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 |
|
|
|
| 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 |
|