ICE US Dollar Index Future September 2014
| Trading Metrics calculated at close of trading on 07-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2014 |
07-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
79.990 |
80.330 |
0.340 |
0.4% |
80.075 |
| High |
80.600 |
80.405 |
-0.195 |
-0.2% |
80.600 |
| Low |
79.975 |
80.240 |
0.265 |
0.3% |
79.770 |
| Close |
80.281 |
80.267 |
-0.014 |
0.0% |
80.281 |
| Range |
0.625 |
0.165 |
-0.460 |
-73.6% |
0.830 |
| ATR |
0.294 |
0.284 |
-0.009 |
-3.1% |
0.000 |
| Volume |
23,384 |
11,005 |
-12,379 |
-52.9% |
81,867 |
|
| Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.799 |
80.698 |
80.358 |
|
| R3 |
80.634 |
80.533 |
80.312 |
|
| R2 |
80.469 |
80.469 |
80.297 |
|
| R1 |
80.368 |
80.368 |
80.282 |
80.336 |
| PP |
80.304 |
80.304 |
80.304 |
80.288 |
| S1 |
80.203 |
80.203 |
80.252 |
80.171 |
| S2 |
80.139 |
80.139 |
80.237 |
|
| S3 |
79.974 |
80.038 |
80.222 |
|
| S4 |
79.809 |
79.873 |
80.176 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.707 |
82.324 |
80.738 |
|
| R3 |
81.877 |
81.494 |
80.509 |
|
| R2 |
81.047 |
81.047 |
80.433 |
|
| R1 |
80.664 |
80.664 |
80.357 |
80.856 |
| PP |
80.217 |
80.217 |
80.217 |
80.313 |
| S1 |
79.834 |
79.834 |
80.205 |
80.026 |
| S2 |
79.387 |
79.387 |
80.129 |
|
| S3 |
78.557 |
79.004 |
80.053 |
|
| S4 |
77.727 |
78.174 |
79.825 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.600 |
79.770 |
0.830 |
1.0% |
0.286 |
0.4% |
60% |
False |
False |
18,574 |
| 10 |
80.600 |
79.770 |
0.830 |
1.0% |
0.256 |
0.3% |
60% |
False |
False |
18,274 |
| 20 |
81.010 |
79.770 |
1.240 |
1.5% |
0.285 |
0.4% |
40% |
False |
False |
17,812 |
| 40 |
81.170 |
79.600 |
1.570 |
2.0% |
0.275 |
0.3% |
42% |
False |
False |
9,318 |
| 60 |
81.170 |
79.055 |
2.115 |
2.6% |
0.259 |
0.3% |
57% |
False |
False |
6,257 |
| 80 |
81.170 |
79.055 |
2.115 |
2.6% |
0.255 |
0.3% |
57% |
False |
False |
4,705 |
| 100 |
81.170 |
79.055 |
2.115 |
2.6% |
0.229 |
0.3% |
57% |
False |
False |
3,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.106 |
|
2.618 |
80.837 |
|
1.618 |
80.672 |
|
1.000 |
80.570 |
|
0.618 |
80.507 |
|
HIGH |
80.405 |
|
0.618 |
80.342 |
|
0.500 |
80.323 |
|
0.382 |
80.303 |
|
LOW |
80.240 |
|
0.618 |
80.138 |
|
1.000 |
80.075 |
|
1.618 |
79.973 |
|
2.618 |
79.808 |
|
4.250 |
79.539 |
|
|
| Fisher Pivots for day following 07-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.323 |
80.251 |
| PP |
80.304 |
80.234 |
| S1 |
80.286 |
80.218 |
|