ICE US Dollar Index Future September 2014
| Trading Metrics calculated at close of trading on 29-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
81.150 |
81.090 |
-0.060 |
-0.1% |
80.580 |
| High |
81.160 |
81.340 |
0.180 |
0.2% |
81.200 |
| Low |
81.065 |
81.085 |
0.020 |
0.0% |
80.490 |
| Close |
81.122 |
81.315 |
0.193 |
0.2% |
81.125 |
| Range |
0.095 |
0.255 |
0.160 |
168.4% |
0.710 |
| ATR |
0.227 |
0.229 |
0.002 |
0.9% |
0.000 |
| Volume |
11,564 |
15,266 |
3,702 |
32.0% |
99,592 |
|
| Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.012 |
81.918 |
81.455 |
|
| R3 |
81.757 |
81.663 |
81.385 |
|
| R2 |
81.502 |
81.502 |
81.362 |
|
| R1 |
81.408 |
81.408 |
81.338 |
81.455 |
| PP |
81.247 |
81.247 |
81.247 |
81.270 |
| S1 |
81.153 |
81.153 |
81.292 |
81.200 |
| S2 |
80.992 |
80.992 |
81.268 |
|
| S3 |
80.737 |
80.898 |
81.245 |
|
| S4 |
80.482 |
80.643 |
81.175 |
|
|
| 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 |
81.340 |
80.805 |
0.535 |
0.7% |
0.187 |
0.2% |
95% |
True |
False |
16,588 |
| 10 |
81.340 |
80.420 |
0.920 |
1.1% |
0.200 |
0.2% |
97% |
True |
False |
17,717 |
| 20 |
81.340 |
79.770 |
1.570 |
1.9% |
0.220 |
0.3% |
98% |
True |
False |
16,579 |
| 40 |
81.340 |
79.770 |
1.570 |
1.9% |
0.260 |
0.3% |
98% |
True |
False |
15,727 |
| 60 |
81.340 |
79.055 |
2.285 |
2.8% |
0.258 |
0.3% |
99% |
True |
False |
10,624 |
| 80 |
81.340 |
79.055 |
2.285 |
2.8% |
0.252 |
0.3% |
99% |
True |
False |
7,994 |
| 100 |
81.340 |
79.055 |
2.285 |
2.8% |
0.244 |
0.3% |
99% |
True |
False |
6,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.424 |
|
2.618 |
82.008 |
|
1.618 |
81.753 |
|
1.000 |
81.595 |
|
0.618 |
81.498 |
|
HIGH |
81.340 |
|
0.618 |
81.243 |
|
0.500 |
81.213 |
|
0.382 |
81.182 |
|
LOW |
81.085 |
|
0.618 |
80.927 |
|
1.000 |
80.830 |
|
1.618 |
80.672 |
|
2.618 |
80.417 |
|
4.250 |
80.001 |
|
|
| Fisher Pivots for day following 29-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
81.281 |
81.250 |
| PP |
81.247 |
81.185 |
| S1 |
81.213 |
81.120 |
|