ICE US Dollar Index Future September 2014

Trading Metrics calculated at close of trading on 02-Sep-2014

Day Change Summary
	Previous	Current
	29-Aug-2014	02-Sep-2014	Change	Change %	Previous Week
Open	82.495	82.780	0.285	0.3%	82.620
High	82.790	83.060	0.270	0.3%	82.790
Low	82.445	82.780	0.335	0.4%	82.340
Close	82.783	83.010	0.227	0.3%	82.783
Range	0.345	0.280	-0.065	-18.8%	0.450
ATR	0.284	0.284	0.000	-0.1%	0.000
Volume	19,818	20,300	482	2.4%	87,534

Daily Pivots for day following 02-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	83.790	83.680	83.164
R3	83.510	83.400	83.087
R2	83.230	83.230	83.061
R1	83.120	83.120	83.036	83.175
PP	82.950	82.950	82.950	82.978
S1	82.840	82.840	82.984	82.895
S2	82.670	82.670	82.959
S3	82.390	82.560	82.933
S4	82.110	82.280	82.856

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	83.988	83.835	83.031
R3	83.538	83.385	82.907
R2	83.088	83.088	82.866
R1	82.935	82.935	82.824	83.012
PP	82.638	82.638	82.638	82.676
S1	82.485	82.485	82.742	82.562
S2	82.188	82.188	82.701
S3	81.738	82.035	82.659
S4	81.288	81.585	82.536

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.060	82.340	0.720	0.9%	0.299	0.4%	93%	True	False	19,175
10	83.060	81.640	1.420	1.7%	0.306	0.4%	96%	True	False	20,330
20	83.060	81.315	1.745	2.1%	0.287	0.3%	97%	True	False	20,461
40	83.060	80.020	3.040	3.7%	0.251	0.3%	98%	True	False	19,306
60	83.060	79.770	3.290	4.0%	0.262	0.3%	98%	True	False	18,808
80	83.060	79.600	3.460	4.2%	0.263	0.3%	99%	True	False	14,312
100	83.060	79.055	4.005	4.8%	0.256	0.3%	99%	True	False	11,476
120	83.060	79.055	4.005	4.8%	0.254	0.3%	99%	True	False	9,572

Crabel Price Patterns
NR	True
NR4	True
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	0.068
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	84.250
2.618	83.793
1.618	83.513
1.000	83.340
0.618	83.233
HIGH	83.060
0.618	82.953
0.500	82.920
0.382	82.887
LOW	82.780
0.618	82.607
1.000	82.500
1.618	82.327
2.618	82.047
4.250	81.590

Fisher Pivots for day following 02-Sep-2014
Pivot	1 day	3 day
R1	82.980	82.907
PP	82.950	82.803
S1	82.920	82.700

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols