ICE US Dollar Index Future September 2014
| Trading Metrics calculated at close of trading on 20-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
81.650 |
81.940 |
0.290 |
0.4% |
81.470 |
| High |
81.955 |
82.330 |
0.375 |
0.5% |
81.760 |
| Low |
81.640 |
81.930 |
0.290 |
0.4% |
81.415 |
| Close |
81.937 |
82.280 |
0.343 |
0.4% |
81.469 |
| Range |
0.315 |
0.400 |
0.085 |
27.0% |
0.345 |
| ATR |
0.256 |
0.266 |
0.010 |
4.0% |
0.000 |
| Volume |
24,216 |
22,184 |
-2,032 |
-8.4% |
86,558 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.380 |
83.230 |
82.500 |
|
| R3 |
82.980 |
82.830 |
82.390 |
|
| R2 |
82.580 |
82.580 |
82.353 |
|
| R1 |
82.430 |
82.430 |
82.317 |
82.505 |
| PP |
82.180 |
82.180 |
82.180 |
82.218 |
| S1 |
82.030 |
82.030 |
82.243 |
82.105 |
| S2 |
81.780 |
81.780 |
82.207 |
|
| S3 |
81.380 |
81.630 |
82.170 |
|
| S4 |
80.980 |
81.230 |
82.060 |
|
|
| 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 |
82.330 |
81.420 |
0.910 |
1.1% |
0.302 |
0.4% |
95% |
True |
False |
19,951 |
| 10 |
82.330 |
81.315 |
1.015 |
1.2% |
0.276 |
0.3% |
95% |
True |
False |
20,008 |
| 20 |
82.330 |
80.815 |
1.515 |
1.8% |
0.262 |
0.3% |
97% |
True |
False |
21,025 |
| 40 |
82.330 |
79.770 |
2.560 |
3.1% |
0.247 |
0.3% |
98% |
True |
False |
19,317 |
| 60 |
82.330 |
79.770 |
2.560 |
3.1% |
0.261 |
0.3% |
98% |
True |
False |
16,390 |
| 80 |
82.330 |
79.055 |
3.275 |
4.0% |
0.261 |
0.3% |
98% |
True |
False |
12,368 |
| 100 |
82.330 |
79.055 |
3.275 |
4.0% |
0.254 |
0.3% |
98% |
True |
False |
9,912 |
| 120 |
82.330 |
79.055 |
3.275 |
4.0% |
0.247 |
0.3% |
98% |
True |
False |
8,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.030 |
|
2.618 |
83.377 |
|
1.618 |
82.977 |
|
1.000 |
82.730 |
|
0.618 |
82.577 |
|
HIGH |
82.330 |
|
0.618 |
82.177 |
|
0.500 |
82.130 |
|
0.382 |
82.083 |
|
LOW |
81.930 |
|
0.618 |
81.683 |
|
1.000 |
81.530 |
|
1.618 |
81.283 |
|
2.618 |
80.883 |
|
4.250 |
80.230 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
82.230 |
82.147 |
| PP |
82.180 |
82.013 |
| S1 |
82.130 |
81.880 |
|