ICE US Dollar Index Future September 2014
| Trading Metrics calculated at close of trading on 08-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2014 |
08-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
80.330 |
80.265 |
-0.065 |
-0.1% |
80.075 |
| High |
80.405 |
80.345 |
-0.060 |
-0.1% |
80.600 |
| Low |
80.240 |
80.190 |
-0.050 |
-0.1% |
79.770 |
| Close |
80.267 |
80.221 |
-0.046 |
-0.1% |
80.281 |
| Range |
0.165 |
0.155 |
-0.010 |
-6.1% |
0.830 |
| ATR |
0.284 |
0.275 |
-0.009 |
-3.2% |
0.000 |
| Volume |
11,005 |
7,886 |
-3,119 |
-28.3% |
81,867 |
|
| Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.717 |
80.624 |
80.306 |
|
| R3 |
80.562 |
80.469 |
80.264 |
|
| R2 |
80.407 |
80.407 |
80.249 |
|
| R1 |
80.314 |
80.314 |
80.235 |
80.283 |
| PP |
80.252 |
80.252 |
80.252 |
80.237 |
| S1 |
80.159 |
80.159 |
80.207 |
80.128 |
| S2 |
80.097 |
80.097 |
80.193 |
|
| S3 |
79.942 |
80.004 |
80.178 |
|
| S4 |
79.787 |
79.849 |
80.136 |
|
|
| 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% |
0.252 |
0.3% |
54% |
False |
False |
15,163 |
| 10 |
80.600 |
79.770 |
0.830 |
1.0% |
0.257 |
0.3% |
54% |
False |
False |
18,071 |
| 20 |
81.010 |
79.770 |
1.240 |
1.5% |
0.274 |
0.3% |
36% |
False |
False |
17,892 |
| 40 |
81.170 |
79.770 |
1.400 |
1.7% |
0.266 |
0.3% |
32% |
False |
False |
9,507 |
| 60 |
81.170 |
79.055 |
2.115 |
2.6% |
0.258 |
0.3% |
55% |
False |
False |
6,386 |
| 80 |
81.170 |
79.055 |
2.115 |
2.6% |
0.254 |
0.3% |
55% |
False |
False |
4,803 |
| 100 |
81.170 |
79.055 |
2.115 |
2.6% |
0.227 |
0.3% |
55% |
False |
False |
3,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.004 |
|
2.618 |
80.751 |
|
1.618 |
80.596 |
|
1.000 |
80.500 |
|
0.618 |
80.441 |
|
HIGH |
80.345 |
|
0.618 |
80.286 |
|
0.500 |
80.268 |
|
0.382 |
80.249 |
|
LOW |
80.190 |
|
0.618 |
80.094 |
|
1.000 |
80.035 |
|
1.618 |
79.939 |
|
2.618 |
79.784 |
|
4.250 |
79.531 |
|
|
| Fisher Pivots for day following 08-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.268 |
80.288 |
| PP |
80.252 |
80.265 |
| S1 |
80.237 |
80.243 |
|