ICE US Dollar Index Future September 2014
| Trading Metrics calculated at close of trading on 24-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
80.445 |
80.355 |
-0.090 |
-0.1% |
80.730 |
| High |
80.465 |
80.505 |
0.040 |
0.0% |
80.970 |
| Low |
80.315 |
80.255 |
-0.060 |
-0.1% |
80.240 |
| Close |
80.338 |
80.393 |
0.055 |
0.1% |
80.441 |
| Range |
0.150 |
0.250 |
0.100 |
66.7% |
0.730 |
| ATR |
0.295 |
0.292 |
-0.003 |
-1.1% |
0.000 |
| Volume |
9,911 |
15,467 |
5,556 |
56.1% |
88,040 |
|
| Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.134 |
81.014 |
80.531 |
|
| R3 |
80.884 |
80.764 |
80.462 |
|
| R2 |
80.634 |
80.634 |
80.439 |
|
| R1 |
80.514 |
80.514 |
80.416 |
80.574 |
| PP |
80.384 |
80.384 |
80.384 |
80.415 |
| S1 |
80.264 |
80.264 |
80.370 |
80.324 |
| S2 |
80.134 |
80.134 |
80.347 |
|
| S3 |
79.884 |
80.014 |
80.324 |
|
| S4 |
79.634 |
79.764 |
80.256 |
|
|
| 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% |
0.295 |
0.4% |
21% |
False |
False |
17,040 |
| 10 |
81.010 |
80.240 |
0.770 |
1.0% |
0.285 |
0.4% |
20% |
False |
False |
18,083 |
| 20 |
81.170 |
80.240 |
0.930 |
1.2% |
0.291 |
0.4% |
16% |
False |
False |
10,536 |
| 40 |
81.170 |
79.055 |
2.115 |
2.6% |
0.276 |
0.3% |
63% |
False |
False |
5,418 |
| 60 |
81.170 |
79.055 |
2.115 |
2.6% |
0.260 |
0.3% |
63% |
False |
False |
3,642 |
| 80 |
81.170 |
79.055 |
2.115 |
2.6% |
0.248 |
0.3% |
63% |
False |
False |
2,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.568 |
|
2.618 |
81.160 |
|
1.618 |
80.910 |
|
1.000 |
80.755 |
|
0.618 |
80.660 |
|
HIGH |
80.505 |
|
0.618 |
80.410 |
|
0.500 |
80.380 |
|
0.382 |
80.351 |
|
LOW |
80.255 |
|
0.618 |
80.101 |
|
1.000 |
80.005 |
|
1.618 |
79.851 |
|
2.618 |
79.601 |
|
4.250 |
79.193 |
|
|
| Fisher Pivots for day following 24-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.389 |
80.415 |
| PP |
80.384 |
80.408 |
| S1 |
80.380 |
80.400 |
|