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 |
|
|
|
| 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 |
|