ICE US Dollar Index Future December 2014
| Trading Metrics calculated at close of trading on 11-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
80.125 |
80.260 |
0.135 |
0.2% |
80.450 |
| High |
80.335 |
80.355 |
0.020 |
0.0% |
80.485 |
| Low |
80.110 |
80.165 |
0.055 |
0.1% |
80.110 |
| Close |
80.260 |
80.312 |
0.052 |
0.1% |
80.312 |
| Range |
0.225 |
0.190 |
-0.035 |
-15.6% |
0.375 |
| ATR |
0.209 |
0.208 |
-0.001 |
-0.7% |
0.000 |
| Volume |
162 |
454 |
292 |
180.2% |
690 |
|
| Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.847 |
80.770 |
80.417 |
|
| R3 |
80.657 |
80.580 |
80.364 |
|
| R2 |
80.467 |
80.467 |
80.347 |
|
| R1 |
80.390 |
80.390 |
80.329 |
80.429 |
| PP |
80.277 |
80.277 |
80.277 |
80.297 |
| S1 |
80.200 |
80.200 |
80.295 |
80.239 |
| S2 |
80.087 |
80.087 |
80.277 |
|
| S3 |
79.897 |
80.010 |
80.260 |
|
| S4 |
79.707 |
79.820 |
80.208 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.427 |
81.245 |
80.518 |
|
| R3 |
81.052 |
80.870 |
80.415 |
|
| R2 |
80.677 |
80.677 |
80.381 |
|
| R1 |
80.495 |
80.495 |
80.346 |
80.399 |
| PP |
80.302 |
80.302 |
80.302 |
80.254 |
| S1 |
80.120 |
80.120 |
80.278 |
80.024 |
| S2 |
79.927 |
79.927 |
80.243 |
|
| S3 |
79.552 |
79.745 |
80.209 |
|
| S4 |
79.177 |
79.370 |
80.106 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.485 |
80.110 |
0.375 |
0.5% |
0.174 |
0.2% |
54% |
False |
False |
138 |
| 10 |
80.605 |
79.885 |
0.720 |
0.9% |
0.203 |
0.3% |
59% |
False |
False |
105 |
| 20 |
80.950 |
79.885 |
1.065 |
1.3% |
0.204 |
0.3% |
40% |
False |
False |
88 |
| 40 |
81.205 |
79.885 |
1.320 |
1.6% |
0.180 |
0.2% |
32% |
False |
False |
74 |
| 60 |
81.205 |
79.240 |
1.965 |
2.4% |
0.168 |
0.2% |
55% |
False |
False |
56 |
| 80 |
81.205 |
79.240 |
1.965 |
2.4% |
0.163 |
0.2% |
55% |
False |
False |
46 |
| 100 |
81.205 |
79.240 |
1.965 |
2.4% |
0.159 |
0.2% |
55% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.163 |
|
2.618 |
80.852 |
|
1.618 |
80.662 |
|
1.000 |
80.545 |
|
0.618 |
80.472 |
|
HIGH |
80.355 |
|
0.618 |
80.282 |
|
0.500 |
80.260 |
|
0.382 |
80.238 |
|
LOW |
80.165 |
|
0.618 |
80.048 |
|
1.000 |
79.975 |
|
1.618 |
79.858 |
|
2.618 |
79.668 |
|
4.250 |
79.358 |
|
|
| Fisher Pivots for day following 11-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.295 |
80.286 |
| PP |
80.277 |
80.259 |
| S1 |
80.260 |
80.233 |
|