ICE US Dollar Index Future September 2014


Trading Metrics calculated at close of trading on 11-Jun-2014
Day Change Summary
Previous Current
10-Jun-2014 11-Jun-2014 Change Change % Previous Week
Open 80.750 80.930 0.180 0.2% 80.570
High 80.985 81.010 0.025 0.0% 81.170
Low 80.675 80.785 0.110 0.1% 80.375
Close 80.940 80.903 -0.037 0.0% 80.530
Range 0.310 0.225 -0.085 -27.4% 0.795
ATR 0.285 0.280 -0.004 -1.5% 0.000
Volume 11,759 17,975 6,216 52.9% 10,191
Daily Pivots for day following 11-Jun-2014
Classic Woodie Camarilla DeMark
R4 81.574 81.464 81.027
R3 81.349 81.239 80.965
R2 81.124 81.124 80.944
R1 81.014 81.014 80.924 80.957
PP 80.899 80.899 80.899 80.871
S1 80.789 80.789 80.882 80.732
S2 80.674 80.674 80.862
S3 80.449 80.564 80.841
S4 80.224 80.339 80.779
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 83.077 82.598 80.967
R3 82.282 81.803 80.749
R2 81.487 81.487 80.676
R1 81.008 81.008 80.603 80.850
PP 80.692 80.692 80.692 80.613
S1 80.213 80.213 80.457 80.055
S2 79.897 79.897 80.384
S3 79.102 79.418 80.311
S4 78.307 78.623 80.093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.170 80.375 0.795 1.0% 0.381 0.5% 66% False False 8,606
10 81.170 80.375 0.795 1.0% 0.294 0.4% 66% False False 4,722
20 81.170 80.065 1.105 1.4% 0.257 0.3% 76% False False 2,568
40 81.170 79.055 2.115 2.6% 0.251 0.3% 87% False False 1,373
60 81.170 79.055 2.115 2.6% 0.250 0.3% 87% False False 933
80 81.170 79.055 2.115 2.6% 0.223 0.3% 87% False False 704
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.091
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 81.966
2.618 81.599
1.618 81.374
1.000 81.235
0.618 81.149
HIGH 81.010
0.618 80.924
0.500 80.898
0.382 80.871
LOW 80.785
0.618 80.646
1.000 80.560
1.618 80.421
2.618 80.196
4.250 79.829
Fisher Pivots for day following 11-Jun-2014
Pivot 1 day 3 day
R1 80.901 80.841
PP 80.899 80.779
S1 80.898 80.718

These figures are updated between 7pm and 10pm EST after a trading day.

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