ICE US Dollar Index Future September 2014
Trading Metrics calculated at close of trading on 12-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
84.255 |
84.295 |
0.040 |
0.0% |
83.885 |
High |
84.355 |
84.425 |
0.070 |
0.1% |
84.525 |
Low |
84.080 |
84.090 |
0.010 |
0.0% |
83.820 |
Close |
84.304 |
84.240 |
-0.064 |
-0.1% |
84.240 |
Range |
0.275 |
0.335 |
0.060 |
21.8% |
0.705 |
ATR |
0.359 |
0.357 |
-0.002 |
-0.5% |
0.000 |
Volume |
33,302 |
16,342 |
-16,960 |
-50.9% |
194,459 |
|
Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.257 |
85.083 |
84.424 |
|
R3 |
84.922 |
84.748 |
84.332 |
|
R2 |
84.587 |
84.587 |
84.301 |
|
R1 |
84.413 |
84.413 |
84.271 |
84.333 |
PP |
84.252 |
84.252 |
84.252 |
84.211 |
S1 |
84.078 |
84.078 |
84.209 |
83.998 |
S2 |
83.917 |
83.917 |
84.179 |
|
S3 |
83.582 |
83.743 |
84.148 |
|
S4 |
83.247 |
83.408 |
84.056 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.310 |
85.980 |
84.628 |
|
R3 |
85.605 |
85.275 |
84.434 |
|
R2 |
84.900 |
84.900 |
84.369 |
|
R1 |
84.570 |
84.570 |
84.305 |
84.735 |
PP |
84.195 |
84.195 |
84.195 |
84.278 |
S1 |
83.865 |
83.865 |
84.175 |
84.030 |
S2 |
83.490 |
83.490 |
84.111 |
|
S3 |
82.785 |
83.160 |
84.046 |
|
S4 |
82.080 |
82.455 |
83.852 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.525 |
83.820 |
0.705 |
0.8% |
0.403 |
0.5% |
60% |
False |
False |
38,891 |
10 |
84.525 |
82.445 |
2.080 |
2.5% |
0.427 |
0.5% |
86% |
False |
False |
33,397 |
20 |
84.525 |
81.420 |
3.105 |
3.7% |
0.359 |
0.4% |
91% |
False |
False |
26,581 |
40 |
84.525 |
80.490 |
4.035 |
4.8% |
0.301 |
0.4% |
93% |
False |
False |
23,746 |
60 |
84.525 |
79.770 |
4.755 |
5.6% |
0.280 |
0.3% |
94% |
False |
False |
21,473 |
80 |
84.525 |
79.770 |
4.755 |
5.6% |
0.284 |
0.3% |
94% |
False |
False |
17,937 |
100 |
84.525 |
79.055 |
5.470 |
6.5% |
0.276 |
0.3% |
95% |
False |
False |
14,406 |
120 |
84.525 |
79.055 |
5.470 |
6.5% |
0.267 |
0.3% |
95% |
False |
False |
12,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.849 |
2.618 |
85.302 |
1.618 |
84.967 |
1.000 |
84.760 |
0.618 |
84.632 |
HIGH |
84.425 |
0.618 |
84.297 |
0.500 |
84.258 |
0.382 |
84.218 |
LOW |
84.090 |
0.618 |
83.883 |
1.000 |
83.755 |
1.618 |
83.548 |
2.618 |
83.213 |
4.250 |
82.666 |
|
|
Fisher Pivots for day following 12-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
84.258 |
84.250 |
PP |
84.252 |
84.247 |
S1 |
84.246 |
84.243 |
|