ICE US Dollar Index Future December 2014


Trading Metrics calculated at close of trading on 22-Sep-2014
Day Change Summary
Previous Current
19-Sep-2014 22-Sep-2014 Change Change % Previous Week
Open 84.370 84.930 0.560 0.7% 84.320
High 84.935 84.975 0.040 0.0% 84.935
Low 84.335 84.645 0.310 0.4% 84.005
Close 84.865 84.863 -0.002 0.0% 84.865
Range 0.600 0.330 -0.270 -45.0% 0.930
ATR 0.412 0.407 -0.006 -1.4% 0.000
Volume 37,092 18,199 -18,893 -50.9% 188,478
Daily Pivots for day following 22-Sep-2014
Classic Woodie Camarilla DeMark
R4 85.818 85.670 85.045
R3 85.488 85.340 84.954
R2 85.158 85.158 84.924
R1 85.010 85.010 84.893 84.919
PP 84.828 84.828 84.828 84.782
S1 84.680 84.680 84.833 84.589
S2 84.498 84.498 84.803
S3 84.168 84.350 84.772
S4 83.838 84.020 84.682
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 84.975 84.005 0.970 1.1% 0.553 0.7% 88% True False 37,891
10 84.975 84.005 0.970 1.1% 0.452 0.5% 88% True False 35,517
20 84.975 82.450 2.525 3.0% 0.416 0.5% 96% True False 19,726
40 84.975 81.175 3.800 4.5% 0.334 0.4% 97% True False 10,030
60 84.975 79.885 5.090 6.0% 0.285 0.3% 98% True False 6,727
80 84.975 79.885 5.090 6.0% 0.264 0.3% 98% True False 5,068
100 84.975 79.240 5.735 6.8% 0.240 0.3% 98% True False 4,057
120 84.975 79.240 5.735 6.8% 0.226 0.3% 98% True False 3,384
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.095
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 86.378
2.618 85.839
1.618 85.509
1.000 85.305
0.618 85.179
HIGH 84.975
0.618 84.849
0.500 84.810
0.382 84.771
LOW 84.645
0.618 84.441
1.000 84.315
1.618 84.111
2.618 83.781
4.250 83.243
Fisher Pivots for day following 22-Sep-2014
Pivot 1 day 3 day
R1 84.845 84.794
PP 84.828 84.724
S1 84.810 84.655

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

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