ICE US Dollar Index Future September 2014


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 84.295 84.170 -0.125 -0.1% 83.885
High 84.425 84.370 -0.055 -0.1% 84.525
Low 84.090 84.150 0.060 0.1% 83.820
Close 84.240 84.250 0.010 0.0% 84.240
Range 0.335 0.220 -0.115 -34.3% 0.705
ATR 0.357 0.347 -0.010 -2.7% 0.000
Volume 16,342 744 -15,598 -95.4% 194,459
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 84.917 84.803 84.371
R3 84.697 84.583 84.311
R2 84.477 84.477 84.290
R1 84.363 84.363 84.270 84.420
PP 84.257 84.257 84.257 84.285
S1 84.143 84.143 84.230 84.200
S2 84.037 84.037 84.210
S3 83.817 83.923 84.190
S4 83.597 83.703 84.129
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 86.310 85.980 84.628
R3 85.605 85.275 84.434
R2 84.900 84.900 84.369
R1 84.570 84.570 84.305 84.735
PP 84.195 84.195 84.195 84.278
S1 83.865 83.865 84.175 84.030
S2 83.490 83.490 84.111
S3 82.785 83.160 84.046
S4 82.080 82.455 83.852
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.525 84.050 0.475 0.6% 0.335 0.4% 42% False False 30,380
10 84.525 82.780 1.745 2.1% 0.414 0.5% 84% False False 31,489
20 84.525 81.430 3.095 3.7% 0.357 0.4% 91% False False 25,477
40 84.525 80.490 4.035 4.8% 0.301 0.4% 93% False False 23,240
60 84.525 79.770 4.755 5.6% 0.279 0.3% 94% False False 21,056
80 84.525 79.770 4.755 5.6% 0.281 0.3% 94% False False 17,944
100 84.525 79.055 5.470 6.5% 0.277 0.3% 95% False False 14,412
120 84.525 79.055 5.470 6.5% 0.266 0.3% 95% False False 12,023
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.067
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 85.305
2.618 84.946
1.618 84.726
1.000 84.590
0.618 84.506
HIGH 84.370
0.618 84.286
0.500 84.260
0.382 84.234
LOW 84.150
0.618 84.014
1.000 83.930
1.618 83.794
2.618 83.574
4.250 83.215
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 84.260 84.253
PP 84.257 84.252
S1 84.253 84.251

These figures are updated between 7pm and 10pm EST after a trading day.

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