ICE US Dollar Index Future September 2014
| Trading Metrics calculated at close of trading on 20-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
80.470 |
80.370 |
-0.100 |
-0.1% |
80.730 |
| High |
80.520 |
80.575 |
0.055 |
0.1% |
80.970 |
| Low |
80.240 |
80.280 |
0.040 |
0.0% |
80.240 |
| Close |
80.396 |
80.441 |
0.045 |
0.1% |
80.441 |
| Range |
0.280 |
0.295 |
0.015 |
5.4% |
0.730 |
| ATR |
0.307 |
0.306 |
-0.001 |
-0.3% |
0.000 |
| Volume |
25,783 |
13,790 |
-11,993 |
-46.5% |
88,040 |
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.317 |
81.174 |
80.603 |
|
| R3 |
81.022 |
80.879 |
80.522 |
|
| R2 |
80.727 |
80.727 |
80.495 |
|
| R1 |
80.584 |
80.584 |
80.468 |
80.656 |
| PP |
80.432 |
80.432 |
80.432 |
80.468 |
| S1 |
80.289 |
80.289 |
80.414 |
80.361 |
| S2 |
80.137 |
80.137 |
80.387 |
|
| S3 |
79.842 |
79.994 |
80.360 |
|
| S4 |
79.547 |
79.699 |
80.279 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.740 |
82.321 |
80.843 |
|
| R3 |
82.010 |
81.591 |
80.642 |
|
| R2 |
81.280 |
81.280 |
80.575 |
|
| R1 |
80.861 |
80.861 |
80.508 |
80.706 |
| PP |
80.550 |
80.550 |
80.550 |
80.473 |
| S1 |
80.131 |
80.131 |
80.374 |
79.976 |
| S2 |
79.820 |
79.820 |
80.307 |
|
| S3 |
79.090 |
79.401 |
80.240 |
|
| S4 |
78.360 |
78.671 |
80.040 |
|
|
| 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% |
0.331 |
0.4% |
28% |
False |
False |
17,608 |
| 10 |
81.010 |
80.240 |
0.770 |
1.0% |
0.314 |
0.4% |
26% |
False |
False |
17,351 |
| 20 |
81.170 |
80.240 |
0.930 |
1.2% |
0.294 |
0.4% |
22% |
False |
False |
9,283 |
| 40 |
81.170 |
79.055 |
2.115 |
2.6% |
0.275 |
0.3% |
66% |
False |
False |
4,788 |
| 60 |
81.170 |
79.055 |
2.115 |
2.6% |
0.256 |
0.3% |
66% |
False |
False |
3,220 |
| 80 |
81.170 |
79.055 |
2.115 |
2.6% |
0.249 |
0.3% |
66% |
False |
False |
2,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.829 |
|
2.618 |
81.347 |
|
1.618 |
81.052 |
|
1.000 |
80.870 |
|
0.618 |
80.757 |
|
HIGH |
80.575 |
|
0.618 |
80.462 |
|
0.500 |
80.428 |
|
0.382 |
80.393 |
|
LOW |
80.280 |
|
0.618 |
80.098 |
|
1.000 |
79.985 |
|
1.618 |
79.803 |
|
2.618 |
79.508 |
|
4.250 |
79.026 |
|
|
| Fisher Pivots for day following 20-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.437 |
80.605 |
| PP |
80.432 |
80.550 |
| S1 |
80.428 |
80.496 |
|