ICE US Dollar Index Future September 2014
| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
84.120 |
84.255 |
0.135 |
0.2% |
82.780 |
| High |
84.435 |
84.355 |
-0.080 |
-0.1% |
83.965 |
| Low |
84.065 |
84.080 |
0.015 |
0.0% |
82.780 |
| Close |
84.293 |
84.304 |
0.011 |
0.0% |
83.757 |
| Range |
0.370 |
0.275 |
-0.095 |
-25.7% |
1.185 |
| ATR |
0.365 |
0.359 |
-0.006 |
-1.8% |
0.000 |
| Volume |
58,234 |
33,302 |
-24,932 |
-42.8% |
119,694 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.071 |
84.963 |
84.455 |
|
| R3 |
84.796 |
84.688 |
84.380 |
|
| R2 |
84.521 |
84.521 |
84.354 |
|
| R1 |
84.413 |
84.413 |
84.329 |
84.467 |
| PP |
84.246 |
84.246 |
84.246 |
84.274 |
| S1 |
84.138 |
84.138 |
84.279 |
84.192 |
| S2 |
83.971 |
83.971 |
84.254 |
|
| S3 |
83.696 |
83.863 |
84.228 |
|
| S4 |
83.421 |
83.588 |
84.153 |
|
|
| 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 |
84.525 |
83.585 |
0.940 |
1.1% |
0.412 |
0.5% |
76% |
False |
False |
43,467 |
| 10 |
84.525 |
82.340 |
2.185 |
2.6% |
0.422 |
0.5% |
90% |
False |
False |
33,742 |
| 20 |
84.525 |
81.420 |
3.105 |
3.7% |
0.358 |
0.4% |
93% |
False |
False |
26,708 |
| 40 |
84.525 |
80.490 |
4.035 |
4.8% |
0.295 |
0.4% |
95% |
False |
False |
23,673 |
| 60 |
84.525 |
79.770 |
4.755 |
5.6% |
0.283 |
0.3% |
95% |
False |
False |
21,538 |
| 80 |
84.525 |
79.770 |
4.755 |
5.6% |
0.281 |
0.3% |
95% |
False |
False |
17,735 |
| 100 |
84.525 |
79.055 |
5.470 |
6.5% |
0.274 |
0.3% |
96% |
False |
False |
14,244 |
| 120 |
84.525 |
79.055 |
5.470 |
6.5% |
0.266 |
0.3% |
96% |
False |
False |
11,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.524 |
|
2.618 |
85.075 |
|
1.618 |
84.800 |
|
1.000 |
84.630 |
|
0.618 |
84.525 |
|
HIGH |
84.355 |
|
0.618 |
84.250 |
|
0.500 |
84.218 |
|
0.382 |
84.185 |
|
LOW |
84.080 |
|
0.618 |
83.910 |
|
1.000 |
83.805 |
|
1.618 |
83.635 |
|
2.618 |
83.360 |
|
4.250 |
82.911 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
84.275 |
84.299 |
| PP |
84.246 |
84.293 |
| S1 |
84.218 |
84.288 |
|