |
82.690 |
0.618 |
82.614 |
0.500 |
82.590 |
0.382 |
82.566 |
LOW |
82.490 |
0.618 |
82.366 |
1.000 |
82.290 |
1.618 |
82.166 |
2.618 |
81.966 |
4.250 |
81.640 |
|
|
Fisher Pivots for day following 25-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
82.592 |
82.531 |
PP |
82.591 |
82.469 |
S1 |
82.590 |
82.408 |
|