ICE US Dollar Index Future September 2014
| Trading Metrics calculated at close of trading on 24-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
80.870 |
80.890 |
0.020 |
0.0% |
80.220 |
| High |
80.920 |
80.985 |
0.065 |
0.1% |
80.755 |
| Low |
80.805 |
80.815 |
0.010 |
0.0% |
80.120 |
| Close |
80.915 |
80.962 |
0.047 |
0.1% |
80.595 |
| Range |
0.115 |
0.170 |
0.055 |
47.8% |
0.635 |
| ATR |
0.237 |
0.233 |
-0.005 |
-2.0% |
0.000 |
| Volume |
14,119 |
17,425 |
3,306 |
23.4% |
85,419 |
|
| Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.431 |
81.366 |
81.056 |
|
| R3 |
81.261 |
81.196 |
81.009 |
|
| R2 |
81.091 |
81.091 |
80.993 |
|
| R1 |
81.026 |
81.026 |
80.978 |
81.059 |
| PP |
80.921 |
80.921 |
80.921 |
80.937 |
| S1 |
80.856 |
80.856 |
80.946 |
80.889 |
| S2 |
80.751 |
80.751 |
80.931 |
|
| S3 |
80.581 |
80.686 |
80.915 |
|
| S4 |
80.411 |
80.516 |
80.869 |
|
|
| 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 |
80.985 |
80.490 |
0.495 |
0.6% |
0.197 |
0.2% |
95% |
True |
False |
19,200 |
| 10 |
80.985 |
80.070 |
0.915 |
1.1% |
0.202 |
0.2% |
97% |
True |
False |
17,242 |
| 20 |
80.985 |
79.770 |
1.215 |
1.5% |
0.227 |
0.3% |
98% |
True |
False |
17,091 |
| 40 |
81.170 |
79.770 |
1.400 |
1.7% |
0.259 |
0.3% |
85% |
False |
False |
14,492 |
| 60 |
81.170 |
79.055 |
2.115 |
2.6% |
0.261 |
0.3% |
90% |
False |
False |
9,772 |
| 80 |
81.170 |
79.055 |
2.115 |
2.6% |
0.252 |
0.3% |
90% |
False |
False |
7,352 |
| 100 |
81.170 |
79.055 |
2.115 |
2.6% |
0.244 |
0.3% |
90% |
False |
False |
5,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.708 |
|
2.618 |
81.430 |
|
1.618 |
81.260 |
|
1.000 |
81.155 |
|
0.618 |
81.090 |
|
HIGH |
80.985 |
|
0.618 |
80.920 |
|
0.500 |
80.900 |
|
0.382 |
80.880 |
|
LOW |
80.815 |
|
0.618 |
80.710 |
|
1.000 |
80.645 |
|
1.618 |
80.540 |
|
2.618 |
80.370 |
|
4.250 |
80.093 |
|
|
| Fisher Pivots for day following 24-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.941 |
80.907 |
| PP |
80.921 |
80.852 |
| S1 |
80.900 |
80.798 |
|