ICE US Dollar Index Future September 2014
| Trading Metrics calculated at close of trading on 06-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
81.400 |
81.615 |
0.215 |
0.3% |
81.150 |
| High |
81.705 |
81.775 |
0.070 |
0.1% |
81.660 |
| Low |
81.370 |
81.465 |
0.095 |
0.1% |
81.065 |
| Close |
81.611 |
81.507 |
-0.104 |
-0.1% |
81.377 |
| Range |
0.335 |
0.310 |
-0.025 |
-7.5% |
0.595 |
| ATR |
0.241 |
0.246 |
0.005 |
2.0% |
0.000 |
| Volume |
24,495 |
27,741 |
3,246 |
13.3% |
114,615 |
|
| Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.512 |
82.320 |
81.678 |
|
| R3 |
82.202 |
82.010 |
81.592 |
|
| R2 |
81.892 |
81.892 |
81.564 |
|
| R1 |
81.700 |
81.700 |
81.535 |
81.641 |
| PP |
81.582 |
81.582 |
81.582 |
81.553 |
| S1 |
81.390 |
81.390 |
81.479 |
81.331 |
| S2 |
81.272 |
81.272 |
81.450 |
|
| S3 |
80.962 |
81.080 |
81.422 |
|
| S4 |
80.652 |
80.770 |
81.337 |
|
|
| 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 |
81.775 |
81.265 |
0.510 |
0.6% |
0.258 |
0.3% |
47% |
True |
False |
24,360 |
| 10 |
81.775 |
80.815 |
0.960 |
1.2% |
0.248 |
0.3% |
72% |
True |
False |
22,042 |
| 20 |
81.775 |
80.020 |
1.755 |
2.2% |
0.227 |
0.3% |
85% |
True |
False |
19,434 |
| 40 |
81.775 |
79.770 |
2.005 |
2.5% |
0.249 |
0.3% |
87% |
True |
False |
18,836 |
| 60 |
81.775 |
79.770 |
2.005 |
2.5% |
0.253 |
0.3% |
87% |
True |
False |
13,120 |
| 80 |
81.775 |
79.055 |
2.720 |
3.3% |
0.249 |
0.3% |
90% |
True |
False |
9,880 |
| 100 |
81.775 |
79.055 |
2.720 |
3.3% |
0.249 |
0.3% |
90% |
True |
False |
7,915 |
| 120 |
81.775 |
79.055 |
2.720 |
3.3% |
0.229 |
0.3% |
90% |
True |
False |
6,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.093 |
|
2.618 |
82.587 |
|
1.618 |
82.277 |
|
1.000 |
82.085 |
|
0.618 |
81.967 |
|
HIGH |
81.775 |
|
0.618 |
81.657 |
|
0.500 |
81.620 |
|
0.382 |
81.583 |
|
LOW |
81.465 |
|
0.618 |
81.273 |
|
1.000 |
81.155 |
|
1.618 |
80.963 |
|
2.618 |
80.653 |
|
4.250 |
80.148 |
|
|
| Fisher Pivots for day following 06-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
81.620 |
81.568 |
| PP |
81.582 |
81.547 |
| S1 |
81.545 |
81.527 |
|