ICE US Dollar Index Future September 2014
| Trading Metrics calculated at close of trading on 08-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
83.935 |
83.885 |
-0.050 |
-0.1% |
82.780 |
| High |
83.965 |
84.380 |
0.415 |
0.5% |
83.965 |
| Low |
83.585 |
83.820 |
0.235 |
0.3% |
82.780 |
| Close |
83.757 |
84.241 |
0.484 |
0.6% |
83.757 |
| Range |
0.380 |
0.560 |
0.180 |
47.4% |
1.185 |
| ATR |
0.336 |
0.357 |
0.020 |
6.1% |
0.000 |
| Volume |
39,221 |
43,300 |
4,079 |
10.4% |
119,694 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.827 |
85.594 |
84.549 |
|
| R3 |
85.267 |
85.034 |
84.395 |
|
| R2 |
84.707 |
84.707 |
84.344 |
|
| R1 |
84.474 |
84.474 |
84.292 |
84.591 |
| PP |
84.147 |
84.147 |
84.147 |
84.205 |
| S1 |
83.914 |
83.914 |
84.190 |
84.031 |
| S2 |
83.587 |
83.587 |
84.138 |
|
| S3 |
83.027 |
83.354 |
84.087 |
|
| S4 |
82.467 |
82.794 |
83.933 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.056 |
86.591 |
84.409 |
|
| R3 |
85.871 |
85.406 |
84.083 |
|
| R2 |
84.686 |
84.686 |
83.974 |
|
| R1 |
84.221 |
84.221 |
83.866 |
84.454 |
| PP |
83.501 |
83.501 |
83.501 |
83.617 |
| S1 |
83.036 |
83.036 |
83.648 |
83.269 |
| S2 |
82.316 |
82.316 |
83.540 |
|
| S3 |
81.131 |
81.851 |
83.431 |
|
| S4 |
79.946 |
80.666 |
83.105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.380 |
82.780 |
1.600 |
1.9% |
0.493 |
0.6% |
91% |
True |
False |
32,598 |
| 10 |
84.380 |
82.340 |
2.040 |
2.4% |
0.388 |
0.5% |
93% |
True |
False |
25,052 |
| 20 |
84.380 |
81.415 |
2.965 |
3.5% |
0.333 |
0.4% |
95% |
True |
False |
22,210 |
| 40 |
84.380 |
80.120 |
4.260 |
5.1% |
0.285 |
0.3% |
97% |
True |
False |
21,578 |
| 60 |
84.380 |
79.770 |
4.610 |
5.5% |
0.279 |
0.3% |
97% |
True |
False |
20,131 |
| 80 |
84.380 |
79.770 |
4.610 |
5.5% |
0.276 |
0.3% |
97% |
True |
False |
16,070 |
| 100 |
84.380 |
79.055 |
5.325 |
6.3% |
0.269 |
0.3% |
97% |
True |
False |
12,900 |
| 120 |
84.380 |
79.055 |
5.325 |
6.3% |
0.266 |
0.3% |
97% |
True |
False |
10,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.760 |
|
2.618 |
85.846 |
|
1.618 |
85.286 |
|
1.000 |
84.940 |
|
0.618 |
84.726 |
|
HIGH |
84.380 |
|
0.618 |
84.166 |
|
0.500 |
84.100 |
|
0.382 |
84.034 |
|
LOW |
83.820 |
|
0.618 |
83.474 |
|
1.000 |
83.260 |
|
1.618 |
82.914 |
|
2.618 |
82.354 |
|
4.250 |
81.440 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
84.194 |
84.035 |
| PP |
84.147 |
83.829 |
| S1 |
84.100 |
83.623 |
|