ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 20-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
81.770 |
82.040 |
0.270 |
0.3% |
81.590 |
High |
82.050 |
82.425 |
0.375 |
0.5% |
81.850 |
Low |
81.755 |
82.035 |
0.280 |
0.3% |
81.530 |
Close |
82.040 |
82.383 |
0.343 |
0.4% |
81.574 |
Range |
0.295 |
0.390 |
0.095 |
32.2% |
0.320 |
ATR |
0.232 |
0.243 |
0.011 |
4.9% |
0.000 |
Volume |
136 |
676 |
540 |
397.1% |
1,365 |
|
Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.451 |
83.307 |
82.598 |
|
R3 |
83.061 |
82.917 |
82.490 |
|
R2 |
82.671 |
82.671 |
82.455 |
|
R1 |
82.527 |
82.527 |
82.419 |
82.599 |
PP |
82.281 |
82.281 |
82.281 |
82.317 |
S1 |
82.137 |
82.137 |
82.347 |
82.209 |
S2 |
81.891 |
81.891 |
82.312 |
|
S3 |
81.501 |
81.747 |
82.276 |
|
S4 |
81.111 |
81.357 |
82.169 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.611 |
82.413 |
81.750 |
|
R3 |
82.291 |
82.093 |
81.662 |
|
R2 |
81.971 |
81.971 |
81.633 |
|
R1 |
81.773 |
81.773 |
81.603 |
81.712 |
PP |
81.651 |
81.651 |
81.651 |
81.621 |
S1 |
81.453 |
81.453 |
81.545 |
81.392 |
S2 |
81.331 |
81.331 |
81.515 |
|
S3 |
81.011 |
81.133 |
81.486 |
|
S4 |
80.691 |
80.813 |
81.398 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.425 |
81.500 |
0.925 |
1.1% |
0.292 |
0.4% |
95% |
True |
False |
356 |
10 |
82.425 |
81.445 |
0.980 |
1.2% |
0.249 |
0.3% |
96% |
True |
False |
365 |
20 |
82.425 |
80.920 |
1.505 |
1.8% |
0.242 |
0.3% |
97% |
True |
False |
299 |
40 |
82.425 |
79.885 |
2.540 |
3.1% |
0.212 |
0.3% |
98% |
True |
False |
213 |
60 |
82.425 |
79.885 |
2.540 |
3.1% |
0.207 |
0.3% |
98% |
True |
False |
169 |
80 |
82.425 |
79.240 |
3.185 |
3.9% |
0.192 |
0.2% |
99% |
True |
False |
131 |
100 |
82.425 |
79.240 |
3.185 |
3.9% |
0.181 |
0.2% |
99% |
True |
False |
108 |
120 |
82.425 |
79.240 |
3.185 |
3.9% |
0.175 |
0.2% |
99% |
True |
False |
94 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.083 |
2.618 |
83.446 |
1.618 |
83.056 |
1.000 |
82.815 |
0.618 |
82.666 |
HIGH |
82.425 |
0.618 |
82.276 |
0.500 |
82.230 |
0.382 |
82.184 |
LOW |
82.035 |
0.618 |
81.794 |
1.000 |
81.645 |
1.618 |
81.404 |
2.618 |
81.014 |
4.250 |
80.378 |
|
|
Fisher Pivots for day following 20-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
82.332 |
82.243 |
PP |
82.281 |
82.103 |
S1 |
82.230 |
81.963 |
|