ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 10-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
84.465 |
84.280 |
-0.185 |
-0.2% |
82.905 |
High |
84.650 |
84.580 |
-0.070 |
-0.1% |
84.080 |
Low |
84.185 |
84.200 |
0.015 |
0.0% |
82.900 |
Close |
84.420 |
84.443 |
0.023 |
0.0% |
83.872 |
Range |
0.465 |
0.380 |
-0.085 |
-18.3% |
1.180 |
ATR |
0.353 |
0.355 |
0.002 |
0.5% |
0.000 |
Volume |
21,050 |
33,473 |
12,423 |
59.0% |
17,965 |
|
Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.548 |
85.375 |
84.652 |
|
R3 |
85.168 |
84.995 |
84.548 |
|
R2 |
84.788 |
84.788 |
84.513 |
|
R1 |
84.615 |
84.615 |
84.478 |
84.702 |
PP |
84.408 |
84.408 |
84.408 |
84.451 |
S1 |
84.235 |
84.235 |
84.408 |
84.322 |
S2 |
84.028 |
84.028 |
84.373 |
|
S3 |
83.648 |
83.855 |
84.339 |
|
S4 |
83.268 |
83.475 |
84.234 |
|
|
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 |
84.650 |
82.975 |
1.675 |
2.0% |
0.561 |
0.7% |
88% |
False |
False |
16,938 |
10 |
84.650 |
82.450 |
2.200 |
2.6% |
0.424 |
0.5% |
91% |
False |
False |
9,245 |
20 |
84.650 |
81.500 |
3.150 |
3.7% |
0.350 |
0.4% |
93% |
False |
False |
4,837 |
40 |
84.650 |
80.540 |
4.110 |
4.9% |
0.276 |
0.3% |
95% |
False |
False |
2,541 |
60 |
84.650 |
79.885 |
4.765 |
5.6% |
0.252 |
0.3% |
96% |
False |
False |
1,727 |
80 |
84.650 |
79.885 |
4.765 |
5.6% |
0.230 |
0.3% |
96% |
False |
False |
1,310 |
100 |
84.650 |
79.240 |
5.410 |
6.4% |
0.214 |
0.3% |
96% |
False |
False |
1,052 |
120 |
84.650 |
79.240 |
5.410 |
6.4% |
0.203 |
0.2% |
96% |
False |
False |
880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.195 |
2.618 |
85.575 |
1.618 |
85.195 |
1.000 |
84.960 |
0.618 |
84.815 |
HIGH |
84.580 |
0.618 |
84.435 |
0.500 |
84.390 |
0.382 |
84.345 |
LOW |
84.200 |
0.618 |
83.965 |
1.000 |
83.820 |
1.618 |
83.585 |
2.618 |
83.205 |
4.250 |
82.585 |
|
|
Fisher Pivots for day following 10-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
84.425 |
84.393 |
PP |
84.408 |
84.343 |
S1 |
84.390 |
84.293 |
|