ICE US Dollar Index Future September 2014
| Trading Metrics calculated at close of trading on 15-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
81.665 |
81.650 |
-0.015 |
0.0% |
81.470 |
| High |
81.760 |
81.675 |
-0.085 |
-0.1% |
81.760 |
| Low |
81.450 |
81.420 |
-0.030 |
0.0% |
81.415 |
| Close |
81.647 |
81.469 |
-0.178 |
-0.2% |
81.469 |
| Range |
0.310 |
0.255 |
-0.055 |
-17.7% |
0.345 |
| ATR |
0.252 |
0.252 |
0.000 |
0.1% |
0.000 |
| Volume |
18,883 |
22,826 |
3,943 |
20.9% |
86,558 |
|
| Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.286 |
82.133 |
81.609 |
|
| R3 |
82.031 |
81.878 |
81.539 |
|
| R2 |
81.776 |
81.776 |
81.516 |
|
| R1 |
81.623 |
81.623 |
81.492 |
81.572 |
| PP |
81.521 |
81.521 |
81.521 |
81.496 |
| S1 |
81.368 |
81.368 |
81.446 |
81.317 |
| S2 |
81.266 |
81.266 |
81.422 |
|
| S3 |
81.011 |
81.113 |
81.399 |
|
| S4 |
80.756 |
80.858 |
81.329 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.583 |
82.371 |
81.659 |
|
| R3 |
82.238 |
82.026 |
81.564 |
|
| R2 |
81.893 |
81.893 |
81.532 |
|
| R1 |
81.681 |
81.681 |
81.501 |
81.615 |
| PP |
81.548 |
81.548 |
81.548 |
81.515 |
| S1 |
81.336 |
81.336 |
81.437 |
81.270 |
| S2 |
81.203 |
81.203 |
81.406 |
|
| S3 |
80.858 |
80.991 |
81.374 |
|
| S4 |
80.513 |
80.646 |
81.279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.760 |
81.415 |
0.345 |
0.4% |
0.237 |
0.3% |
16% |
False |
False |
17,311 |
| 10 |
81.775 |
81.315 |
0.460 |
0.6% |
0.256 |
0.3% |
33% |
False |
False |
20,585 |
| 20 |
81.775 |
80.490 |
1.285 |
1.6% |
0.245 |
0.3% |
76% |
False |
False |
21,003 |
| 40 |
81.775 |
79.770 |
2.005 |
2.5% |
0.240 |
0.3% |
85% |
False |
False |
18,845 |
| 60 |
81.775 |
79.770 |
2.005 |
2.5% |
0.256 |
0.3% |
85% |
False |
False |
15,433 |
| 80 |
81.775 |
79.055 |
2.720 |
3.3% |
0.257 |
0.3% |
89% |
False |
False |
11,646 |
| 100 |
81.775 |
79.055 |
2.720 |
3.3% |
0.247 |
0.3% |
89% |
False |
False |
9,332 |
| 120 |
81.775 |
79.055 |
2.720 |
3.3% |
0.243 |
0.3% |
89% |
False |
False |
7,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.759 |
|
2.618 |
82.343 |
|
1.618 |
82.088 |
|
1.000 |
81.930 |
|
0.618 |
81.833 |
|
HIGH |
81.675 |
|
0.618 |
81.578 |
|
0.500 |
81.548 |
|
0.382 |
81.517 |
|
LOW |
81.420 |
|
0.618 |
81.262 |
|
1.000 |
81.165 |
|
1.618 |
81.007 |
|
2.618 |
80.752 |
|
4.250 |
80.336 |
|
|
| Fisher Pivots for day following 15-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
81.548 |
81.588 |
| PP |
81.521 |
81.548 |
| S1 |
81.495 |
81.509 |
|