ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 02-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
82.495 |
82.780 |
0.285 |
0.3% |
82.620 |
High |
82.790 |
83.060 |
0.270 |
0.3% |
82.790 |
Low |
82.445 |
82.780 |
0.335 |
0.4% |
82.340 |
Close |
82.783 |
83.010 |
0.227 |
0.3% |
82.783 |
Range |
0.345 |
0.280 |
-0.065 |
-18.8% |
0.450 |
ATR |
0.284 |
0.284 |
0.000 |
-0.1% |
0.000 |
Volume |
19,818 |
20,300 |
482 |
2.4% |
87,534 |
|
Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.790 |
83.680 |
83.164 |
|
R3 |
83.510 |
83.400 |
83.087 |
|
R2 |
83.230 |
83.230 |
83.061 |
|
R1 |
83.120 |
83.120 |
83.036 |
83.175 |
PP |
82.950 |
82.950 |
82.950 |
82.978 |
S1 |
82.840 |
82.840 |
82.984 |
82.895 |
S2 |
82.670 |
82.670 |
82.959 |
|
S3 |
82.390 |
82.560 |
82.933 |
|
S4 |
82.110 |
82.280 |
82.856 |
|
|
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 |
83.060 |
82.340 |
0.720 |
0.9% |
0.299 |
0.4% |
93% |
True |
False |
19,175 |
10 |
83.060 |
81.640 |
1.420 |
1.7% |
0.306 |
0.4% |
96% |
True |
False |
20,330 |
20 |
83.060 |
81.315 |
1.745 |
2.1% |
0.287 |
0.3% |
97% |
True |
False |
20,461 |
40 |
83.060 |
80.020 |
3.040 |
3.7% |
0.251 |
0.3% |
98% |
True |
False |
19,306 |
60 |
83.060 |
79.770 |
3.290 |
4.0% |
0.262 |
0.3% |
98% |
True |
False |
18,808 |
80 |
83.060 |
79.600 |
3.460 |
4.2% |
0.263 |
0.3% |
99% |
True |
False |
14,312 |
100 |
83.060 |
79.055 |
4.005 |
4.8% |
0.256 |
0.3% |
99% |
True |
False |
11,476 |
120 |
83.060 |
79.055 |
4.005 |
4.8% |
0.254 |
0.3% |
99% |
True |
False |
9,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.250 |
2.618 |
83.793 |
1.618 |
83.513 |
1.000 |
83.340 |
0.618 |
83.233 |
HIGH |
83.060 |
0.618 |
82.953 |
0.500 |
82.920 |
0.382 |
82.887 |
LOW |
82.780 |
0.618 |
82.607 |
1.000 |
82.500 |
1.618 |
82.327 |
2.618 |
82.047 |
4.250 |
81.590 |
|
|
Fisher Pivots for day following 02-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
82.980 |
82.907 |
PP |
82.950 |
82.803 |
S1 |
82.920 |
82.700 |
|