ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 10-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
84.350 |
84.120 |
-0.230 |
-0.3% |
82.780 |
High |
84.525 |
84.435 |
-0.090 |
-0.1% |
83.965 |
Low |
84.050 |
84.065 |
0.015 |
0.0% |
82.780 |
Close |
84.284 |
84.293 |
0.009 |
0.0% |
83.757 |
Range |
0.475 |
0.370 |
-0.105 |
-22.1% |
1.185 |
ATR |
0.365 |
0.365 |
0.000 |
0.1% |
0.000 |
Volume |
43,281 |
58,234 |
14,953 |
34.5% |
119,694 |
|
Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.374 |
85.204 |
84.497 |
|
R3 |
85.004 |
84.834 |
84.395 |
|
R2 |
84.634 |
84.634 |
84.361 |
|
R1 |
84.464 |
84.464 |
84.327 |
84.549 |
PP |
84.264 |
84.264 |
84.264 |
84.307 |
S1 |
84.094 |
84.094 |
84.259 |
84.179 |
S2 |
83.894 |
83.894 |
84.225 |
|
S3 |
83.524 |
83.724 |
84.191 |
|
S4 |
83.154 |
83.354 |
84.090 |
|
|
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 |
84.525 |
82.865 |
1.660 |
2.0% |
0.563 |
0.7% |
86% |
False |
False |
45,403 |
10 |
84.525 |
82.340 |
2.185 |
2.6% |
0.427 |
0.5% |
89% |
False |
False |
32,366 |
20 |
84.525 |
81.415 |
3.110 |
3.7% |
0.360 |
0.4% |
93% |
False |
False |
26,105 |
40 |
84.525 |
80.420 |
4.105 |
4.9% |
0.294 |
0.3% |
94% |
False |
False |
23,249 |
60 |
84.525 |
79.770 |
4.755 |
5.6% |
0.283 |
0.3% |
95% |
False |
False |
21,164 |
80 |
84.525 |
79.770 |
4.755 |
5.6% |
0.279 |
0.3% |
95% |
False |
False |
17,321 |
100 |
84.525 |
79.055 |
5.470 |
6.5% |
0.273 |
0.3% |
96% |
False |
False |
13,911 |
120 |
84.525 |
79.055 |
5.470 |
6.5% |
0.265 |
0.3% |
96% |
False |
False |
11,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.008 |
2.618 |
85.404 |
1.618 |
85.034 |
1.000 |
84.805 |
0.618 |
84.664 |
HIGH |
84.435 |
0.618 |
84.294 |
0.500 |
84.250 |
0.382 |
84.206 |
LOW |
84.065 |
0.618 |
83.836 |
1.000 |
83.695 |
1.618 |
83.466 |
2.618 |
83.096 |
4.250 |
82.493 |
|
|
Fisher Pivots for day following 10-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
84.279 |
84.253 |
PP |
84.264 |
84.213 |
S1 |
84.250 |
84.173 |
|