ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 27-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
82.845 |
82.955 |
0.110 |
0.1% |
81.855 |
High |
82.960 |
82.955 |
-0.005 |
0.0% |
82.695 |
Low |
82.750 |
82.640 |
-0.110 |
-0.1% |
81.855 |
Close |
82.897 |
82.672 |
-0.225 |
-0.3% |
82.590 |
Range |
0.210 |
0.315 |
0.105 |
50.0% |
0.840 |
ATR |
0.190 |
0.198 |
0.009 |
4.7% |
0.000 |
Volume |
36 |
77 |
41 |
113.9% |
86 |
|
Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.701 |
83.501 |
82.845 |
|
R3 |
83.386 |
83.186 |
82.759 |
|
R2 |
83.071 |
83.071 |
82.730 |
|
R1 |
82.871 |
82.871 |
82.701 |
82.814 |
PP |
82.756 |
82.756 |
82.756 |
82.727 |
S1 |
82.556 |
82.556 |
82.643 |
82.499 |
S2 |
82.441 |
82.441 |
82.614 |
|
S3 |
82.126 |
82.241 |
82.585 |
|
S4 |
81.811 |
81.926 |
82.499 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.900 |
84.585 |
83.052 |
|
R3 |
84.060 |
83.745 |
82.821 |
|
R2 |
83.220 |
83.220 |
82.744 |
|
R1 |
82.905 |
82.905 |
82.667 |
83.063 |
PP |
82.380 |
82.380 |
82.380 |
82.459 |
S1 |
82.065 |
82.065 |
82.513 |
82.223 |
S2 |
81.540 |
81.540 |
82.436 |
|
S3 |
80.700 |
81.225 |
82.359 |
|
S4 |
79.860 |
80.385 |
82.128 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.960 |
82.380 |
0.580 |
0.7% |
0.205 |
0.2% |
50% |
False |
False |
39 |
10 |
82.960 |
81.689 |
1.271 |
1.5% |
0.168 |
0.2% |
77% |
False |
False |
28 |
20 |
82.960 |
81.590 |
1.370 |
1.7% |
0.140 |
0.2% |
79% |
False |
False |
18 |
40 |
82.960 |
80.245 |
2.715 |
3.3% |
0.089 |
0.1% |
89% |
False |
False |
11 |
60 |
82.960 |
80.058 |
2.902 |
3.5% |
0.065 |
0.1% |
90% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.294 |
2.618 |
83.780 |
1.618 |
83.465 |
1.000 |
83.270 |
0.618 |
83.150 |
HIGH |
82.955 |
0.618 |
82.835 |
0.500 |
82.798 |
0.382 |
82.760 |
LOW |
82.640 |
0.618 |
82.445 |
1.000 |
82.325 |
1.618 |
82.130 |
2.618 |
81.815 |
4.250 |
81.301 |
|
|
Fisher Pivots for day following 27-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
82.798 |
82.800 |
PP |
82.756 |
82.757 |
S1 |
82.714 |
82.715 |
|