ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 24-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
84.805 |
84.775 |
-0.030 |
0.0% |
84.320 |
High |
84.875 |
85.220 |
0.345 |
0.4% |
84.935 |
Low |
84.460 |
84.705 |
0.245 |
0.3% |
84.005 |
Close |
84.779 |
85.155 |
0.376 |
0.4% |
84.865 |
Range |
0.415 |
0.515 |
0.100 |
24.1% |
0.930 |
ATR |
0.407 |
0.415 |
0.008 |
1.9% |
0.000 |
Volume |
24,751 |
30,886 |
6,135 |
24.8% |
188,478 |
|
Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.572 |
86.378 |
85.438 |
|
R3 |
86.057 |
85.863 |
85.297 |
|
R2 |
85.542 |
85.542 |
85.249 |
|
R1 |
85.348 |
85.348 |
85.202 |
85.445 |
PP |
85.027 |
85.027 |
85.027 |
85.075 |
S1 |
84.833 |
84.833 |
85.108 |
84.930 |
S2 |
84.512 |
84.512 |
85.061 |
|
S3 |
83.997 |
84.318 |
85.013 |
|
S4 |
83.482 |
83.803 |
84.872 |
|
|
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 |
85.220 |
84.335 |
0.885 |
1.0% |
0.484 |
0.6% |
93% |
True |
False |
28,641 |
10 |
85.220 |
84.005 |
1.215 |
1.4% |
0.460 |
0.5% |
95% |
True |
False |
35,629 |
20 |
85.220 |
82.450 |
2.770 |
3.3% |
0.442 |
0.5% |
98% |
True |
False |
22,437 |
40 |
85.220 |
81.355 |
3.865 |
4.5% |
0.350 |
0.4% |
98% |
True |
False |
11,416 |
60 |
85.220 |
79.950 |
5.270 |
6.2% |
0.294 |
0.3% |
99% |
True |
False |
7,653 |
80 |
85.220 |
79.885 |
5.335 |
6.3% |
0.272 |
0.3% |
99% |
True |
False |
5,763 |
100 |
85.220 |
79.240 |
5.980 |
7.0% |
0.249 |
0.3% |
99% |
True |
False |
4,614 |
120 |
85.220 |
79.240 |
5.980 |
7.0% |
0.230 |
0.3% |
99% |
True |
False |
3,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.409 |
2.618 |
86.568 |
1.618 |
86.053 |
1.000 |
85.735 |
0.618 |
85.538 |
HIGH |
85.220 |
0.618 |
85.023 |
0.500 |
84.963 |
0.382 |
84.902 |
LOW |
84.705 |
0.618 |
84.387 |
1.000 |
84.190 |
1.618 |
83.872 |
2.618 |
83.357 |
4.250 |
82.516 |
|
|
Fisher Pivots for day following 24-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
85.091 |
85.050 |
PP |
85.027 |
84.945 |
S1 |
84.963 |
84.840 |
|