ICE US Dollar Index Future September 2014
| Trading Metrics calculated at close of trading on 07-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
81.615 |
81.500 |
-0.115 |
-0.1% |
81.150 |
| High |
81.775 |
81.720 |
-0.055 |
-0.1% |
81.660 |
| Low |
81.465 |
81.450 |
-0.015 |
0.0% |
81.065 |
| Close |
81.507 |
81.605 |
0.098 |
0.1% |
81.377 |
| Range |
0.310 |
0.270 |
-0.040 |
-12.9% |
0.595 |
| ATR |
0.246 |
0.248 |
0.002 |
0.7% |
0.000 |
| Volume |
27,741 |
27,733 |
-8 |
0.0% |
114,615 |
|
| Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.402 |
82.273 |
81.754 |
|
| R3 |
82.132 |
82.003 |
81.679 |
|
| R2 |
81.862 |
81.862 |
81.655 |
|
| R1 |
81.733 |
81.733 |
81.630 |
81.798 |
| PP |
81.592 |
81.592 |
81.592 |
81.624 |
| S1 |
81.463 |
81.463 |
81.580 |
81.528 |
| S2 |
81.322 |
81.322 |
81.556 |
|
| S3 |
81.052 |
81.193 |
81.531 |
|
| S4 |
80.782 |
80.923 |
81.457 |
|
|
| 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% |
0.273 |
0.3% |
67% |
False |
False |
25,085 |
| 10 |
81.775 |
80.900 |
0.875 |
1.1% |
0.258 |
0.3% |
81% |
False |
False |
23,073 |
| 20 |
81.775 |
80.070 |
1.705 |
2.1% |
0.230 |
0.3% |
90% |
False |
False |
20,157 |
| 40 |
81.775 |
79.770 |
2.005 |
2.5% |
0.250 |
0.3% |
92% |
False |
False |
19,080 |
| 60 |
81.775 |
79.770 |
2.005 |
2.5% |
0.253 |
0.3% |
92% |
False |
False |
13,576 |
| 80 |
81.775 |
79.055 |
2.720 |
3.3% |
0.251 |
0.3% |
94% |
False |
False |
10,226 |
| 100 |
81.775 |
79.055 |
2.720 |
3.3% |
0.250 |
0.3% |
94% |
False |
False |
8,192 |
| 120 |
81.775 |
79.055 |
2.720 |
3.3% |
0.232 |
0.3% |
94% |
False |
False |
6,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.868 |
|
2.618 |
82.427 |
|
1.618 |
82.157 |
|
1.000 |
81.990 |
|
0.618 |
81.887 |
|
HIGH |
81.720 |
|
0.618 |
81.617 |
|
0.500 |
81.585 |
|
0.382 |
81.553 |
|
LOW |
81.450 |
|
0.618 |
81.283 |
|
1.000 |
81.180 |
|
1.618 |
81.013 |
|
2.618 |
80.743 |
|
4.250 |
80.303 |
|
|
| Fisher Pivots for day following 07-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
81.598 |
81.594 |
| PP |
81.592 |
81.583 |
| S1 |
81.585 |
81.573 |
|