ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 08-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
84.190 |
84.185 |
-0.005 |
0.0% |
83.045 |
High |
84.190 |
84.525 |
0.335 |
0.4% |
84.190 |
Low |
83.550 |
84.130 |
0.580 |
0.7% |
83.045 |
Close |
84.012 |
84.491 |
0.479 |
0.6% |
84.012 |
Range |
0.640 |
0.395 |
-0.245 |
-38.3% |
1.145 |
ATR |
0.297 |
0.312 |
0.015 |
5.2% |
0.000 |
Volume |
39 |
73 |
34 |
87.2% |
167 |
|
Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.567 |
85.424 |
84.708 |
|
R3 |
85.172 |
85.029 |
84.600 |
|
R2 |
84.777 |
84.777 |
84.563 |
|
R1 |
84.634 |
84.634 |
84.527 |
84.706 |
PP |
84.382 |
84.382 |
84.382 |
84.418 |
S1 |
84.239 |
84.239 |
84.455 |
84.311 |
S2 |
83.987 |
83.987 |
84.419 |
|
S3 |
83.592 |
83.844 |
84.382 |
|
S4 |
83.197 |
83.449 |
84.274 |
|
|
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 |
84.525 |
83.045 |
1.480 |
1.8% |
0.492 |
0.6% |
98% |
True |
False |
48 |
10 |
84.525 |
82.575 |
1.950 |
2.3% |
0.361 |
0.4% |
98% |
True |
False |
46 |
20 |
84.525 |
81.689 |
2.836 |
3.4% |
0.243 |
0.3% |
99% |
True |
False |
29 |
40 |
84.525 |
80.470 |
4.055 |
4.8% |
0.161 |
0.2% |
99% |
True |
False |
17 |
60 |
84.525 |
80.058 |
4.467 |
5.3% |
0.112 |
0.1% |
99% |
True |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.204 |
2.618 |
85.559 |
1.618 |
85.164 |
1.000 |
84.920 |
0.618 |
84.769 |
HIGH |
84.525 |
0.618 |
84.374 |
0.500 |
84.328 |
0.382 |
84.281 |
LOW |
84.130 |
0.618 |
83.886 |
1.000 |
83.735 |
1.618 |
83.491 |
2.618 |
83.096 |
4.250 |
82.451 |
|
|
Fisher Pivots for day following 08-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
84.437 |
84.270 |
PP |
84.382 |
84.049 |
S1 |
84.328 |
83.828 |
|