ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 05-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
82.890 |
83.935 |
1.045 |
1.3% |
82.780 |
High |
83.895 |
83.965 |
0.070 |
0.1% |
83.965 |
Low |
82.865 |
83.585 |
0.720 |
0.9% |
82.780 |
Close |
83.834 |
83.757 |
-0.077 |
-0.1% |
83.757 |
Range |
1.030 |
0.380 |
-0.650 |
-63.1% |
1.185 |
ATR |
0.333 |
0.336 |
0.003 |
1.0% |
0.000 |
Volume |
42,979 |
39,221 |
-3,758 |
-8.7% |
119,694 |
|
Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.909 |
84.713 |
83.966 |
|
R3 |
84.529 |
84.333 |
83.862 |
|
R2 |
84.149 |
84.149 |
83.827 |
|
R1 |
83.953 |
83.953 |
83.792 |
83.861 |
PP |
83.769 |
83.769 |
83.769 |
83.723 |
S1 |
83.573 |
83.573 |
83.722 |
83.481 |
S2 |
83.389 |
83.389 |
83.687 |
|
S3 |
83.009 |
83.193 |
83.653 |
|
S4 |
82.629 |
82.813 |
83.548 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.056 |
86.591 |
84.409 |
|
R3 |
85.871 |
85.406 |
84.083 |
|
R2 |
84.686 |
84.686 |
83.974 |
|
R1 |
84.221 |
84.221 |
83.866 |
84.454 |
PP |
83.501 |
83.501 |
83.501 |
83.617 |
S1 |
83.036 |
83.036 |
83.648 |
83.269 |
S2 |
82.316 |
82.316 |
83.540 |
|
S3 |
81.131 |
81.851 |
83.431 |
|
S4 |
79.946 |
80.666 |
83.105 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.965 |
82.445 |
1.520 |
1.8% |
0.450 |
0.5% |
86% |
True |
False |
27,902 |
10 |
83.965 |
82.125 |
1.840 |
2.2% |
0.371 |
0.4% |
89% |
True |
False |
23,890 |
20 |
83.965 |
81.315 |
2.650 |
3.2% |
0.323 |
0.4% |
92% |
True |
False |
21,432 |
40 |
83.965 |
80.070 |
3.895 |
4.7% |
0.276 |
0.3% |
95% |
True |
False |
20,795 |
60 |
83.965 |
79.770 |
4.195 |
5.0% |
0.274 |
0.3% |
95% |
True |
False |
19,864 |
80 |
83.965 |
79.770 |
4.195 |
5.0% |
0.270 |
0.3% |
95% |
True |
False |
15,540 |
100 |
83.965 |
79.055 |
4.910 |
5.9% |
0.265 |
0.3% |
96% |
True |
False |
12,467 |
120 |
83.965 |
79.055 |
4.910 |
5.9% |
0.262 |
0.3% |
96% |
True |
False |
10,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.580 |
2.618 |
84.960 |
1.618 |
84.580 |
1.000 |
84.345 |
0.618 |
84.200 |
HIGH |
83.965 |
0.618 |
83.820 |
0.500 |
83.775 |
0.382 |
83.730 |
LOW |
83.585 |
0.618 |
83.350 |
1.000 |
83.205 |
1.618 |
82.970 |
2.618 |
82.590 |
4.250 |
81.970 |
|
|
Fisher Pivots for day following 05-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
83.775 |
83.642 |
PP |
83.769 |
83.527 |
S1 |
83.763 |
83.413 |
|