ICE US Dollar Index Future September 2014
| Trading Metrics calculated at close of trading on 27-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
80.255 |
80.255 |
0.000 |
0.0% |
80.445 |
| High |
80.440 |
80.270 |
-0.170 |
-0.2% |
80.505 |
| Low |
80.190 |
80.060 |
-0.130 |
-0.2% |
80.060 |
| Close |
80.279 |
80.086 |
-0.193 |
-0.2% |
80.086 |
| Range |
0.250 |
0.210 |
-0.040 |
-16.0% |
0.445 |
| ATR |
0.287 |
0.283 |
-0.005 |
-1.7% |
0.000 |
| Volume |
19,950 |
16,745 |
-3,205 |
-16.1% |
89,868 |
|
| Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.769 |
80.637 |
80.202 |
|
| R3 |
80.559 |
80.427 |
80.144 |
|
| R2 |
80.349 |
80.349 |
80.125 |
|
| R1 |
80.217 |
80.217 |
80.105 |
80.178 |
| PP |
80.139 |
80.139 |
80.139 |
80.119 |
| S1 |
80.007 |
80.007 |
80.067 |
79.968 |
| S2 |
79.929 |
79.929 |
80.048 |
|
| S3 |
79.719 |
79.797 |
80.028 |
|
| S4 |
79.509 |
79.587 |
79.971 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.552 |
81.264 |
80.331 |
|
| R3 |
81.107 |
80.819 |
80.208 |
|
| R2 |
80.662 |
80.662 |
80.168 |
|
| R1 |
80.374 |
80.374 |
80.127 |
80.296 |
| PP |
80.217 |
80.217 |
80.217 |
80.178 |
| S1 |
79.929 |
79.929 |
80.045 |
79.851 |
| S2 |
79.772 |
79.772 |
80.004 |
|
| S3 |
79.327 |
79.484 |
79.964 |
|
| S4 |
78.882 |
79.039 |
79.841 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.505 |
80.060 |
0.445 |
0.6% |
0.226 |
0.3% |
6% |
False |
True |
17,973 |
| 10 |
80.970 |
80.060 |
0.910 |
1.1% |
0.279 |
0.3% |
3% |
False |
True |
17,790 |
| 20 |
81.170 |
80.060 |
1.110 |
1.4% |
0.296 |
0.4% |
2% |
False |
True |
13,678 |
| 40 |
81.170 |
79.055 |
2.115 |
2.6% |
0.278 |
0.3% |
49% |
False |
False |
7,024 |
| 60 |
81.170 |
79.055 |
2.115 |
2.6% |
0.264 |
0.3% |
49% |
False |
False |
4,717 |
| 80 |
81.170 |
79.055 |
2.115 |
2.6% |
0.252 |
0.3% |
49% |
False |
False |
3,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.163 |
|
2.618 |
80.820 |
|
1.618 |
80.610 |
|
1.000 |
80.480 |
|
0.618 |
80.400 |
|
HIGH |
80.270 |
|
0.618 |
80.190 |
|
0.500 |
80.165 |
|
0.382 |
80.140 |
|
LOW |
80.060 |
|
0.618 |
79.930 |
|
1.000 |
79.850 |
|
1.618 |
79.720 |
|
2.618 |
79.510 |
|
4.250 |
79.168 |
|
|
| Fisher Pivots for day following 27-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.165 |
80.250 |
| PP |
80.139 |
80.195 |
| S1 |
80.112 |
80.141 |
|