ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 03-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
82.780 |
83.005 |
0.225 |
0.3% |
82.620 |
High |
83.060 |
83.075 |
0.015 |
0.0% |
82.790 |
Low |
82.780 |
82.860 |
0.080 |
0.1% |
82.340 |
Close |
83.010 |
82.888 |
-0.122 |
-0.1% |
82.783 |
Range |
0.280 |
0.215 |
-0.065 |
-23.2% |
0.450 |
ATR |
0.284 |
0.279 |
-0.005 |
-1.7% |
0.000 |
Volume |
20,300 |
17,194 |
-3,106 |
-15.3% |
87,534 |
|
Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.586 |
83.452 |
83.006 |
|
R3 |
83.371 |
83.237 |
82.947 |
|
R2 |
83.156 |
83.156 |
82.927 |
|
R1 |
83.022 |
83.022 |
82.908 |
82.982 |
PP |
82.941 |
82.941 |
82.941 |
82.921 |
S1 |
82.807 |
82.807 |
82.868 |
82.767 |
S2 |
82.726 |
82.726 |
82.849 |
|
S3 |
82.511 |
82.592 |
82.829 |
|
S4 |
82.296 |
82.377 |
82.770 |
|
|
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 |
83.075 |
82.340 |
0.735 |
0.9% |
0.291 |
0.4% |
75% |
True |
False |
19,329 |
10 |
83.075 |
81.930 |
1.145 |
1.4% |
0.296 |
0.4% |
84% |
True |
False |
19,627 |
20 |
83.075 |
81.315 |
1.760 |
2.1% |
0.281 |
0.3% |
89% |
True |
False |
20,096 |
40 |
83.075 |
80.020 |
3.055 |
3.7% |
0.253 |
0.3% |
94% |
True |
False |
19,539 |
60 |
83.075 |
79.770 |
3.305 |
4.0% |
0.260 |
0.3% |
94% |
True |
False |
18,990 |
80 |
83.075 |
79.770 |
3.305 |
4.0% |
0.259 |
0.3% |
94% |
True |
False |
14,523 |
100 |
83.075 |
79.055 |
4.020 |
4.8% |
0.256 |
0.3% |
95% |
True |
False |
11,647 |
120 |
83.075 |
79.055 |
4.020 |
4.8% |
0.253 |
0.3% |
95% |
True |
False |
9,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.989 |
2.618 |
83.638 |
1.618 |
83.423 |
1.000 |
83.290 |
0.618 |
83.208 |
HIGH |
83.075 |
0.618 |
82.993 |
0.500 |
82.968 |
0.382 |
82.942 |
LOW |
82.860 |
0.618 |
82.727 |
1.000 |
82.645 |
1.618 |
82.512 |
2.618 |
82.297 |
4.250 |
81.946 |
|
|
Fisher Pivots for day following 03-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
82.968 |
82.845 |
PP |
82.941 |
82.803 |
S1 |
82.915 |
82.760 |
|