ICE US Dollar Index Future September 2014
| Trading Metrics calculated at close of trading on 22-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
80.580 |
80.640 |
0.060 |
0.1% |
80.220 |
| High |
80.665 |
80.925 |
0.260 |
0.3% |
80.755 |
| Low |
80.490 |
80.610 |
0.120 |
0.1% |
80.120 |
| Close |
80.627 |
80.865 |
0.238 |
0.3% |
80.595 |
| Range |
0.175 |
0.315 |
0.140 |
80.0% |
0.635 |
| ATR |
0.242 |
0.247 |
0.005 |
2.2% |
0.000 |
| Volume |
11,522 |
31,958 |
20,436 |
177.4% |
85,419 |
|
| Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.745 |
81.620 |
81.038 |
|
| R3 |
81.430 |
81.305 |
80.952 |
|
| R2 |
81.115 |
81.115 |
80.923 |
|
| R1 |
80.990 |
80.990 |
80.894 |
81.053 |
| PP |
80.800 |
80.800 |
80.800 |
80.831 |
| S1 |
80.675 |
80.675 |
80.836 |
80.738 |
| S2 |
80.485 |
80.485 |
80.807 |
|
| S3 |
80.170 |
80.360 |
80.778 |
|
| S4 |
79.855 |
80.045 |
80.692 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.395 |
82.130 |
80.944 |
|
| R3 |
81.760 |
81.495 |
80.770 |
|
| R2 |
81.125 |
81.125 |
80.711 |
|
| R1 |
80.860 |
80.860 |
80.653 |
80.993 |
| PP |
80.490 |
80.490 |
80.490 |
80.556 |
| S1 |
80.225 |
80.225 |
80.537 |
80.358 |
| S2 |
79.855 |
79.855 |
80.479 |
|
| S3 |
79.220 |
79.590 |
80.420 |
|
| S4 |
78.585 |
78.955 |
80.246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.925 |
80.420 |
0.505 |
0.6% |
0.212 |
0.3% |
88% |
True |
False |
18,847 |
| 10 |
80.925 |
80.020 |
0.905 |
1.1% |
0.221 |
0.3% |
93% |
True |
False |
17,283 |
| 20 |
80.925 |
79.770 |
1.155 |
1.4% |
0.239 |
0.3% |
95% |
True |
False |
17,677 |
| 40 |
81.170 |
79.770 |
1.400 |
1.7% |
0.265 |
0.3% |
78% |
False |
False |
13,724 |
| 60 |
81.170 |
79.055 |
2.115 |
2.6% |
0.264 |
0.3% |
86% |
False |
False |
9,247 |
| 80 |
81.170 |
79.055 |
2.115 |
2.6% |
0.252 |
0.3% |
86% |
False |
False |
6,958 |
| 100 |
81.170 |
79.055 |
2.115 |
2.6% |
0.248 |
0.3% |
86% |
False |
False |
5,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.264 |
|
2.618 |
81.750 |
|
1.618 |
81.435 |
|
1.000 |
81.240 |
|
0.618 |
81.120 |
|
HIGH |
80.925 |
|
0.618 |
80.805 |
|
0.500 |
80.768 |
|
0.382 |
80.730 |
|
LOW |
80.610 |
|
0.618 |
80.415 |
|
1.000 |
80.295 |
|
1.618 |
80.100 |
|
2.618 |
79.785 |
|
4.250 |
79.271 |
|
|
| Fisher Pivots for day following 22-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.833 |
80.813 |
| PP |
80.800 |
80.760 |
| S1 |
80.768 |
80.708 |
|