ICE US Dollar Index Future September 2014


Trading Metrics calculated at close of trading on 21-Aug-2014
Day Change Summary
Previous Current
20-Aug-2014 21-Aug-2014 Change Change % Previous Week
Open 81.940 82.290 0.350 0.4% 81.470
High 82.330 82.420 0.090 0.1% 81.760
Low 81.930 82.160 0.230 0.3% 81.415
Close 82.280 82.208 -0.072 -0.1% 81.469
Range 0.400 0.260 -0.140 -35.0% 0.345
ATR 0.266 0.266 0.000 -0.2% 0.000
Volume 22,184 17,390 -4,794 -21.6% 86,558
Daily Pivots for day following 21-Aug-2014
Classic Woodie Camarilla DeMark
R4 83.043 82.885 82.351
R3 82.783 82.625 82.280
R2 82.523 82.523 82.256
R1 82.365 82.365 82.232 82.314
PP 82.263 82.263 82.263 82.237
S1 82.105 82.105 82.184 82.054
S2 82.003 82.003 82.160
S3 81.743 81.845 82.137
S4 81.483 81.585 82.065
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 82.420 81.420 1.000 1.2% 0.292 0.4% 79% True False 19,653
10 82.420 81.315 1.105 1.3% 0.275 0.3% 81% True False 18,974
20 82.420 80.900 1.520 1.8% 0.266 0.3% 86% True False 21,023
40 82.420 79.770 2.650 3.2% 0.246 0.3% 92% True False 19,057
60 82.420 79.770 2.650 3.2% 0.262 0.3% 92% True False 16,669
80 82.420 79.055 3.365 4.1% 0.262 0.3% 94% True False 12,585
100 82.420 79.055 3.365 4.1% 0.255 0.3% 94% True False 10,086
120 82.420 79.055 3.365 4.1% 0.248 0.3% 94% True False 8,410
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.056
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.525
2.618 83.101
1.618 82.841
1.000 82.680
0.618 82.581
HIGH 82.420
0.618 82.321
0.500 82.290
0.382 82.259
LOW 82.160
0.618 81.999
1.000 81.900
1.618 81.739
2.618 81.479
4.250 81.055
Fisher Pivots for day following 21-Aug-2014
Pivot 1 day 3 day
R1 82.290 82.149
PP 82.263 82.089
S1 82.235 82.030

These figures are updated between 7pm and 10pm EST after a trading day.

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