ICE US Dollar Index Future December 2014


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 84.430 84.320 -0.110 -0.1% 83.980
High 84.570 84.545 -0.025 0.0% 84.650
Low 84.220 84.260 0.040 0.0% 83.935
Close 84.381 84.398 0.017 0.0% 84.381
Range 0.350 0.285 -0.065 -18.6% 0.715
ATR 0.349 0.344 -0.005 -1.3% 0.000
Volume 45,248 17,219 -28,029 -61.9% 165,703
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 85.256 85.112 84.555
R3 84.971 84.827 84.476
R2 84.686 84.686 84.450
R1 84.542 84.542 84.424 84.614
PP 84.401 84.401 84.401 84.437
S1 84.257 84.257 84.372 84.329
S2 84.116 84.116 84.346
S3 83.831 83.972 84.320
S4 83.546 83.687 84.241
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 84.185 0.465 0.6% 0.350 0.4% 46% False False 33,144
10 84.650 82.900 1.750 2.1% 0.422 0.5% 86% False False 20,088
20 84.650 81.500 3.150 3.7% 0.356 0.4% 92% False False 10,355
40 84.650 80.615 4.035 4.8% 0.288 0.3% 94% False False 5,313
60 84.650 79.885 4.765 5.6% 0.253 0.3% 95% False False 3,575
80 84.650 79.885 4.765 5.6% 0.236 0.3% 95% False False 2,700
100 84.650 79.240 5.410 6.4% 0.219 0.3% 95% False False 2,164
120 84.650 79.240 5.410 6.4% 0.204 0.2% 95% False False 1,805
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.072
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.756
2.618 85.291
1.618 85.006
1.000 84.830
0.618 84.721
HIGH 84.545
0.618 84.436
0.500 84.403
0.382 84.369
LOW 84.260
0.618 84.084
1.000 83.975
1.618 83.799
2.618 83.514
4.250 83.049
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 84.403 84.397
PP 84.401 84.396
S1 84.400 84.395

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

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