ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 03-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
82.905 |
83.130 |
0.225 |
0.3% |
82.640 |
High |
83.185 |
83.190 |
0.005 |
0.0% |
82.891 |
Low |
82.900 |
82.970 |
0.070 |
0.1% |
82.450 |
Close |
83.123 |
82.996 |
-0.127 |
-0.2% |
82.891 |
Range |
0.285 |
0.220 |
-0.065 |
-22.8% |
0.441 |
ATR |
0.268 |
0.265 |
-0.003 |
-1.3% |
0.000 |
Volume |
2,137 |
2,862 |
725 |
33.9% |
4,182 |
|
Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.712 |
83.574 |
83.117 |
|
R3 |
83.492 |
83.354 |
83.057 |
|
R2 |
83.272 |
83.272 |
83.036 |
|
R1 |
83.134 |
83.134 |
83.016 |
83.093 |
PP |
83.052 |
83.052 |
83.052 |
83.032 |
S1 |
82.914 |
82.914 |
82.976 |
82.873 |
S2 |
82.832 |
82.832 |
82.956 |
|
S3 |
82.612 |
82.694 |
82.936 |
|
S4 |
82.392 |
82.474 |
82.875 |
|
|
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 |
83.190 |
82.450 |
0.740 |
0.9% |
0.287 |
0.3% |
74% |
True |
False |
1,553 |
10 |
83.190 |
82.035 |
1.155 |
1.4% |
0.287 |
0.3% |
83% |
True |
False |
1,065 |
20 |
83.190 |
81.445 |
1.745 |
2.1% |
0.264 |
0.3% |
89% |
True |
False |
698 |
40 |
83.190 |
80.110 |
3.080 |
3.7% |
0.231 |
0.3% |
94% |
True |
False |
447 |
60 |
83.190 |
79.885 |
3.305 |
4.0% |
0.220 |
0.3% |
94% |
True |
False |
319 |
80 |
83.190 |
79.885 |
3.305 |
4.0% |
0.203 |
0.2% |
94% |
True |
False |
253 |
100 |
83.190 |
79.240 |
3.950 |
4.8% |
0.188 |
0.2% |
95% |
True |
False |
206 |
120 |
83.190 |
79.240 |
3.950 |
4.8% |
0.186 |
0.2% |
95% |
True |
False |
174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.125 |
2.618 |
83.766 |
1.618 |
83.546 |
1.000 |
83.410 |
0.618 |
83.326 |
HIGH |
83.190 |
0.618 |
83.106 |
0.500 |
83.080 |
0.382 |
83.054 |
LOW |
82.970 |
0.618 |
82.834 |
1.000 |
82.750 |
1.618 |
82.614 |
2.618 |
82.394 |
4.250 |
82.035 |
|
|
Fisher Pivots for day following 03-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
83.080 |
82.955 |
PP |
83.052 |
82.914 |
S1 |
83.024 |
82.873 |
|