ICE US Dollar Index Future September 2014
| Trading Metrics calculated at close of trading on 15-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
84.295 |
84.170 |
-0.125 |
-0.1% |
83.885 |
| High |
84.425 |
84.370 |
-0.055 |
-0.1% |
84.525 |
| Low |
84.090 |
84.150 |
0.060 |
0.1% |
83.820 |
| Close |
84.240 |
84.250 |
0.010 |
0.0% |
84.240 |
| Range |
0.335 |
0.220 |
-0.115 |
-34.3% |
0.705 |
| ATR |
0.357 |
0.347 |
-0.010 |
-2.7% |
0.000 |
| Volume |
16,342 |
744 |
-15,598 |
-95.4% |
194,459 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.917 |
84.803 |
84.371 |
|
| R3 |
84.697 |
84.583 |
84.311 |
|
| R2 |
84.477 |
84.477 |
84.290 |
|
| R1 |
84.363 |
84.363 |
84.270 |
84.420 |
| PP |
84.257 |
84.257 |
84.257 |
84.285 |
| S1 |
84.143 |
84.143 |
84.230 |
84.200 |
| S2 |
84.037 |
84.037 |
84.210 |
|
| S3 |
83.817 |
83.923 |
84.190 |
|
| S4 |
83.597 |
83.703 |
84.129 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.310 |
85.980 |
84.628 |
|
| R3 |
85.605 |
85.275 |
84.434 |
|
| R2 |
84.900 |
84.900 |
84.369 |
|
| R1 |
84.570 |
84.570 |
84.305 |
84.735 |
| PP |
84.195 |
84.195 |
84.195 |
84.278 |
| S1 |
83.865 |
83.865 |
84.175 |
84.030 |
| S2 |
83.490 |
83.490 |
84.111 |
|
| S3 |
82.785 |
83.160 |
84.046 |
|
| S4 |
82.080 |
82.455 |
83.852 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.525 |
84.050 |
0.475 |
0.6% |
0.335 |
0.4% |
42% |
False |
False |
30,380 |
| 10 |
84.525 |
82.780 |
1.745 |
2.1% |
0.414 |
0.5% |
84% |
False |
False |
31,489 |
| 20 |
84.525 |
81.430 |
3.095 |
3.7% |
0.357 |
0.4% |
91% |
False |
False |
25,477 |
| 40 |
84.525 |
80.490 |
4.035 |
4.8% |
0.301 |
0.4% |
93% |
False |
False |
23,240 |
| 60 |
84.525 |
79.770 |
4.755 |
5.6% |
0.279 |
0.3% |
94% |
False |
False |
21,056 |
| 80 |
84.525 |
79.770 |
4.755 |
5.6% |
0.281 |
0.3% |
94% |
False |
False |
17,944 |
| 100 |
84.525 |
79.055 |
5.470 |
6.5% |
0.277 |
0.3% |
95% |
False |
False |
14,412 |
| 120 |
84.525 |
79.055 |
5.470 |
6.5% |
0.266 |
0.3% |
95% |
False |
False |
12,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.305 |
|
2.618 |
84.946 |
|
1.618 |
84.726 |
|
1.000 |
84.590 |
|
0.618 |
84.506 |
|
HIGH |
84.370 |
|
0.618 |
84.286 |
|
0.500 |
84.260 |
|
0.382 |
84.234 |
|
LOW |
84.150 |
|
0.618 |
84.014 |
|
1.000 |
83.930 |
|
1.618 |
83.794 |
|
2.618 |
83.574 |
|
4.250 |
83.215 |
|
|
| Fisher Pivots for day following 15-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
84.260 |
84.253 |
| PP |
84.257 |
84.252 |
| S1 |
84.253 |
84.251 |
|