ICE US Dollar Index Future September 2014
| Trading Metrics calculated at close of trading on 25-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
80.355 |
80.385 |
0.030 |
0.0% |
80.730 |
| High |
80.505 |
80.410 |
-0.095 |
-0.1% |
80.970 |
| Low |
80.255 |
80.140 |
-0.115 |
-0.1% |
80.240 |
| Close |
80.393 |
80.265 |
-0.128 |
-0.2% |
80.441 |
| Range |
0.250 |
0.270 |
0.020 |
8.0% |
0.730 |
| ATR |
0.292 |
0.290 |
-0.002 |
-0.5% |
0.000 |
| Volume |
15,467 |
27,795 |
12,328 |
79.7% |
88,040 |
|
| Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.082 |
80.943 |
80.414 |
|
| R3 |
80.812 |
80.673 |
80.339 |
|
| R2 |
80.542 |
80.542 |
80.315 |
|
| R1 |
80.403 |
80.403 |
80.290 |
80.338 |
| PP |
80.272 |
80.272 |
80.272 |
80.239 |
| S1 |
80.133 |
80.133 |
80.240 |
80.068 |
| S2 |
80.002 |
80.002 |
80.216 |
|
| S3 |
79.732 |
79.863 |
80.191 |
|
| S4 |
79.462 |
79.593 |
80.117 |
|
|
| 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 |
80.575 |
80.140 |
0.435 |
0.5% |
0.249 |
0.3% |
29% |
False |
True |
18,549 |
| 10 |
80.970 |
80.140 |
0.830 |
1.0% |
0.290 |
0.4% |
15% |
False |
True |
19,065 |
| 20 |
81.170 |
80.140 |
1.030 |
1.3% |
0.292 |
0.4% |
12% |
False |
True |
11,893 |
| 40 |
81.170 |
79.055 |
2.115 |
2.6% |
0.278 |
0.3% |
57% |
False |
False |
6,112 |
| 60 |
81.170 |
79.055 |
2.115 |
2.6% |
0.260 |
0.3% |
57% |
False |
False |
4,106 |
| 80 |
81.170 |
79.055 |
2.115 |
2.6% |
0.249 |
0.3% |
57% |
False |
False |
3,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.558 |
|
2.618 |
81.117 |
|
1.618 |
80.847 |
|
1.000 |
80.680 |
|
0.618 |
80.577 |
|
HIGH |
80.410 |
|
0.618 |
80.307 |
|
0.500 |
80.275 |
|
0.382 |
80.243 |
|
LOW |
80.140 |
|
0.618 |
79.973 |
|
1.000 |
79.870 |
|
1.618 |
79.703 |
|
2.618 |
79.433 |
|
4.250 |
78.993 |
|
|
| Fisher Pivots for day following 25-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.275 |
80.323 |
| PP |
80.272 |
80.303 |
| S1 |
80.268 |
80.284 |
|