ICE US Dollar Index Future March 2015
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 |
83.130 |
84.190 |
1.060 |
1.3% |
83.045 |
High |
84.120 |
84.190 |
0.070 |
0.1% |
84.190 |
Low |
83.130 |
83.550 |
0.420 |
0.5% |
83.045 |
Close |
84.069 |
84.012 |
-0.057 |
-0.1% |
84.012 |
Range |
0.990 |
0.640 |
-0.350 |
-35.4% |
1.145 |
ATR |
0.270 |
0.297 |
0.026 |
9.8% |
0.000 |
Volume |
66 |
39 |
-27 |
-40.9% |
167 |
|
Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.837 |
85.565 |
84.364 |
|
R3 |
85.197 |
84.925 |
84.188 |
|
R2 |
84.557 |
84.557 |
84.129 |
|
R1 |
84.285 |
84.285 |
84.071 |
84.101 |
PP |
83.917 |
83.917 |
83.917 |
83.826 |
S1 |
83.645 |
83.645 |
83.953 |
83.461 |
S2 |
83.277 |
83.277 |
83.895 |
|
S3 |
82.637 |
83.005 |
83.836 |
|
S4 |
81.997 |
82.365 |
83.660 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.184 |
86.743 |
84.642 |
|
R3 |
86.039 |
85.598 |
84.327 |
|
R2 |
84.894 |
84.894 |
84.222 |
|
R1 |
84.453 |
84.453 |
84.117 |
84.674 |
PP |
83.749 |
83.749 |
83.749 |
83.859 |
S1 |
83.308 |
83.308 |
83.907 |
83.529 |
S2 |
82.604 |
82.604 |
83.802 |
|
S3 |
81.459 |
82.163 |
83.697 |
|
S4 |
80.314 |
81.018 |
83.382 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.190 |
82.700 |
1.490 |
1.8% |
0.480 |
0.6% |
88% |
True |
False |
40 |
10 |
84.190 |
82.380 |
1.810 |
2.2% |
0.353 |
0.4% |
90% |
True |
False |
40 |
20 |
84.190 |
81.620 |
2.570 |
3.1% |
0.224 |
0.3% |
93% |
True |
False |
26 |
40 |
84.190 |
80.470 |
3.720 |
4.4% |
0.151 |
0.2% |
95% |
True |
False |
15 |
60 |
84.190 |
80.058 |
4.132 |
4.9% |
0.109 |
0.1% |
96% |
True |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.910 |
2.618 |
85.866 |
1.618 |
85.226 |
1.000 |
84.830 |
0.618 |
84.586 |
HIGH |
84.190 |
0.618 |
83.946 |
0.500 |
83.870 |
0.382 |
83.794 |
LOW |
83.550 |
0.618 |
83.154 |
1.000 |
82.910 |
1.618 |
82.514 |
2.618 |
81.874 |
4.250 |
80.830 |
|
|
Fisher Pivots for day following 05-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
83.965 |
83.889 |
PP |
83.917 |
83.766 |
S1 |
83.870 |
83.643 |
|