ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 23-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
84.930 |
84.805 |
-0.125 |
-0.1% |
84.320 |
High |
84.975 |
84.875 |
-0.100 |
-0.1% |
84.935 |
Low |
84.645 |
84.460 |
-0.185 |
-0.2% |
84.005 |
Close |
84.863 |
84.779 |
-0.084 |
-0.1% |
84.865 |
Range |
0.330 |
0.415 |
0.085 |
25.8% |
0.930 |
ATR |
0.407 |
0.407 |
0.001 |
0.1% |
0.000 |
Volume |
18,199 |
24,751 |
6,552 |
36.0% |
188,478 |
|
Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.950 |
85.779 |
85.007 |
|
R3 |
85.535 |
85.364 |
84.893 |
|
R2 |
85.120 |
85.120 |
84.855 |
|
R1 |
84.949 |
84.949 |
84.817 |
84.827 |
PP |
84.705 |
84.705 |
84.705 |
84.644 |
S1 |
84.534 |
84.534 |
84.741 |
84.412 |
S2 |
84.290 |
84.290 |
84.703 |
|
S3 |
83.875 |
84.119 |
84.665 |
|
S4 |
83.460 |
83.704 |
84.551 |
|
|
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 |
84.075 |
0.900 |
1.1% |
0.538 |
0.6% |
78% |
False |
False |
35,786 |
10 |
84.975 |
84.005 |
0.970 |
1.1% |
0.447 |
0.5% |
80% |
False |
False |
35,888 |
20 |
84.975 |
82.450 |
2.525 |
3.0% |
0.428 |
0.5% |
92% |
False |
False |
20,931 |
40 |
84.975 |
81.200 |
3.775 |
4.5% |
0.343 |
0.4% |
95% |
False |
False |
10,645 |
60 |
84.975 |
79.885 |
5.090 |
6.0% |
0.287 |
0.3% |
96% |
False |
False |
7,139 |
80 |
84.975 |
79.885 |
5.090 |
6.0% |
0.267 |
0.3% |
96% |
False |
False |
5,377 |
100 |
84.975 |
79.240 |
5.735 |
6.8% |
0.244 |
0.3% |
97% |
False |
False |
4,305 |
120 |
84.975 |
79.240 |
5.735 |
6.8% |
0.226 |
0.3% |
97% |
False |
False |
3,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.639 |
2.618 |
85.961 |
1.618 |
85.546 |
1.000 |
85.290 |
0.618 |
85.131 |
HIGH |
84.875 |
0.618 |
84.716 |
0.500 |
84.668 |
0.382 |
84.619 |
LOW |
84.460 |
0.618 |
84.204 |
1.000 |
84.045 |
1.618 |
83.789 |
2.618 |
83.374 |
4.250 |
82.696 |
|
|
Fisher Pivots for day following 23-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
84.742 |
84.738 |
PP |
84.705 |
84.696 |
S1 |
84.668 |
84.655 |
|