ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 28-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
82.690 |
82.490 |
-0.200 |
-0.2% |
81.500 |
High |
82.755 |
82.625 |
-0.130 |
-0.2% |
82.510 |
Low |
82.425 |
82.340 |
-0.085 |
-0.1% |
81.430 |
Close |
82.449 |
82.516 |
0.067 |
0.1% |
82.377 |
Range |
0.330 |
0.285 |
-0.045 |
-13.6% |
1.080 |
ATR |
0.279 |
0.280 |
0.000 |
0.1% |
0.000 |
Volume |
19,537 |
19,799 |
262 |
1.3% |
107,117 |
|
Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.349 |
83.217 |
82.673 |
|
R3 |
83.064 |
82.932 |
82.594 |
|
R2 |
82.779 |
82.779 |
82.568 |
|
R1 |
82.647 |
82.647 |
82.542 |
82.713 |
PP |
82.494 |
82.494 |
82.494 |
82.527 |
S1 |
82.362 |
82.362 |
82.490 |
82.428 |
S2 |
82.209 |
82.209 |
82.464 |
|
S3 |
81.924 |
82.077 |
82.438 |
|
S4 |
81.639 |
81.792 |
82.359 |
|
|
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% |
0.291 |
0.4% |
62% |
False |
False |
19,878 |
10 |
82.755 |
81.420 |
1.335 |
1.6% |
0.292 |
0.4% |
82% |
False |
False |
19,765 |
20 |
82.755 |
81.265 |
1.490 |
1.8% |
0.278 |
0.3% |
84% |
False |
False |
20,728 |
40 |
82.755 |
79.975 |
2.780 |
3.4% |
0.255 |
0.3% |
91% |
False |
False |
19,163 |
60 |
82.755 |
79.770 |
2.985 |
3.6% |
0.269 |
0.3% |
92% |
False |
False |
18,256 |
80 |
82.755 |
79.055 |
3.700 |
4.5% |
0.264 |
0.3% |
94% |
False |
False |
13,816 |
100 |
82.755 |
79.055 |
3.700 |
4.5% |
0.259 |
0.3% |
94% |
False |
False |
11,079 |
120 |
82.755 |
79.055 |
3.700 |
4.5% |
0.252 |
0.3% |
94% |
False |
False |
9,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.836 |
2.618 |
83.371 |
1.618 |
83.086 |
1.000 |
82.910 |
0.618 |
82.801 |
HIGH |
82.625 |
0.618 |
82.516 |
0.500 |
82.483 |
0.382 |
82.449 |
LOW |
82.340 |
0.618 |
82.164 |
1.000 |
82.055 |
1.618 |
81.879 |
2.618 |
81.594 |
4.250 |
81.129 |
|
|
Fisher Pivots for day following 28-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
82.505 |
82.548 |
PP |
82.494 |
82.537 |
S1 |
82.483 |
82.527 |
|