ICE US Dollar Index Future March 2015
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 |
83.310 |
83.130 |
-0.180 |
-0.2% |
82.785 |
High |
83.310 |
84.120 |
0.810 |
1.0% |
83.035 |
Low |
83.095 |
83.130 |
0.035 |
0.0% |
82.575 |
Close |
83.121 |
84.069 |
0.948 |
1.1% |
83.006 |
Range |
0.215 |
0.990 |
0.775 |
360.5% |
0.460 |
ATR |
0.214 |
0.270 |
0.056 |
26.2% |
0.000 |
Volume |
38 |
66 |
28 |
73.7% |
223 |
|
Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.743 |
86.396 |
84.614 |
|
R3 |
85.753 |
85.406 |
84.341 |
|
R2 |
84.763 |
84.763 |
84.251 |
|
R1 |
84.416 |
84.416 |
84.160 |
84.590 |
PP |
83.773 |
83.773 |
83.773 |
83.860 |
S1 |
83.426 |
83.426 |
83.978 |
83.600 |
S2 |
82.783 |
82.783 |
83.888 |
|
S3 |
81.793 |
82.436 |
83.797 |
|
S4 |
80.803 |
81.446 |
83.525 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.252 |
84.089 |
83.259 |
|
R3 |
83.792 |
83.629 |
83.133 |
|
R2 |
83.332 |
83.332 |
83.090 |
|
R1 |
83.169 |
83.169 |
83.048 |
83.251 |
PP |
82.872 |
82.872 |
82.872 |
82.913 |
S1 |
82.709 |
82.709 |
82.964 |
82.791 |
S2 |
82.412 |
82.412 |
82.922 |
|
S3 |
81.952 |
82.249 |
82.880 |
|
S4 |
81.492 |
81.789 |
82.753 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.120 |
82.575 |
1.545 |
1.8% |
0.399 |
0.5% |
97% |
True |
False |
34 |
10 |
84.120 |
82.380 |
1.740 |
2.1% |
0.302 |
0.4% |
97% |
True |
False |
36 |
20 |
84.120 |
81.620 |
2.500 |
3.0% |
0.201 |
0.2% |
98% |
True |
False |
25 |
40 |
84.120 |
80.370 |
3.750 |
4.5% |
0.135 |
0.2% |
99% |
True |
False |
15 |
60 |
84.120 |
80.058 |
4.062 |
4.8% |
0.098 |
0.1% |
99% |
True |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.328 |
2.618 |
86.712 |
1.618 |
85.722 |
1.000 |
85.110 |
0.618 |
84.732 |
HIGH |
84.120 |
0.618 |
83.742 |
0.500 |
83.625 |
0.382 |
83.508 |
LOW |
83.130 |
0.618 |
82.518 |
1.000 |
82.140 |
1.618 |
81.528 |
2.618 |
80.538 |
4.250 |
78.923 |
|
|
Fisher Pivots for day following 04-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
83.921 |
83.907 |
PP |
83.773 |
83.745 |
S1 |
83.625 |
83.583 |
|