ICE US Dollar Index Future December 2014
| Trading Metrics calculated at close of trading on 08-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
84.040 |
83.980 |
-0.060 |
-0.1% |
82.905 |
| High |
84.080 |
84.500 |
0.420 |
0.5% |
84.080 |
| Low |
83.705 |
83.935 |
0.230 |
0.3% |
82.900 |
| Close |
83.872 |
84.371 |
0.499 |
0.6% |
83.872 |
| Range |
0.375 |
0.565 |
0.190 |
50.7% |
1.180 |
| ATR |
0.323 |
0.344 |
0.022 |
6.8% |
0.000 |
| Volume |
7,830 |
17,201 |
9,371 |
119.7% |
17,965 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.964 |
85.732 |
84.682 |
|
| R3 |
85.399 |
85.167 |
84.526 |
|
| R2 |
84.834 |
84.834 |
84.475 |
|
| R1 |
84.602 |
84.602 |
84.423 |
84.718 |
| PP |
84.269 |
84.269 |
84.269 |
84.327 |
| S1 |
84.037 |
84.037 |
84.319 |
84.153 |
| S2 |
83.704 |
83.704 |
84.267 |
|
| S3 |
83.139 |
83.472 |
84.216 |
|
| S4 |
82.574 |
82.907 |
84.060 |
|
|
| 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 |
84.500 |
82.900 |
1.600 |
1.9% |
0.493 |
0.6% |
92% |
True |
False |
7,033 |
| 10 |
84.500 |
82.450 |
2.050 |
2.4% |
0.381 |
0.5% |
94% |
True |
False |
3,934 |
| 20 |
84.500 |
81.500 |
3.000 |
3.6% |
0.318 |
0.4% |
96% |
True |
False |
2,137 |
| 40 |
84.500 |
80.250 |
4.250 |
5.0% |
0.264 |
0.3% |
97% |
True |
False |
1,185 |
| 60 |
84.500 |
79.885 |
4.615 |
5.5% |
0.244 |
0.3% |
97% |
True |
False |
819 |
| 80 |
84.500 |
79.885 |
4.615 |
5.5% |
0.222 |
0.3% |
97% |
True |
False |
629 |
| 100 |
84.500 |
79.240 |
5.260 |
6.2% |
0.207 |
0.2% |
98% |
True |
False |
507 |
| 120 |
84.500 |
79.240 |
5.260 |
6.2% |
0.197 |
0.2% |
98% |
True |
False |
425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.901 |
|
2.618 |
85.979 |
|
1.618 |
85.414 |
|
1.000 |
85.065 |
|
0.618 |
84.849 |
|
HIGH |
84.500 |
|
0.618 |
84.284 |
|
0.500 |
84.218 |
|
0.382 |
84.151 |
|
LOW |
83.935 |
|
0.618 |
83.586 |
|
1.000 |
83.370 |
|
1.618 |
83.021 |
|
2.618 |
82.456 |
|
4.250 |
81.534 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
84.320 |
84.160 |
| PP |
84.269 |
83.949 |
| S1 |
84.218 |
83.738 |
|