ICE US Dollar Index Future September 2014

Trading Metrics calculated at close of trading on 10-Jul-2014

Day Change Summary
	Previous	Current
	09-Jul-2014	10-Jul-2014	Change	Change %	Previous Week
Open	80.195	80.055	-0.140	-0.2%	80.075
High	80.275	80.245	-0.030	0.0%	80.600
Low	80.025	80.020	-0.005	0.0%	79.770
Close	80.042	80.170	0.128	0.2%	80.281
Range	0.250	0.225	-0.025	-10.0%	0.830
ATR	0.273	0.270	-0.003	-1.3%	0.000
Volume	18,694	13,260	-5,434	-29.1%	81,867

Daily Pivots for day following 10-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	80.820	80.720	80.294
R3	80.595	80.495	80.232
R2	80.370	80.370	80.211
R1	80.270	80.270	80.191	80.320
PP	80.145	80.145	80.145	80.170
S1	80.045	80.045	80.149	80.095
S2	79.920	79.920	80.129
S3	79.695	79.820	80.108
S4	79.470	79.595	80.046

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	79.975	0.625	0.8%	0.284	0.4%	31%	False	False	14,845
10	80.600	79.770	0.830	1.0%	0.252	0.3%	48%	False	False	16,940
20	80.970	79.770	1.200	1.5%	0.271	0.3%	33%	False	False	18,003
40	81.170	79.770	1.400	1.7%	0.264	0.3%	29%	False	False	10,285
60	81.170	79.055	2.115	2.6%	0.258	0.3%	53%	False	False	6,916
80	81.170	79.055	2.115	2.6%	0.255	0.3%	53%	False	False	5,201
100	81.170	79.055	2.115	2.6%	0.232	0.3%	53%	False	False	4,163

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.049
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.201
2.618	80.834
1.618	80.609
1.000	80.470
0.618	80.384
HIGH	80.245
0.618	80.159
0.500	80.133
0.382	80.106
LOW	80.020
0.618	79.881
1.000	79.795
1.618	79.656
2.618	79.431
4.250	79.064

Fisher Pivots for day following 10-Jul-2014
Pivot	1 day	3 day
R1	80.158	80.183
PP	80.145	80.178
S1	80.133	80.174

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