ICE US Dollar Index Future September 2014
| Trading Metrics calculated at close of trading on 26-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
80.385 |
80.255 |
-0.130 |
-0.2% |
80.730 |
| High |
80.410 |
80.440 |
0.030 |
0.0% |
80.970 |
| Low |
80.140 |
80.190 |
0.050 |
0.1% |
80.240 |
| Close |
80.265 |
80.279 |
0.014 |
0.0% |
80.441 |
| Range |
0.270 |
0.250 |
-0.020 |
-7.4% |
0.730 |
| ATR |
0.290 |
0.287 |
-0.003 |
-1.0% |
0.000 |
| Volume |
27,795 |
19,950 |
-7,845 |
-28.2% |
88,040 |
|
| Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.053 |
80.916 |
80.417 |
|
| R3 |
80.803 |
80.666 |
80.348 |
|
| R2 |
80.553 |
80.553 |
80.325 |
|
| R1 |
80.416 |
80.416 |
80.302 |
80.485 |
| PP |
80.303 |
80.303 |
80.303 |
80.337 |
| S1 |
80.166 |
80.166 |
80.256 |
80.235 |
| S2 |
80.053 |
80.053 |
80.233 |
|
| S3 |
79.803 |
79.916 |
80.210 |
|
| S4 |
79.553 |
79.666 |
80.142 |
|
|
| 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% |
0.243 |
0.3% |
32% |
False |
False |
17,382 |
| 10 |
80.970 |
80.140 |
0.830 |
1.0% |
0.284 |
0.4% |
17% |
False |
False |
18,334 |
| 20 |
81.170 |
80.140 |
1.030 |
1.3% |
0.295 |
0.4% |
13% |
False |
False |
12,867 |
| 40 |
81.170 |
79.055 |
2.115 |
2.6% |
0.275 |
0.3% |
58% |
False |
False |
6,607 |
| 60 |
81.170 |
79.055 |
2.115 |
2.6% |
0.264 |
0.3% |
58% |
False |
False |
4,438 |
| 80 |
81.170 |
79.055 |
2.115 |
2.6% |
0.250 |
0.3% |
58% |
False |
False |
3,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.503 |
|
2.618 |
81.095 |
|
1.618 |
80.845 |
|
1.000 |
80.690 |
|
0.618 |
80.595 |
|
HIGH |
80.440 |
|
0.618 |
80.345 |
|
0.500 |
80.315 |
|
0.382 |
80.286 |
|
LOW |
80.190 |
|
0.618 |
80.036 |
|
1.000 |
79.940 |
|
1.618 |
79.786 |
|
2.618 |
79.536 |
|
4.250 |
79.128 |
|
|
| Fisher Pivots for day following 26-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.315 |
80.323 |
| PP |
80.303 |
80.308 |
| S1 |
80.291 |
80.294 |
|