ICE US Dollar Index Future September 2014

Trading Metrics calculated at close of trading on 11-Jul-2014

Day Change Summary
	Previous	Current
	10-Jul-2014	11-Jul-2014	Change	Change %	Previous Week
Open	80.055	80.185	0.130	0.2%	80.330
High	80.245	80.280	0.035	0.0%	80.405
Low	80.020	80.070	0.050	0.1%	80.020
Close	80.170	80.229	0.059	0.1%	80.229
Range	0.225	0.210	-0.015	-6.7%	0.385
ATR	0.270	0.266	-0.004	-1.6%	0.000
Volume	13,260	11,980	-1,280	-9.7%	62,825

Daily Pivots for day following 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	80.823	80.736	80.345
R3	80.613	80.526	80.287
R2	80.403	80.403	80.268
R1	80.316	80.316	80.248	80.360
PP	80.193	80.193	80.193	80.215
S1	80.106	80.106	80.210	80.150
S2	79.983	79.983	80.191
S3	79.773	79.896	80.171
S4	79.563	79.686	80.114

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	81.373	81.186	80.441
R3	80.988	80.801	80.335
R2	80.603	80.603	80.300
R1	80.416	80.416	80.264	80.317
PP	80.218	80.218	80.218	80.169
S1	80.031	80.031	80.194	79.932
S2	79.833	79.833	80.158
S3	79.448	79.646	80.123
S4	79.063	79.261	80.017

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.405	80.020	0.385	0.5%	0.201	0.3%	54%	False	False	12,565
10	80.600	79.770	0.830	1.0%	0.248	0.3%	55%	False	False	16,143
20	80.970	79.770	1.200	1.5%	0.266	0.3%	38%	False	False	17,238
40	81.170	79.770	1.400	1.7%	0.266	0.3%	33%	False	False	10,562
60	81.170	79.055	2.115	2.6%	0.259	0.3%	56%	False	False	7,114
80	81.170	79.055	2.115	2.6%	0.257	0.3%	56%	False	False	5,350
100	81.170	79.055	2.115	2.6%	0.234	0.3%	56%	False	False	4,283

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.052
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	81.173
2.618	80.830
1.618	80.620
1.000	80.490
0.618	80.410
HIGH	80.280
0.618	80.200
0.500	80.175
0.382	80.150
LOW	80.070
0.618	79.940
1.000	79.860
1.618	79.730
2.618	79.520
4.250	79.178

Fisher Pivots for day following 11-Jul-2014
Pivot	1 day	3 day
R1	80.211	80.203
PP	80.193	80.176
S1	80.175	80.150

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