ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 04-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
83.005 |
82.890 |
-0.115 |
-0.1% |
82.620 |
High |
83.075 |
83.895 |
0.820 |
1.0% |
82.790 |
Low |
82.860 |
82.865 |
0.005 |
0.0% |
82.340 |
Close |
82.888 |
83.834 |
0.946 |
1.1% |
82.783 |
Range |
0.215 |
1.030 |
0.815 |
379.1% |
0.450 |
ATR |
0.279 |
0.333 |
0.054 |
19.2% |
0.000 |
Volume |
17,194 |
42,979 |
25,785 |
150.0% |
87,534 |
|
Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.621 |
86.258 |
84.401 |
|
R3 |
85.591 |
85.228 |
84.117 |
|
R2 |
84.561 |
84.561 |
84.023 |
|
R1 |
84.198 |
84.198 |
83.928 |
84.380 |
PP |
83.531 |
83.531 |
83.531 |
83.622 |
S1 |
83.168 |
83.168 |
83.740 |
83.350 |
S2 |
82.501 |
82.501 |
83.645 |
|
S3 |
81.471 |
82.138 |
83.551 |
|
S4 |
80.441 |
81.108 |
83.268 |
|
|
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 |
83.895 |
82.340 |
1.555 |
1.9% |
0.431 |
0.5% |
96% |
True |
False |
24,018 |
10 |
83.895 |
82.125 |
1.770 |
2.1% |
0.359 |
0.4% |
97% |
True |
False |
21,707 |
20 |
83.895 |
81.315 |
2.580 |
3.1% |
0.317 |
0.4% |
98% |
True |
False |
20,858 |
40 |
83.895 |
80.020 |
3.875 |
4.6% |
0.272 |
0.3% |
98% |
True |
False |
20,146 |
60 |
83.895 |
79.770 |
4.125 |
4.9% |
0.272 |
0.3% |
99% |
True |
False |
19,510 |
80 |
83.895 |
79.770 |
4.125 |
4.9% |
0.269 |
0.3% |
99% |
True |
False |
15,055 |
100 |
83.895 |
79.055 |
4.840 |
5.8% |
0.263 |
0.3% |
99% |
True |
False |
12,075 |
120 |
83.895 |
79.055 |
4.840 |
5.8% |
0.260 |
0.3% |
99% |
True |
False |
10,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.273 |
2.618 |
86.592 |
1.618 |
85.562 |
1.000 |
84.925 |
0.618 |
84.532 |
HIGH |
83.895 |
0.618 |
83.502 |
0.500 |
83.380 |
0.382 |
83.258 |
LOW |
82.865 |
0.618 |
82.228 |
1.000 |
81.835 |
1.618 |
81.198 |
2.618 |
80.168 |
4.250 |
78.488 |
|
|
Fisher Pivots for day following 04-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
83.683 |
83.669 |
PP |
83.531 |
83.503 |
S1 |
83.380 |
83.338 |
|