ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 18-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
84.235 |
84.865 |
0.630 |
0.7% |
83.980 |
High |
84.860 |
84.900 |
0.040 |
0.0% |
84.650 |
Low |
84.075 |
84.340 |
0.265 |
0.3% |
83.935 |
Close |
84.486 |
84.430 |
-0.056 |
-0.1% |
84.381 |
Range |
0.785 |
0.560 |
-0.225 |
-28.7% |
0.715 |
ATR |
0.386 |
0.398 |
0.012 |
3.2% |
0.000 |
Volume |
66,612 |
32,280 |
-34,332 |
-51.5% |
165,703 |
|
Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.237 |
85.893 |
84.738 |
|
R3 |
85.677 |
85.333 |
84.584 |
|
R2 |
85.117 |
85.117 |
84.533 |
|
R1 |
84.773 |
84.773 |
84.481 |
84.665 |
PP |
84.557 |
84.557 |
84.557 |
84.503 |
S1 |
84.213 |
84.213 |
84.379 |
84.105 |
S2 |
83.997 |
83.997 |
84.327 |
|
S3 |
83.437 |
83.653 |
84.276 |
|
S4 |
82.877 |
83.093 |
84.122 |
|
|
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 |
84.900 |
84.005 |
0.895 |
1.1% |
0.494 |
0.6% |
47% |
True |
False |
39,326 |
10 |
84.900 |
83.705 |
1.195 |
1.4% |
0.453 |
0.5% |
61% |
True |
False |
32,491 |
20 |
84.900 |
82.230 |
2.670 |
3.2% |
0.401 |
0.5% |
82% |
True |
False |
17,001 |
40 |
84.900 |
80.920 |
3.980 |
4.7% |
0.321 |
0.4% |
88% |
True |
False |
8,650 |
60 |
84.900 |
79.885 |
5.015 |
5.9% |
0.275 |
0.3% |
91% |
True |
False |
5,809 |
80 |
84.900 |
79.885 |
5.015 |
5.9% |
0.255 |
0.3% |
91% |
True |
False |
4,377 |
100 |
84.900 |
79.240 |
5.660 |
6.7% |
0.234 |
0.3% |
92% |
True |
False |
3,505 |
120 |
84.900 |
79.240 |
5.660 |
6.7% |
0.218 |
0.3% |
92% |
True |
False |
2,923 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.280 |
2.618 |
86.366 |
1.618 |
85.806 |
1.000 |
85.460 |
0.618 |
85.246 |
HIGH |
84.900 |
0.618 |
84.686 |
0.500 |
84.620 |
0.382 |
84.554 |
LOW |
84.340 |
0.618 |
83.994 |
1.000 |
83.780 |
1.618 |
83.434 |
2.618 |
82.874 |
4.250 |
81.960 |
|
|
Fisher Pivots for day following 18-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
84.620 |
84.453 |
PP |
84.557 |
84.445 |
S1 |
84.493 |
84.438 |
|