ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 27-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
82.745 |
82.790 |
0.045 |
0.1% |
81.500 |
High |
82.830 |
82.855 |
0.025 |
0.0% |
82.615 |
Low |
82.595 |
82.535 |
-0.060 |
-0.1% |
81.500 |
Close |
82.782 |
82.557 |
-0.225 |
-0.3% |
82.475 |
Range |
0.235 |
0.320 |
0.085 |
36.2% |
1.115 |
ATR |
0.255 |
0.260 |
0.005 |
1.8% |
0.000 |
Volume |
774 |
598 |
-176 |
-22.7% |
2,046 |
|
Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.609 |
83.403 |
82.733 |
|
R3 |
83.289 |
83.083 |
82.645 |
|
R2 |
82.969 |
82.969 |
82.616 |
|
R1 |
82.763 |
82.763 |
82.586 |
82.706 |
PP |
82.649 |
82.649 |
82.649 |
82.621 |
S1 |
82.443 |
82.443 |
82.528 |
82.386 |
S2 |
82.329 |
82.329 |
82.498 |
|
S3 |
82.009 |
82.123 |
82.469 |
|
S4 |
81.689 |
81.803 |
82.381 |
|
|
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 |
82.855 |
82.230 |
0.625 |
0.8% |
0.272 |
0.3% |
52% |
True |
False |
561 |
10 |
82.855 |
81.500 |
1.355 |
1.6% |
0.282 |
0.3% |
78% |
True |
False |
459 |
20 |
82.855 |
81.355 |
1.500 |
1.8% |
0.257 |
0.3% |
80% |
True |
False |
412 |
40 |
82.855 |
80.105 |
2.750 |
3.3% |
0.223 |
0.3% |
89% |
True |
False |
272 |
60 |
82.855 |
79.885 |
2.970 |
3.6% |
0.221 |
0.3% |
90% |
True |
False |
215 |
80 |
82.855 |
79.240 |
3.615 |
4.4% |
0.201 |
0.2% |
92% |
True |
False |
165 |
100 |
82.855 |
79.240 |
3.615 |
4.4% |
0.189 |
0.2% |
92% |
True |
False |
135 |
120 |
82.855 |
79.240 |
3.615 |
4.4% |
0.181 |
0.2% |
92% |
True |
False |
116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.215 |
2.618 |
83.693 |
1.618 |
83.373 |
1.000 |
83.175 |
0.618 |
83.053 |
HIGH |
82.855 |
0.618 |
82.733 |
0.500 |
82.695 |
0.382 |
82.657 |
LOW |
82.535 |
0.618 |
82.337 |
1.000 |
82.215 |
1.618 |
82.017 |
2.618 |
81.697 |
4.250 |
81.175 |
|
|
Fisher Pivots for day following 27-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
82.695 |
82.695 |
PP |
82.649 |
82.649 |
S1 |
82.603 |
82.603 |
|