ICE US Dollar Index Future September 2014
| Trading Metrics calculated at close of trading on 12-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
81.470 |
81.535 |
0.065 |
0.1% |
81.395 |
| High |
81.550 |
81.745 |
0.195 |
0.2% |
81.775 |
| Low |
81.465 |
81.530 |
0.065 |
0.1% |
81.315 |
| Close |
81.535 |
81.555 |
0.020 |
0.0% |
81.454 |
| Range |
0.085 |
0.215 |
0.130 |
152.9% |
0.460 |
| ATR |
0.244 |
0.242 |
-0.002 |
-0.8% |
0.000 |
| Volume |
8,320 |
15,290 |
6,970 |
83.8% |
119,298 |
|
| Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.255 |
82.120 |
81.673 |
|
| R3 |
82.040 |
81.905 |
81.614 |
|
| R2 |
81.825 |
81.825 |
81.594 |
|
| R1 |
81.690 |
81.690 |
81.575 |
81.758 |
| PP |
81.610 |
81.610 |
81.610 |
81.644 |
| S1 |
81.475 |
81.475 |
81.535 |
81.543 |
| S2 |
81.395 |
81.395 |
81.516 |
|
| S3 |
81.180 |
81.260 |
81.496 |
|
| S4 |
80.965 |
81.045 |
81.437 |
|
|
| 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% |
0.247 |
0.3% |
52% |
False |
False |
21,366 |
| 10 |
81.775 |
81.265 |
0.510 |
0.6% |
0.258 |
0.3% |
57% |
False |
False |
23,069 |
| 20 |
81.775 |
80.420 |
1.355 |
1.7% |
0.229 |
0.3% |
84% |
False |
False |
20,393 |
| 40 |
81.775 |
79.770 |
2.005 |
2.5% |
0.245 |
0.3% |
89% |
False |
False |
18,693 |
| 60 |
81.775 |
79.770 |
2.005 |
2.5% |
0.253 |
0.3% |
89% |
False |
False |
14,394 |
| 80 |
81.775 |
79.055 |
2.720 |
3.3% |
0.252 |
0.3% |
92% |
False |
False |
10,863 |
| 100 |
81.775 |
79.055 |
2.720 |
3.3% |
0.246 |
0.3% |
92% |
False |
False |
8,704 |
| 120 |
81.775 |
79.055 |
2.720 |
3.3% |
0.237 |
0.3% |
92% |
False |
False |
7,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.659 |
|
2.618 |
82.308 |
|
1.618 |
82.093 |
|
1.000 |
81.960 |
|
0.618 |
81.878 |
|
HIGH |
81.745 |
|
0.618 |
81.663 |
|
0.500 |
81.638 |
|
0.382 |
81.612 |
|
LOW |
81.530 |
|
0.618 |
81.397 |
|
1.000 |
81.315 |
|
1.618 |
81.182 |
|
2.618 |
80.967 |
|
4.250 |
80.616 |
|
|
| Fisher Pivots for day following 12-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
81.638 |
81.547 |
| PP |
81.610 |
81.538 |
| S1 |
81.583 |
81.530 |
|