ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 29-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
82.490 |
82.495 |
0.005 |
0.0% |
82.620 |
High |
82.625 |
82.790 |
0.165 |
0.2% |
82.790 |
Low |
82.340 |
82.445 |
0.105 |
0.1% |
82.340 |
Close |
82.516 |
82.783 |
0.267 |
0.3% |
82.783 |
Range |
0.285 |
0.345 |
0.060 |
21.1% |
0.450 |
ATR |
0.280 |
0.284 |
0.005 |
1.7% |
0.000 |
Volume |
19,799 |
19,818 |
19 |
0.1% |
87,534 |
|
Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.708 |
83.590 |
82.973 |
|
R3 |
83.363 |
83.245 |
82.878 |
|
R2 |
83.018 |
83.018 |
82.846 |
|
R1 |
82.900 |
82.900 |
82.815 |
82.959 |
PP |
82.673 |
82.673 |
82.673 |
82.702 |
S1 |
82.555 |
82.555 |
82.751 |
82.614 |
S2 |
82.328 |
82.328 |
82.720 |
|
S3 |
81.983 |
82.210 |
82.688 |
|
S4 |
81.638 |
81.865 |
82.593 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.988 |
83.835 |
83.031 |
|
R3 |
83.538 |
83.385 |
82.907 |
|
R2 |
83.088 |
83.088 |
82.866 |
|
R1 |
82.935 |
82.935 |
82.824 |
83.012 |
PP |
82.638 |
82.638 |
82.638 |
82.676 |
S1 |
82.485 |
82.485 |
82.742 |
82.562 |
S2 |
82.188 |
82.188 |
82.701 |
|
S3 |
81.738 |
82.035 |
82.659 |
|
S4 |
81.288 |
81.585 |
82.536 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.790 |
82.340 |
0.450 |
0.5% |
0.283 |
0.3% |
98% |
True |
False |
17,506 |
10 |
82.790 |
81.430 |
1.360 |
1.6% |
0.301 |
0.4% |
99% |
True |
False |
19,465 |
20 |
82.790 |
81.315 |
1.475 |
1.8% |
0.278 |
0.3% |
100% |
True |
False |
20,025 |
40 |
82.790 |
80.020 |
2.770 |
3.3% |
0.248 |
0.3% |
100% |
True |
False |
19,073 |
60 |
82.790 |
79.770 |
3.020 |
3.6% |
0.263 |
0.3% |
100% |
True |
False |
18,520 |
80 |
82.790 |
79.055 |
3.735 |
4.5% |
0.266 |
0.3% |
100% |
True |
False |
14,062 |
100 |
82.790 |
79.055 |
3.735 |
4.5% |
0.257 |
0.3% |
100% |
True |
False |
11,275 |
120 |
82.790 |
79.055 |
3.735 |
4.5% |
0.254 |
0.3% |
100% |
True |
False |
9,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.256 |
2.618 |
83.693 |
1.618 |
83.348 |
1.000 |
83.135 |
0.618 |
83.003 |
HIGH |
82.790 |
0.618 |
82.658 |
0.500 |
82.618 |
0.382 |
82.577 |
LOW |
82.445 |
0.618 |
82.232 |
1.000 |
82.100 |
1.618 |
81.887 |
2.618 |
81.542 |
4.250 |
80.979 |
|
|
Fisher Pivots for day following 29-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
82.728 |
82.710 |
PP |
82.673 |
82.638 |
S1 |
82.618 |
82.565 |
|