ICE US Dollar Index Future December 2014


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 84.280 84.410 0.130 0.2% 82.905
High 84.580 84.500 -0.080 -0.1% 84.080
Low 84.200 84.230 0.030 0.0% 82.900
Close 84.443 84.459 0.016 0.0% 83.872
Range 0.380 0.270 -0.110 -28.9% 1.180
ATR 0.355 0.349 -0.006 -1.7% 0.000
Volume 33,473 48,731 15,258 45.6% 17,965
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 85.206 85.103 84.608
R3 84.936 84.833 84.533
R2 84.666 84.666 84.509
R1 84.563 84.563 84.484 84.615
PP 84.396 84.396 84.396 84.422
S1 84.293 84.293 84.434 84.345
S2 84.126 84.126 84.410
S3 83.856 84.023 84.385
S4 83.586 83.753 84.311
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 83.705 0.945 1.1% 0.411 0.5% 80% False False 25,657
10 84.650 82.450 2.200 2.6% 0.419 0.5% 91% False False 14,058
20 84.650 81.500 3.150 3.7% 0.351 0.4% 94% False False 7,259
40 84.650 80.615 4.035 4.8% 0.278 0.3% 95% False False 3,756
60 84.650 79.885 4.765 5.6% 0.250 0.3% 96% False False 2,538
80 84.650 79.885 4.765 5.6% 0.234 0.3% 96% False False 1,919
100 84.650 79.240 5.410 6.4% 0.216 0.3% 96% False False 1,540
120 84.650 79.240 5.410 6.4% 0.201 0.2% 96% False False 1,286
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.070
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 85.648
2.618 85.207
1.618 84.937
1.000 84.770
0.618 84.667
HIGH 84.500
0.618 84.397
0.500 84.365
0.382 84.333
LOW 84.230
0.618 84.063
1.000 83.960
1.618 83.793
2.618 83.523
4.250 83.083
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 84.428 84.445
PP 84.396 84.431
S1 84.365 84.418

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

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