ICE US Dollar Index Future September 2014

Trading Metrics calculated at close of trading on 02-Jul-2014

Day Change Summary
	Previous	Current
	01-Jul-2014	02-Jul-2014	Change	Change %	Previous Week
Open	79.840	79.860	0.020	0.0%	80.445
High	79.895	80.025	0.130	0.2%	80.505
Low	79.770	79.835	0.065	0.1%	80.060
Close	79.845	79.985	0.140	0.2%	80.086
Range	0.125	0.190	0.065	52.0%	0.445
ATR	0.274	0.268	-0.006	-2.2%	0.000
Volume	18,398	15,146	-3,252	-17.7%	89,868

Daily Pivots for day following 02-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	80.518	80.442	80.090
R3	80.328	80.252	80.037
R2	80.138	80.138	80.020
R1	80.062	80.062	80.002	80.100
PP	79.948	79.948	79.948	79.968
S1	79.872	79.872	79.968	79.910
S2	79.758	79.758	79.950
S3	79.568	79.682	79.933
S4	79.378	79.492	79.881

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	80.440	79.770	0.670	0.8%	0.220	0.3%	32%	False	False	19,035
10	80.575	79.770	0.805	1.0%	0.235	0.3%	27%	False	False	18,792
20	81.170	79.770	1.400	1.8%	0.295	0.4%	15%	False	False	16,443
40	81.170	79.055	2.115	2.6%	0.272	0.3%	44%	False	False	8,470
60	81.170	79.055	2.115	2.6%	0.261	0.3%	44%	False	False	5,690
80	81.170	79.055	2.115	2.6%	0.250	0.3%	44%	False	False	4,276
100	81.220	79.055	2.165	2.7%	0.221	0.3%	43%	False	False	3,421

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.050
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.833
2.618	80.522
1.618	80.332
1.000	80.215
0.618	80.142
HIGH	80.025
0.618	79.952
0.500	79.930
0.382	79.908
LOW	79.835
0.618	79.718
1.000	79.645
1.618	79.528
2.618	79.338
4.250	79.028

Fisher Pivots for day following 02-Jul-2014
Pivot	1 day	3 day
R1	79.967	79.973
PP	79.948	79.960
S1	79.930	79.948

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols