ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 05-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
82.985 |
84.040 |
1.055 |
1.3% |
82.905 |
High |
83.995 |
84.080 |
0.085 |
0.1% |
84.080 |
Low |
82.975 |
83.705 |
0.730 |
0.9% |
82.900 |
Close |
83.944 |
83.872 |
-0.072 |
-0.1% |
83.872 |
Range |
1.020 |
0.375 |
-0.645 |
-63.2% |
1.180 |
ATR |
0.319 |
0.323 |
0.004 |
1.3% |
0.000 |
Volume |
5,136 |
7,830 |
2,694 |
52.5% |
17,965 |
|
Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.011 |
84.816 |
84.078 |
|
R3 |
84.636 |
84.441 |
83.975 |
|
R2 |
84.261 |
84.261 |
83.941 |
|
R1 |
84.066 |
84.066 |
83.906 |
83.976 |
PP |
83.886 |
83.886 |
83.886 |
83.841 |
S1 |
83.691 |
83.691 |
83.838 |
83.601 |
S2 |
83.511 |
83.511 |
83.803 |
|
S3 |
83.136 |
83.316 |
83.769 |
|
S4 |
82.761 |
82.941 |
83.666 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.157 |
86.695 |
84.521 |
|
R3 |
85.977 |
85.515 |
84.197 |
|
R2 |
84.797 |
84.797 |
84.088 |
|
R1 |
84.335 |
84.335 |
83.980 |
84.566 |
PP |
83.617 |
83.617 |
83.617 |
83.733 |
S1 |
83.155 |
83.155 |
83.764 |
83.386 |
S2 |
82.437 |
82.437 |
83.656 |
|
S3 |
81.257 |
81.975 |
83.548 |
|
S4 |
80.077 |
80.795 |
83.223 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.080 |
82.555 |
1.525 |
1.8% |
0.447 |
0.5% |
86% |
True |
False |
3,742 |
10 |
84.080 |
82.230 |
1.850 |
2.2% |
0.363 |
0.4% |
89% |
True |
False |
2,250 |
20 |
84.080 |
81.445 |
2.635 |
3.1% |
0.305 |
0.4% |
92% |
True |
False |
1,289 |
40 |
84.080 |
80.165 |
3.915 |
4.7% |
0.255 |
0.3% |
95% |
True |
False |
766 |
60 |
84.080 |
79.885 |
4.195 |
5.0% |
0.238 |
0.3% |
95% |
True |
False |
533 |
80 |
84.080 |
79.885 |
4.195 |
5.0% |
0.218 |
0.3% |
95% |
True |
False |
414 |
100 |
84.080 |
79.240 |
4.840 |
5.8% |
0.201 |
0.2% |
96% |
True |
False |
335 |
120 |
84.080 |
79.240 |
4.840 |
5.8% |
0.197 |
0.2% |
96% |
True |
False |
282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.674 |
2.618 |
85.062 |
1.618 |
84.687 |
1.000 |
84.455 |
0.618 |
84.312 |
HIGH |
84.080 |
0.618 |
83.937 |
0.500 |
83.893 |
0.382 |
83.848 |
LOW |
83.705 |
0.618 |
83.473 |
1.000 |
83.330 |
1.618 |
83.098 |
2.618 |
82.723 |
4.250 |
82.111 |
|
|
Fisher Pivots for day following 05-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
83.893 |
83.756 |
PP |
83.886 |
83.641 |
S1 |
83.879 |
83.525 |
|