ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 17-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
84.375 |
84.235 |
-0.140 |
-0.2% |
83.980 |
High |
84.495 |
84.860 |
0.365 |
0.4% |
84.650 |
Low |
84.005 |
84.075 |
0.070 |
0.1% |
83.935 |
Close |
84.231 |
84.486 |
0.255 |
0.3% |
84.381 |
Range |
0.490 |
0.785 |
0.295 |
60.2% |
0.715 |
ATR |
0.355 |
0.386 |
0.031 |
8.7% |
0.000 |
Volume |
35,275 |
66,612 |
31,337 |
88.8% |
165,703 |
|
Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.829 |
86.442 |
84.918 |
|
R3 |
86.044 |
85.657 |
84.702 |
|
R2 |
85.259 |
85.259 |
84.630 |
|
R1 |
84.872 |
84.872 |
84.558 |
85.066 |
PP |
84.474 |
84.474 |
84.474 |
84.570 |
S1 |
84.087 |
84.087 |
84.414 |
84.281 |
S2 |
83.689 |
83.689 |
84.342 |
|
S3 |
82.904 |
83.302 |
84.270 |
|
S4 |
82.119 |
82.517 |
84.054 |
|
|
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 |
84.860 |
84.005 |
0.855 |
1.0% |
0.436 |
0.5% |
56% |
True |
False |
42,617 |
10 |
84.860 |
82.975 |
1.885 |
2.2% |
0.499 |
0.6% |
80% |
True |
False |
29,777 |
20 |
84.860 |
82.035 |
2.825 |
3.3% |
0.393 |
0.5% |
87% |
True |
False |
15,421 |
40 |
84.860 |
80.905 |
3.955 |
4.7% |
0.309 |
0.4% |
91% |
True |
False |
7,851 |
60 |
84.860 |
79.885 |
4.975 |
5.9% |
0.270 |
0.3% |
92% |
True |
False |
5,272 |
80 |
84.860 |
79.885 |
4.975 |
5.9% |
0.249 |
0.3% |
92% |
True |
False |
3,973 |
100 |
84.860 |
79.240 |
5.620 |
6.7% |
0.230 |
0.3% |
93% |
True |
False |
3,183 |
120 |
84.860 |
79.240 |
5.620 |
6.7% |
0.214 |
0.3% |
93% |
True |
False |
2,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.196 |
2.618 |
86.915 |
1.618 |
86.130 |
1.000 |
85.645 |
0.618 |
85.345 |
HIGH |
84.860 |
0.618 |
84.560 |
0.500 |
84.468 |
0.382 |
84.375 |
LOW |
84.075 |
0.618 |
83.590 |
1.000 |
83.290 |
1.618 |
82.805 |
2.618 |
82.020 |
4.250 |
80.739 |
|
|
Fisher Pivots for day following 17-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
84.480 |
84.468 |
PP |
84.474 |
84.450 |
S1 |
84.468 |
84.433 |
|