ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 04-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
83.130 |
82.985 |
-0.145 |
-0.2% |
82.640 |
High |
83.190 |
83.995 |
0.805 |
1.0% |
82.891 |
Low |
82.970 |
82.975 |
0.005 |
0.0% |
82.450 |
Close |
82.996 |
83.944 |
0.948 |
1.1% |
82.891 |
Range |
0.220 |
1.020 |
0.800 |
363.6% |
0.441 |
ATR |
0.265 |
0.319 |
0.054 |
20.4% |
0.000 |
Volume |
2,862 |
5,136 |
2,274 |
79.5% |
4,182 |
|
Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.698 |
86.341 |
84.505 |
|
R3 |
85.678 |
85.321 |
84.225 |
|
R2 |
84.658 |
84.658 |
84.131 |
|
R1 |
84.301 |
84.301 |
84.038 |
84.480 |
PP |
83.638 |
83.638 |
83.638 |
83.727 |
S1 |
83.281 |
83.281 |
83.851 |
83.460 |
S2 |
82.618 |
82.618 |
83.757 |
|
S3 |
81.598 |
82.261 |
83.664 |
|
S4 |
80.578 |
81.241 |
83.383 |
|
|
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 |
83.995 |
82.450 |
1.545 |
1.8% |
0.427 |
0.5% |
97% |
True |
False |
2,460 |
10 |
83.995 |
82.230 |
1.765 |
2.1% |
0.350 |
0.4% |
97% |
True |
False |
1,511 |
20 |
83.995 |
81.445 |
2.550 |
3.0% |
0.299 |
0.4% |
98% |
True |
False |
938 |
40 |
83.995 |
80.110 |
3.885 |
4.6% |
0.251 |
0.3% |
99% |
True |
False |
575 |
60 |
83.995 |
79.885 |
4.110 |
4.9% |
0.236 |
0.3% |
99% |
True |
False |
404 |
80 |
83.995 |
79.885 |
4.110 |
4.9% |
0.214 |
0.3% |
99% |
True |
False |
317 |
100 |
83.995 |
79.240 |
4.755 |
5.7% |
0.197 |
0.2% |
99% |
True |
False |
257 |
120 |
83.995 |
79.240 |
4.755 |
5.7% |
0.194 |
0.2% |
99% |
True |
False |
217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.330 |
2.618 |
86.665 |
1.618 |
85.645 |
1.000 |
85.015 |
0.618 |
84.625 |
HIGH |
83.995 |
0.618 |
83.605 |
0.500 |
83.485 |
0.382 |
83.365 |
LOW |
82.975 |
0.618 |
82.345 |
1.000 |
81.955 |
1.618 |
81.325 |
2.618 |
80.305 |
4.250 |
78.640 |
|
|
Fisher Pivots for day following 04-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
83.791 |
83.779 |
PP |
83.638 |
83.613 |
S1 |
83.485 |
83.448 |
|