ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 27-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
82.640 |
82.690 |
0.050 |
0.1% |
81.500 |
High |
82.735 |
82.755 |
0.020 |
0.0% |
82.510 |
Low |
82.480 |
82.425 |
-0.055 |
-0.1% |
81.430 |
Close |
82.679 |
82.449 |
-0.230 |
-0.3% |
82.377 |
Range |
0.255 |
0.330 |
0.075 |
29.4% |
1.080 |
ATR |
0.275 |
0.279 |
0.004 |
1.4% |
0.000 |
Volume |
16,424 |
19,537 |
3,113 |
19.0% |
107,117 |
|
Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.533 |
83.321 |
82.631 |
|
R3 |
83.203 |
82.991 |
82.540 |
|
R2 |
82.873 |
82.873 |
82.510 |
|
R1 |
82.661 |
82.661 |
82.479 |
82.602 |
PP |
82.543 |
82.543 |
82.543 |
82.514 |
S1 |
82.331 |
82.331 |
82.419 |
82.272 |
S2 |
82.213 |
82.213 |
82.389 |
|
S3 |
81.883 |
82.001 |
82.358 |
|
S4 |
81.553 |
81.671 |
82.268 |
|
|
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 |
82.755 |
82.125 |
0.630 |
0.8% |
0.286 |
0.3% |
51% |
True |
False |
19,396 |
10 |
82.755 |
81.420 |
1.335 |
1.6% |
0.294 |
0.4% |
77% |
True |
False |
19,674 |
20 |
82.755 |
81.265 |
1.490 |
1.8% |
0.274 |
0.3% |
79% |
True |
False |
20,943 |
40 |
82.755 |
79.835 |
2.920 |
3.5% |
0.253 |
0.3% |
90% |
True |
False |
19,046 |
60 |
82.755 |
79.770 |
2.985 |
3.6% |
0.267 |
0.3% |
90% |
True |
False |
17,948 |
80 |
82.755 |
79.055 |
3.700 |
4.5% |
0.266 |
0.3% |
92% |
True |
False |
13,575 |
100 |
82.755 |
79.055 |
3.700 |
4.5% |
0.258 |
0.3% |
92% |
True |
False |
10,881 |
120 |
82.755 |
79.055 |
3.700 |
4.5% |
0.250 |
0.3% |
92% |
True |
False |
9,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.158 |
2.618 |
83.619 |
1.618 |
83.289 |
1.000 |
83.085 |
0.618 |
82.959 |
HIGH |
82.755 |
0.618 |
82.629 |
0.500 |
82.590 |
0.382 |
82.551 |
LOW |
82.425 |
0.618 |
82.221 |
1.000 |
82.095 |
1.618 |
81.891 |
2.618 |
81.561 |
4.250 |
81.023 |
|
|
Fisher Pivots for day following 27-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
82.590 |
82.590 |
PP |
82.543 |
82.543 |
S1 |
82.496 |
82.496 |
|