ICE US Dollar Index Future December 2014
| Trading Metrics calculated at close of trading on 29-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
82.600 |
82.610 |
0.010 |
0.0% |
82.640 |
| High |
82.725 |
82.891 |
0.166 |
0.2% |
82.891 |
| Low |
82.450 |
82.555 |
0.105 |
0.1% |
82.450 |
| Close |
82.629 |
82.891 |
0.262 |
0.3% |
82.891 |
| Range |
0.275 |
0.336 |
0.061 |
22.2% |
0.441 |
| ATR |
0.261 |
0.266 |
0.005 |
2.1% |
0.000 |
| Volume |
1,422 |
747 |
-675 |
-47.5% |
4,182 |
|
| Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.787 |
83.675 |
83.076 |
|
| R3 |
83.451 |
83.339 |
82.983 |
|
| R2 |
83.115 |
83.115 |
82.953 |
|
| R1 |
83.003 |
83.003 |
82.922 |
83.059 |
| PP |
82.779 |
82.779 |
82.779 |
82.807 |
| S1 |
82.667 |
82.667 |
82.860 |
82.723 |
| S2 |
82.443 |
82.443 |
82.829 |
|
| S3 |
82.107 |
82.331 |
82.799 |
|
| S4 |
81.771 |
81.995 |
82.706 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.067 |
83.920 |
83.134 |
|
| R3 |
83.626 |
83.479 |
83.012 |
|
| R2 |
83.185 |
83.185 |
82.972 |
|
| R1 |
83.038 |
83.038 |
82.931 |
83.112 |
| PP |
82.744 |
82.744 |
82.744 |
82.781 |
| S1 |
82.597 |
82.597 |
82.851 |
82.671 |
| S2 |
82.303 |
82.303 |
82.810 |
|
| S3 |
81.862 |
82.156 |
82.770 |
|
| S4 |
81.421 |
81.715 |
82.648 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.891 |
82.450 |
0.441 |
0.5% |
0.268 |
0.3% |
100% |
True |
False |
836 |
| 10 |
82.891 |
81.500 |
1.391 |
1.7% |
0.291 |
0.4% |
100% |
True |
False |
622 |
| 20 |
82.891 |
81.445 |
1.446 |
1.7% |
0.259 |
0.3% |
100% |
True |
False |
476 |
| 40 |
82.891 |
80.110 |
2.781 |
3.4% |
0.224 |
0.3% |
100% |
True |
False |
323 |
| 60 |
82.891 |
79.885 |
3.006 |
3.6% |
0.219 |
0.3% |
100% |
True |
False |
251 |
| 80 |
82.891 |
79.745 |
3.146 |
3.8% |
0.203 |
0.2% |
100% |
True |
False |
191 |
| 100 |
82.891 |
79.240 |
3.651 |
4.4% |
0.185 |
0.2% |
100% |
True |
False |
156 |
| 120 |
82.891 |
79.240 |
3.651 |
4.4% |
0.184 |
0.2% |
100% |
True |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.319 |
|
2.618 |
83.771 |
|
1.618 |
83.435 |
|
1.000 |
83.227 |
|
0.618 |
83.099 |
|
HIGH |
82.891 |
|
0.618 |
82.763 |
|
0.500 |
82.723 |
|
0.382 |
82.683 |
|
LOW |
82.555 |
|
0.618 |
82.347 |
|
1.000 |
82.219 |
|
1.618 |
82.011 |
|
2.618 |
81.675 |
|
4.250 |
81.127 |
|
|
| Fisher Pivots for day following 29-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
82.835 |
82.818 |
| PP |
82.779 |
82.744 |
| S1 |
82.723 |
82.671 |
|