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 |
|
|
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 |
|