ICE US Dollar Index Future September 2014
| Trading Metrics calculated at close of trading on 30-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
81.090 |
81.290 |
0.200 |
0.2% |
80.580 |
| High |
81.340 |
81.645 |
0.305 |
0.4% |
81.200 |
| Low |
81.085 |
81.280 |
0.195 |
0.2% |
80.490 |
| Close |
81.315 |
81.516 |
0.201 |
0.2% |
81.125 |
| Range |
0.255 |
0.365 |
0.110 |
43.1% |
0.710 |
| ATR |
0.229 |
0.239 |
0.010 |
4.2% |
0.000 |
| Volume |
15,266 |
29,800 |
14,534 |
95.2% |
99,592 |
|
| Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.575 |
82.411 |
81.717 |
|
| R3 |
82.210 |
82.046 |
81.616 |
|
| R2 |
81.845 |
81.845 |
81.583 |
|
| R1 |
81.681 |
81.681 |
81.549 |
81.763 |
| PP |
81.480 |
81.480 |
81.480 |
81.522 |
| S1 |
81.316 |
81.316 |
81.483 |
81.398 |
| S2 |
81.115 |
81.115 |
81.449 |
|
| S3 |
80.750 |
80.951 |
81.416 |
|
| S4 |
80.385 |
80.586 |
81.315 |
|
|
| 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 |
81.645 |
80.815 |
0.830 |
1.0% |
0.237 |
0.3% |
84% |
True |
False |
19,724 |
| 10 |
81.645 |
80.490 |
1.155 |
1.4% |
0.213 |
0.3% |
89% |
True |
False |
19,064 |
| 20 |
81.645 |
79.835 |
1.810 |
2.2% |
0.232 |
0.3% |
93% |
True |
False |
17,149 |
| 40 |
81.645 |
79.770 |
1.875 |
2.3% |
0.264 |
0.3% |
93% |
True |
False |
16,450 |
| 60 |
81.645 |
79.055 |
2.590 |
3.2% |
0.263 |
0.3% |
95% |
True |
False |
11,119 |
| 80 |
81.645 |
79.055 |
2.590 |
3.2% |
0.254 |
0.3% |
95% |
True |
False |
8,366 |
| 100 |
81.645 |
79.055 |
2.590 |
3.2% |
0.245 |
0.3% |
95% |
True |
False |
6,699 |
| 120 |
81.645 |
79.055 |
2.590 |
3.2% |
0.221 |
0.3% |
95% |
True |
False |
5,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.196 |
|
2.618 |
82.601 |
|
1.618 |
82.236 |
|
1.000 |
82.010 |
|
0.618 |
81.871 |
|
HIGH |
81.645 |
|
0.618 |
81.506 |
|
0.500 |
81.463 |
|
0.382 |
81.419 |
|
LOW |
81.280 |
|
0.618 |
81.054 |
|
1.000 |
80.915 |
|
1.618 |
80.689 |
|
2.618 |
80.324 |
|
4.250 |
79.729 |
|
|
| Fisher Pivots for day following 30-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
81.498 |
81.462 |
| PP |
81.480 |
81.409 |
| S1 |
81.463 |
81.355 |
|