ICE US Dollar Index Future September 2014
| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
80.700 |
80.470 |
-0.230 |
-0.3% |
80.580 |
| High |
80.970 |
80.520 |
-0.450 |
-0.6% |
81.010 |
| Low |
80.470 |
80.240 |
-0.230 |
-0.3% |
80.425 |
| Close |
80.670 |
80.396 |
-0.274 |
-0.3% |
80.751 |
| Range |
0.500 |
0.280 |
-0.220 |
-44.0% |
0.585 |
| ATR |
0.298 |
0.307 |
0.009 |
3.2% |
0.000 |
| Volume |
20,252 |
25,783 |
5,531 |
27.3% |
85,473 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.225 |
81.091 |
80.550 |
|
| R3 |
80.945 |
80.811 |
80.473 |
|
| R2 |
80.665 |
80.665 |
80.447 |
|
| R1 |
80.531 |
80.531 |
80.422 |
80.458 |
| PP |
80.385 |
80.385 |
80.385 |
80.349 |
| S1 |
80.251 |
80.251 |
80.370 |
80.178 |
| S2 |
80.105 |
80.105 |
80.345 |
|
| S3 |
79.825 |
79.971 |
80.319 |
|
| S4 |
79.545 |
79.691 |
80.242 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.484 |
82.202 |
81.073 |
|
| R3 |
81.899 |
81.617 |
80.912 |
|
| R2 |
81.314 |
81.314 |
80.858 |
|
| R1 |
81.032 |
81.032 |
80.805 |
81.173 |
| PP |
80.729 |
80.729 |
80.729 |
80.799 |
| S1 |
80.447 |
80.447 |
80.697 |
80.588 |
| S2 |
80.144 |
80.144 |
80.644 |
|
| S3 |
79.559 |
79.862 |
80.590 |
|
| S4 |
78.974 |
79.277 |
80.429 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.970 |
80.240 |
0.730 |
0.9% |
0.325 |
0.4% |
21% |
False |
True |
19,285 |
| 10 |
81.010 |
80.240 |
0.770 |
1.0% |
0.314 |
0.4% |
20% |
False |
True |
16,277 |
| 20 |
81.170 |
80.240 |
0.930 |
1.2% |
0.288 |
0.4% |
17% |
False |
True |
8,609 |
| 40 |
81.170 |
79.055 |
2.115 |
2.6% |
0.273 |
0.3% |
63% |
False |
False |
4,447 |
| 60 |
81.170 |
79.055 |
2.115 |
2.6% |
0.252 |
0.3% |
63% |
False |
False |
2,990 |
| 80 |
81.170 |
79.055 |
2.115 |
2.6% |
0.245 |
0.3% |
63% |
False |
False |
2,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.710 |
|
2.618 |
81.253 |
|
1.618 |
80.973 |
|
1.000 |
80.800 |
|
0.618 |
80.693 |
|
HIGH |
80.520 |
|
0.618 |
80.413 |
|
0.500 |
80.380 |
|
0.382 |
80.347 |
|
LOW |
80.240 |
|
0.618 |
80.067 |
|
1.000 |
79.960 |
|
1.618 |
79.787 |
|
2.618 |
79.507 |
|
4.250 |
79.050 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.391 |
80.605 |
| PP |
80.385 |
80.535 |
| S1 |
80.380 |
80.466 |
|