ICE US Dollar Index Future September 2014
| Trading Metrics calculated at close of trading on 04-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
81.530 |
81.395 |
-0.135 |
-0.2% |
81.150 |
| High |
81.615 |
81.460 |
-0.155 |
-0.2% |
81.660 |
| Low |
81.265 |
81.360 |
0.095 |
0.1% |
81.065 |
| Close |
81.377 |
81.405 |
0.028 |
0.0% |
81.377 |
| Range |
0.350 |
0.100 |
-0.250 |
-71.4% |
0.595 |
| ATR |
0.244 |
0.234 |
-0.010 |
-4.2% |
0.000 |
| Volume |
33,875 |
11,582 |
-22,293 |
-65.8% |
114,615 |
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.708 |
81.657 |
81.460 |
|
| R3 |
81.608 |
81.557 |
81.433 |
|
| R2 |
81.508 |
81.508 |
81.423 |
|
| R1 |
81.457 |
81.457 |
81.414 |
81.483 |
| PP |
81.408 |
81.408 |
81.408 |
81.421 |
| S1 |
81.357 |
81.357 |
81.396 |
81.383 |
| S2 |
81.308 |
81.308 |
81.387 |
|
| S3 |
81.208 |
81.257 |
81.378 |
|
| S4 |
81.108 |
81.157 |
81.350 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.152 |
82.860 |
81.704 |
|
| R3 |
82.557 |
82.265 |
81.541 |
|
| R2 |
81.962 |
81.962 |
81.486 |
|
| R1 |
81.670 |
81.670 |
81.432 |
81.816 |
| PP |
81.367 |
81.367 |
81.367 |
81.441 |
| S1 |
81.075 |
81.075 |
81.322 |
81.221 |
| S2 |
80.772 |
80.772 |
81.268 |
|
| S3 |
80.177 |
80.480 |
81.213 |
|
| S4 |
79.582 |
79.885 |
81.050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.660 |
81.085 |
0.575 |
0.7% |
0.253 |
0.3% |
56% |
False |
False |
22,926 |
| 10 |
81.660 |
80.610 |
1.050 |
1.3% |
0.226 |
0.3% |
76% |
False |
False |
21,426 |
| 20 |
81.660 |
80.020 |
1.640 |
2.0% |
0.215 |
0.3% |
84% |
False |
False |
18,151 |
| 40 |
81.660 |
79.770 |
1.890 |
2.3% |
0.250 |
0.3% |
87% |
False |
False |
17,982 |
| 60 |
81.660 |
79.600 |
2.060 |
2.5% |
0.255 |
0.3% |
88% |
False |
False |
12,262 |
| 80 |
81.660 |
79.055 |
2.605 |
3.2% |
0.248 |
0.3% |
90% |
False |
False |
9,230 |
| 100 |
81.660 |
79.055 |
2.605 |
3.2% |
0.247 |
0.3% |
90% |
False |
False |
7,394 |
| 120 |
81.660 |
79.055 |
2.605 |
3.2% |
0.226 |
0.3% |
90% |
False |
False |
6,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.885 |
|
2.618 |
81.722 |
|
1.618 |
81.622 |
|
1.000 |
81.560 |
|
0.618 |
81.522 |
|
HIGH |
81.460 |
|
0.618 |
81.422 |
|
0.500 |
81.410 |
|
0.382 |
81.398 |
|
LOW |
81.360 |
|
0.618 |
81.298 |
|
1.000 |
81.260 |
|
1.618 |
81.198 |
|
2.618 |
81.098 |
|
4.250 |
80.935 |
|
|
| Fisher Pivots for day following 04-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
81.410 |
81.463 |
| PP |
81.408 |
81.443 |
| S1 |
81.407 |
81.424 |
|