ICE US Dollar Index Future December 2014
| Trading Metrics calculated at close of trading on 22-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
82.405 |
82.360 |
-0.045 |
-0.1% |
81.500 |
| High |
82.510 |
82.615 |
0.105 |
0.1% |
82.615 |
| Low |
82.265 |
82.230 |
-0.035 |
0.0% |
81.500 |
| Close |
82.306 |
82.475 |
0.169 |
0.2% |
82.475 |
| Range |
0.245 |
0.385 |
0.140 |
57.1% |
1.115 |
| ATR |
0.243 |
0.253 |
0.010 |
4.2% |
0.000 |
| Volume |
435 |
360 |
-75 |
-17.2% |
2,046 |
|
| Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.595 |
83.420 |
82.687 |
|
| R3 |
83.210 |
83.035 |
82.581 |
|
| R2 |
82.825 |
82.825 |
82.546 |
|
| R1 |
82.650 |
82.650 |
82.510 |
82.738 |
| PP |
82.440 |
82.440 |
82.440 |
82.484 |
| S1 |
82.265 |
82.265 |
82.440 |
82.353 |
| S2 |
82.055 |
82.055 |
82.404 |
|
| S3 |
81.670 |
81.880 |
82.369 |
|
| S4 |
81.285 |
81.495 |
82.263 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.542 |
85.123 |
83.088 |
|
| R3 |
84.427 |
84.008 |
82.782 |
|
| R2 |
83.312 |
83.312 |
82.679 |
|
| R1 |
82.893 |
82.893 |
82.577 |
83.103 |
| PP |
82.197 |
82.197 |
82.197 |
82.301 |
| S1 |
81.778 |
81.778 |
82.373 |
81.988 |
| S2 |
81.082 |
81.082 |
82.271 |
|
| S3 |
79.967 |
80.663 |
82.168 |
|
| S4 |
78.852 |
79.548 |
81.862 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.615 |
81.500 |
1.115 |
1.4% |
0.314 |
0.4% |
87% |
True |
False |
409 |
| 10 |
82.615 |
81.500 |
1.115 |
1.4% |
0.256 |
0.3% |
87% |
True |
False |
341 |
| 20 |
82.615 |
81.175 |
1.440 |
1.7% |
0.253 |
0.3% |
90% |
True |
False |
334 |
| 40 |
82.615 |
79.885 |
2.730 |
3.3% |
0.220 |
0.3% |
95% |
True |
False |
228 |
| 60 |
82.615 |
79.885 |
2.730 |
3.3% |
0.213 |
0.3% |
95% |
True |
False |
182 |
| 80 |
82.615 |
79.240 |
3.375 |
4.1% |
0.196 |
0.2% |
96% |
True |
False |
140 |
| 100 |
82.615 |
79.240 |
3.375 |
4.1% |
0.188 |
0.2% |
96% |
True |
False |
116 |
| 120 |
82.615 |
79.240 |
3.375 |
4.1% |
0.180 |
0.2% |
96% |
True |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.251 |
|
2.618 |
83.623 |
|
1.618 |
83.238 |
|
1.000 |
83.000 |
|
0.618 |
82.853 |
|
HIGH |
82.615 |
|
0.618 |
82.468 |
|
0.500 |
82.423 |
|
0.382 |
82.377 |
|
LOW |
82.230 |
|
0.618 |
81.992 |
|
1.000 |
81.845 |
|
1.618 |
81.607 |
|
2.618 |
81.222 |
|
4.250 |
80.594 |
|
|
| Fisher Pivots for day following 22-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
82.458 |
82.425 |
| PP |
82.440 |
82.375 |
| S1 |
82.423 |
82.325 |
|