ICE US Dollar Index Future September 2014
| Trading Metrics calculated at close of trading on 08-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
81.500 |
81.625 |
0.125 |
0.2% |
81.395 |
| High |
81.720 |
81.670 |
-0.050 |
-0.1% |
81.775 |
| Low |
81.450 |
81.315 |
-0.135 |
-0.2% |
81.315 |
| Close |
81.605 |
81.454 |
-0.151 |
-0.2% |
81.454 |
| Range |
0.270 |
0.355 |
0.085 |
31.5% |
0.460 |
| ATR |
0.248 |
0.255 |
0.008 |
3.1% |
0.000 |
| Volume |
27,733 |
27,747 |
14 |
0.1% |
119,298 |
|
| Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.545 |
82.354 |
81.649 |
|
| R3 |
82.190 |
81.999 |
81.552 |
|
| R2 |
81.835 |
81.835 |
81.519 |
|
| R1 |
81.644 |
81.644 |
81.487 |
81.562 |
| PP |
81.480 |
81.480 |
81.480 |
81.439 |
| S1 |
81.289 |
81.289 |
81.421 |
81.207 |
| S2 |
81.125 |
81.125 |
81.389 |
|
| S3 |
80.770 |
80.934 |
81.356 |
|
| S4 |
80.415 |
80.579 |
81.259 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.895 |
82.634 |
81.707 |
|
| R3 |
82.435 |
82.174 |
81.581 |
|
| R2 |
81.975 |
81.975 |
81.538 |
|
| R1 |
81.714 |
81.714 |
81.496 |
81.845 |
| PP |
81.515 |
81.515 |
81.515 |
81.580 |
| S1 |
81.254 |
81.254 |
81.412 |
81.385 |
| S2 |
81.055 |
81.055 |
81.370 |
|
| S3 |
80.595 |
80.794 |
81.328 |
|
| S4 |
80.135 |
80.334 |
81.201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.775 |
81.315 |
0.460 |
0.6% |
0.274 |
0.3% |
30% |
False |
True |
23,859 |
| 10 |
81.775 |
81.065 |
0.710 |
0.9% |
0.263 |
0.3% |
55% |
False |
False |
23,391 |
| 20 |
81.775 |
80.120 |
1.655 |
2.0% |
0.237 |
0.3% |
81% |
False |
False |
20,946 |
| 40 |
81.775 |
79.770 |
2.005 |
2.5% |
0.251 |
0.3% |
84% |
False |
False |
19,092 |
| 60 |
81.775 |
79.770 |
2.005 |
2.5% |
0.256 |
0.3% |
84% |
False |
False |
14,023 |
| 80 |
81.775 |
79.055 |
2.720 |
3.3% |
0.253 |
0.3% |
88% |
False |
False |
10,572 |
| 100 |
81.775 |
79.055 |
2.720 |
3.3% |
0.253 |
0.3% |
88% |
False |
False |
8,469 |
| 120 |
81.775 |
79.055 |
2.720 |
3.3% |
0.235 |
0.3% |
88% |
False |
False |
7,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.179 |
|
2.618 |
82.599 |
|
1.618 |
82.244 |
|
1.000 |
82.025 |
|
0.618 |
81.889 |
|
HIGH |
81.670 |
|
0.618 |
81.534 |
|
0.500 |
81.493 |
|
0.382 |
81.451 |
|
LOW |
81.315 |
|
0.618 |
81.096 |
|
1.000 |
80.960 |
|
1.618 |
80.741 |
|
2.618 |
80.386 |
|
4.250 |
79.806 |
|
|
| Fisher Pivots for day following 08-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
81.493 |
81.545 |
| PP |
81.480 |
81.515 |
| S1 |
81.467 |
81.484 |
|