ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 19-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
84.865 |
84.370 |
-0.495 |
-0.6% |
84.320 |
High |
84.900 |
84.935 |
0.035 |
0.0% |
84.935 |
Low |
84.340 |
84.335 |
-0.005 |
0.0% |
84.005 |
Close |
84.430 |
84.865 |
0.435 |
0.5% |
84.865 |
Range |
0.560 |
0.600 |
0.040 |
7.1% |
0.930 |
ATR |
0.398 |
0.412 |
0.014 |
3.6% |
0.000 |
Volume |
32,280 |
37,092 |
4,812 |
14.9% |
188,478 |
|
Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.512 |
86.288 |
85.195 |
|
R3 |
85.912 |
85.688 |
85.030 |
|
R2 |
85.312 |
85.312 |
84.975 |
|
R1 |
85.088 |
85.088 |
84.920 |
85.200 |
PP |
84.712 |
84.712 |
84.712 |
84.768 |
S1 |
84.488 |
84.488 |
84.810 |
84.600 |
S2 |
84.112 |
84.112 |
84.755 |
|
S3 |
83.512 |
83.888 |
84.700 |
|
S4 |
82.912 |
83.288 |
84.535 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.392 |
87.058 |
85.377 |
|
R3 |
86.462 |
86.128 |
85.121 |
|
R2 |
85.532 |
85.532 |
85.036 |
|
R1 |
85.198 |
85.198 |
84.950 |
85.365 |
PP |
84.602 |
84.602 |
84.602 |
84.685 |
S1 |
84.268 |
84.268 |
84.780 |
84.435 |
S2 |
83.672 |
83.672 |
84.695 |
|
S3 |
82.742 |
83.338 |
84.609 |
|
S4 |
81.812 |
82.408 |
84.354 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.935 |
84.005 |
0.930 |
1.1% |
0.544 |
0.6% |
92% |
True |
False |
37,695 |
10 |
84.935 |
83.935 |
1.000 |
1.2% |
0.475 |
0.6% |
93% |
True |
False |
35,418 |
20 |
84.935 |
82.230 |
2.705 |
3.2% |
0.419 |
0.5% |
97% |
True |
False |
18,834 |
40 |
84.935 |
80.995 |
3.940 |
4.6% |
0.333 |
0.4% |
98% |
True |
False |
9,576 |
60 |
84.935 |
79.885 |
5.050 |
6.0% |
0.282 |
0.3% |
99% |
True |
False |
6,426 |
80 |
84.935 |
79.885 |
5.050 |
6.0% |
0.262 |
0.3% |
99% |
True |
False |
4,840 |
100 |
84.935 |
79.240 |
5.695 |
6.7% |
0.237 |
0.3% |
99% |
True |
False |
3,876 |
120 |
84.935 |
79.240 |
5.695 |
6.7% |
0.223 |
0.3% |
99% |
True |
False |
3,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.485 |
2.618 |
86.506 |
1.618 |
85.906 |
1.000 |
85.535 |
0.618 |
85.306 |
HIGH |
84.935 |
0.618 |
84.706 |
0.500 |
84.635 |
0.382 |
84.564 |
LOW |
84.335 |
0.618 |
83.964 |
1.000 |
83.735 |
1.618 |
83.364 |
2.618 |
82.764 |
4.250 |
81.785 |
|
|
Fisher Pivots for day following 19-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
84.788 |
84.745 |
PP |
84.712 |
84.625 |
S1 |
84.635 |
84.505 |
|