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 |
|
|
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 |
|