ICE US Dollar Index Future December 2014
| Trading Metrics calculated at close of trading on 07-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
86.800 |
85.930 |
-0.870 |
-1.0% |
85.810 |
| High |
86.845 |
86.225 |
-0.620 |
-0.7% |
86.870 |
| Low |
85.735 |
85.645 |
-0.090 |
-0.1% |
85.545 |
| Close |
86.044 |
85.778 |
-0.266 |
-0.3% |
86.823 |
| Range |
1.110 |
0.580 |
-0.530 |
-47.7% |
1.325 |
| ATR |
0.544 |
0.547 |
0.003 |
0.5% |
0.000 |
| Volume |
43,434 |
42,700 |
-734 |
-1.7% |
204,899 |
|
| Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.623 |
87.280 |
86.097 |
|
| R3 |
87.043 |
86.700 |
85.938 |
|
| R2 |
86.463 |
86.463 |
85.884 |
|
| R1 |
86.120 |
86.120 |
85.831 |
86.002 |
| PP |
85.883 |
85.883 |
85.883 |
85.823 |
| S1 |
85.540 |
85.540 |
85.725 |
85.422 |
| S2 |
85.303 |
85.303 |
85.672 |
|
| S3 |
84.723 |
84.960 |
85.619 |
|
| S4 |
84.143 |
84.380 |
85.459 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.388 |
89.930 |
87.552 |
|
| R3 |
89.063 |
88.605 |
87.187 |
|
| R2 |
87.738 |
87.738 |
87.066 |
|
| R1 |
87.280 |
87.280 |
86.944 |
87.509 |
| PP |
86.413 |
86.413 |
86.413 |
86.527 |
| S1 |
85.955 |
85.955 |
86.702 |
86.184 |
| S2 |
85.088 |
85.088 |
86.580 |
|
| S3 |
83.763 |
84.630 |
86.459 |
|
| S4 |
82.438 |
83.305 |
86.094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.870 |
85.545 |
1.325 |
1.5% |
0.745 |
0.9% |
18% |
False |
False |
46,748 |
| 10 |
86.870 |
84.705 |
2.165 |
2.5% |
0.634 |
0.7% |
50% |
False |
False |
38,530 |
| 20 |
86.870 |
84.005 |
2.865 |
3.3% |
0.540 |
0.6% |
62% |
False |
False |
37,209 |
| 40 |
86.870 |
81.500 |
5.370 |
6.3% |
0.440 |
0.5% |
80% |
False |
False |
20,187 |
| 60 |
86.870 |
80.280 |
6.590 |
7.7% |
0.362 |
0.4% |
83% |
False |
False |
13,540 |
| 80 |
86.870 |
79.885 |
6.985 |
8.1% |
0.322 |
0.4% |
84% |
False |
False |
10,179 |
| 100 |
86.870 |
79.885 |
6.985 |
8.1% |
0.289 |
0.3% |
84% |
False |
False |
8,155 |
| 120 |
86.870 |
79.240 |
7.630 |
8.9% |
0.266 |
0.3% |
86% |
False |
False |
6,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.690 |
|
2.618 |
87.743 |
|
1.618 |
87.163 |
|
1.000 |
86.805 |
|
0.618 |
86.583 |
|
HIGH |
86.225 |
|
0.618 |
86.003 |
|
0.500 |
85.935 |
|
0.382 |
85.867 |
|
LOW |
85.645 |
|
0.618 |
85.287 |
|
1.000 |
85.065 |
|
1.618 |
84.707 |
|
2.618 |
84.127 |
|
4.250 |
83.180 |
|
|
| Fisher Pivots for day following 07-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
85.935 |
86.258 |
| PP |
85.883 |
86.098 |
| S1 |
85.830 |
85.938 |
|