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
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 0.050
Narrowest range in 2 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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