ICE US Dollar Index Future December 2014


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 84.410 84.430 0.020 0.0% 83.980
High 84.500 84.570 0.070 0.1% 84.650
Low 84.230 84.220 -0.010 0.0% 83.935
Close 84.459 84.381 -0.078 -0.1% 84.381
Range 0.270 0.350 0.080 29.6% 0.715
ATR 0.349 0.349 0.000 0.0% 0.000
Volume 48,731 45,248 -3,483 -7.1% 165,703
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 85.440 85.261 84.574
R3 85.090 84.911 84.477
R2 84.740 84.740 84.445
R1 84.561 84.561 84.413 84.476
PP 84.390 84.390 84.390 84.348
S1 84.211 84.211 84.349 84.126
S2 84.040 84.040 84.317
S3 83.690 83.861 84.285
S4 83.340 83.511 84.189
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 86.467 86.139 84.774
R3 85.752 85.424 84.578
R2 85.037 85.037 84.512
R1 84.709 84.709 84.447 84.873
PP 84.322 84.322 84.322 84.404
S1 83.994 83.994 84.315 84.158
S2 83.607 83.607 84.250
S3 82.892 83.279 84.184
S4 82.177 82.564 83.988
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.650 83.935 0.715 0.8% 0.406 0.5% 62% False False 33,140
10 84.650 82.555 2.095 2.5% 0.427 0.5% 87% False False 18,441
20 84.650 81.500 3.150 3.7% 0.355 0.4% 91% False False 9,505
40 84.650 80.615 4.035 4.8% 0.285 0.3% 93% False False 4,883
60 84.650 79.885 4.765 5.6% 0.252 0.3% 94% False False 3,291
80 84.650 79.885 4.765 5.6% 0.235 0.3% 94% False False 2,485
100 84.650 79.240 5.410 6.4% 0.218 0.3% 95% False False 1,992
120 84.650 79.240 5.410 6.4% 0.202 0.2% 95% False False 1,663
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.071
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.058
2.618 85.486
1.618 85.136
1.000 84.920
0.618 84.786
HIGH 84.570
0.618 84.436
0.500 84.395
0.382 84.354
LOW 84.220
0.618 84.004
1.000 83.870
1.618 83.654
2.618 83.304
4.250 82.733
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 84.395 84.390
PP 84.390 84.387
S1 84.386 84.384

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

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