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

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols