ICE US Dollar Index Future September 2014
| Trading Metrics calculated at close of trading on 12-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
| Open |
79.625 |
80.210 |
0.585 |
0.7% |
79.695 |
| High |
80.085 |
80.210 |
0.125 |
0.2% |
80.085 |
| Low |
79.600 |
79.970 |
0.370 |
0.5% |
79.055 |
| Close |
80.080 |
80.078 |
-0.002 |
0.0% |
80.080 |
| Range |
0.485 |
0.240 |
-0.245 |
-50.5% |
1.030 |
| ATR |
0.275 |
0.273 |
-0.003 |
-0.9% |
0.000 |
| Volume |
342 |
408 |
66 |
19.3% |
1,413 |
|
| Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.806 |
80.682 |
80.210 |
|
| R3 |
80.566 |
80.442 |
80.144 |
|
| R2 |
80.326 |
80.326 |
80.122 |
|
| R1 |
80.202 |
80.202 |
80.100 |
80.144 |
| PP |
80.086 |
80.086 |
80.086 |
80.057 |
| S1 |
79.962 |
79.962 |
80.056 |
79.904 |
| S2 |
79.846 |
79.846 |
80.034 |
|
| S3 |
79.606 |
79.722 |
80.012 |
|
| S4 |
79.366 |
79.482 |
79.946 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.830 |
82.485 |
80.647 |
|
| R3 |
81.800 |
81.455 |
80.363 |
|
| R2 |
80.770 |
80.770 |
80.269 |
|
| R1 |
80.425 |
80.425 |
80.174 |
80.598 |
| PP |
79.740 |
79.740 |
79.740 |
79.826 |
| S1 |
79.395 |
79.395 |
79.986 |
79.568 |
| S2 |
78.710 |
78.710 |
79.891 |
|
| S3 |
77.680 |
78.365 |
79.797 |
|
| S4 |
76.650 |
77.335 |
79.514 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.210 |
79.055 |
1.155 |
1.4% |
0.374 |
0.5% |
89% |
True |
False |
343 |
| 10 |
80.210 |
79.055 |
1.155 |
1.4% |
0.294 |
0.4% |
89% |
True |
False |
211 |
| 20 |
80.210 |
79.055 |
1.155 |
1.4% |
0.237 |
0.3% |
89% |
True |
False |
158 |
| 40 |
80.880 |
79.055 |
1.825 |
2.3% |
0.242 |
0.3% |
56% |
False |
False |
107 |
| 60 |
80.880 |
79.055 |
1.825 |
2.3% |
0.206 |
0.3% |
56% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.230 |
|
2.618 |
80.838 |
|
1.618 |
80.598 |
|
1.000 |
80.450 |
|
0.618 |
80.358 |
|
HIGH |
80.210 |
|
0.618 |
80.118 |
|
0.500 |
80.090 |
|
0.382 |
80.062 |
|
LOW |
79.970 |
|
0.618 |
79.822 |
|
1.000 |
79.730 |
|
1.618 |
79.582 |
|
2.618 |
79.342 |
|
4.250 |
78.950 |
|
|
| Fisher Pivots for day following 12-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.090 |
79.930 |
| PP |
80.086 |
79.781 |
| S1 |
80.082 |
79.633 |
|