ICE US Dollar Index Future December 2014
| Trading Metrics calculated at close of trading on 04-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
81.630 |
81.505 |
-0.125 |
-0.2% |
81.210 |
| High |
81.705 |
81.555 |
-0.150 |
-0.2% |
81.770 |
| Low |
81.355 |
81.460 |
0.105 |
0.1% |
81.175 |
| Close |
81.475 |
81.500 |
0.025 |
0.0% |
81.475 |
| Range |
0.350 |
0.095 |
-0.255 |
-72.9% |
0.595 |
| ATR |
0.209 |
0.201 |
-0.008 |
-3.9% |
0.000 |
| Volume |
304 |
438 |
134 |
44.1% |
1,341 |
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.790 |
81.740 |
81.552 |
|
| R3 |
81.695 |
81.645 |
81.526 |
|
| R2 |
81.600 |
81.600 |
81.517 |
|
| R1 |
81.550 |
81.550 |
81.509 |
81.528 |
| PP |
81.505 |
81.505 |
81.505 |
81.494 |
| S1 |
81.455 |
81.455 |
81.491 |
81.433 |
| S2 |
81.410 |
81.410 |
81.483 |
|
| S3 |
81.315 |
81.360 |
81.474 |
|
| S4 |
81.220 |
81.265 |
81.448 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.258 |
82.962 |
81.802 |
|
| R3 |
82.663 |
82.367 |
81.639 |
|
| R2 |
82.068 |
82.068 |
81.584 |
|
| R1 |
81.772 |
81.772 |
81.530 |
81.920 |
| PP |
81.473 |
81.473 |
81.473 |
81.548 |
| S1 |
81.177 |
81.177 |
81.420 |
81.325 |
| S2 |
80.878 |
80.878 |
81.366 |
|
| S3 |
80.283 |
80.582 |
81.311 |
|
| S4 |
79.688 |
79.987 |
81.148 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.770 |
81.200 |
0.570 |
0.7% |
0.248 |
0.3% |
53% |
False |
False |
325 |
| 10 |
81.770 |
80.710 |
1.060 |
1.3% |
0.208 |
0.3% |
75% |
False |
False |
220 |
| 20 |
81.770 |
80.110 |
1.660 |
2.0% |
0.188 |
0.2% |
84% |
False |
False |
192 |
| 40 |
81.770 |
79.885 |
1.885 |
2.3% |
0.192 |
0.2% |
86% |
False |
False |
148 |
| 60 |
81.770 |
79.885 |
1.885 |
2.3% |
0.179 |
0.2% |
86% |
False |
False |
103 |
| 80 |
81.770 |
79.240 |
2.530 |
3.1% |
0.165 |
0.2% |
89% |
False |
False |
82 |
| 100 |
81.770 |
79.240 |
2.530 |
3.1% |
0.169 |
0.2% |
89% |
False |
False |
69 |
| 120 |
81.770 |
79.240 |
2.530 |
3.1% |
0.162 |
0.2% |
89% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.959 |
|
2.618 |
81.804 |
|
1.618 |
81.709 |
|
1.000 |
81.650 |
|
0.618 |
81.614 |
|
HIGH |
81.555 |
|
0.618 |
81.519 |
|
0.500 |
81.508 |
|
0.382 |
81.496 |
|
LOW |
81.460 |
|
0.618 |
81.401 |
|
1.000 |
81.365 |
|
1.618 |
81.306 |
|
2.618 |
81.211 |
|
4.250 |
81.056 |
|
|
| Fisher Pivots for day following 04-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
81.508 |
81.563 |
| PP |
81.505 |
81.542 |
| S1 |
81.503 |
81.521 |
|