ICE US Dollar Index Future September 2014
| Trading Metrics calculated at close of trading on 25-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
80.890 |
80.945 |
0.055 |
0.1% |
80.580 |
| High |
80.985 |
81.200 |
0.215 |
0.3% |
81.200 |
| Low |
80.815 |
80.900 |
0.085 |
0.1% |
80.490 |
| Close |
80.962 |
81.125 |
0.163 |
0.2% |
81.125 |
| Range |
0.170 |
0.300 |
0.130 |
76.5% |
0.710 |
| ATR |
0.233 |
0.237 |
0.005 |
2.1% |
0.000 |
| Volume |
17,425 |
24,568 |
7,143 |
41.0% |
99,592 |
|
| Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.975 |
81.850 |
81.290 |
|
| R3 |
81.675 |
81.550 |
81.208 |
|
| R2 |
81.375 |
81.375 |
81.180 |
|
| R1 |
81.250 |
81.250 |
81.153 |
81.313 |
| PP |
81.075 |
81.075 |
81.075 |
81.106 |
| S1 |
80.950 |
80.950 |
81.098 |
81.013 |
| S2 |
80.775 |
80.775 |
81.070 |
|
| S3 |
80.475 |
80.650 |
81.043 |
|
| S4 |
80.175 |
80.350 |
80.960 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.068 |
82.807 |
81.516 |
|
| R3 |
82.358 |
82.097 |
81.320 |
|
| R2 |
81.648 |
81.648 |
81.255 |
|
| R1 |
81.387 |
81.387 |
81.190 |
81.518 |
| PP |
80.938 |
80.938 |
80.938 |
81.004 |
| S1 |
80.677 |
80.677 |
81.060 |
80.808 |
| S2 |
80.228 |
80.228 |
80.995 |
|
| S3 |
79.518 |
79.967 |
80.930 |
|
| S4 |
78.808 |
79.257 |
80.735 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.200 |
80.490 |
0.710 |
0.9% |
0.215 |
0.3% |
89% |
True |
False |
19,918 |
| 10 |
81.200 |
80.120 |
1.080 |
1.3% |
0.211 |
0.3% |
93% |
True |
False |
18,501 |
| 20 |
81.200 |
79.770 |
1.430 |
1.8% |
0.229 |
0.3% |
95% |
True |
False |
17,322 |
| 40 |
81.200 |
79.770 |
1.430 |
1.8% |
0.262 |
0.3% |
95% |
True |
False |
15,094 |
| 60 |
81.200 |
79.055 |
2.145 |
2.6% |
0.260 |
0.3% |
97% |
True |
False |
10,179 |
| 80 |
81.200 |
79.055 |
2.145 |
2.6% |
0.255 |
0.3% |
97% |
True |
False |
7,659 |
| 100 |
81.200 |
79.055 |
2.145 |
2.6% |
0.246 |
0.3% |
97% |
True |
False |
6,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.475 |
|
2.618 |
81.985 |
|
1.618 |
81.685 |
|
1.000 |
81.500 |
|
0.618 |
81.385 |
|
HIGH |
81.200 |
|
0.618 |
81.085 |
|
0.500 |
81.050 |
|
0.382 |
81.015 |
|
LOW |
80.900 |
|
0.618 |
80.715 |
|
1.000 |
80.600 |
|
1.618 |
80.415 |
|
2.618 |
80.115 |
|
4.250 |
79.625 |
|
|
| Fisher Pivots for day following 25-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
81.100 |
81.084 |
| PP |
81.075 |
81.043 |
| S1 |
81.050 |
81.003 |
|