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 |
|
|
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 |
|