ICE US Dollar Index Future September 2014
| Trading Metrics calculated at close of trading on 16-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
80.210 |
80.420 |
0.210 |
0.3% |
80.330 |
| High |
80.470 |
80.655 |
0.185 |
0.2% |
80.405 |
| Low |
80.175 |
80.420 |
0.245 |
0.3% |
80.020 |
| Close |
80.446 |
80.625 |
0.179 |
0.2% |
80.229 |
| Range |
0.295 |
0.235 |
-0.060 |
-20.3% |
0.385 |
| ATR |
0.261 |
0.259 |
-0.002 |
-0.7% |
0.000 |
| Volume |
26,234 |
16,338 |
-9,896 |
-37.7% |
62,825 |
|
| Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.272 |
81.183 |
80.754 |
|
| R3 |
81.037 |
80.948 |
80.690 |
|
| R2 |
80.802 |
80.802 |
80.668 |
|
| R1 |
80.713 |
80.713 |
80.647 |
80.758 |
| PP |
80.567 |
80.567 |
80.567 |
80.589 |
| S1 |
80.478 |
80.478 |
80.603 |
80.523 |
| S2 |
80.332 |
80.332 |
80.582 |
|
| S3 |
80.097 |
80.243 |
80.560 |
|
| S4 |
79.862 |
80.008 |
80.496 |
|
|
| 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 |
80.655 |
80.020 |
0.635 |
0.8% |
0.226 |
0.3% |
95% |
True |
False |
15,248 |
| 10 |
80.655 |
79.835 |
0.820 |
1.0% |
0.252 |
0.3% |
96% |
True |
False |
15,235 |
| 20 |
80.970 |
79.770 |
1.200 |
1.5% |
0.259 |
0.3% |
71% |
False |
False |
17,269 |
| 40 |
81.170 |
79.770 |
1.400 |
1.7% |
0.267 |
0.3% |
61% |
False |
False |
11,796 |
| 60 |
81.170 |
79.055 |
2.115 |
2.6% |
0.261 |
0.3% |
74% |
False |
False |
7,959 |
| 80 |
81.170 |
79.055 |
2.115 |
2.6% |
0.251 |
0.3% |
74% |
False |
False |
5,985 |
| 100 |
81.170 |
79.055 |
2.115 |
2.6% |
0.240 |
0.3% |
74% |
False |
False |
4,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.654 |
|
2.618 |
81.270 |
|
1.618 |
81.035 |
|
1.000 |
80.890 |
|
0.618 |
80.800 |
|
HIGH |
80.655 |
|
0.618 |
80.565 |
|
0.500 |
80.538 |
|
0.382 |
80.510 |
|
LOW |
80.420 |
|
0.618 |
80.275 |
|
1.000 |
80.185 |
|
1.618 |
80.040 |
|
2.618 |
79.805 |
|
4.250 |
79.421 |
|
|
| Fisher Pivots for day following 16-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.596 |
80.546 |
| PP |
80.567 |
80.467 |
| S1 |
80.538 |
80.388 |
|