ICE US Dollar Index Future December 2014


Trading Metrics calculated at close of trading on 25-Sep-2014
Day Change Summary
Previous Current
24-Sep-2014 25-Sep-2014 Change Change % Previous Week
Open 84.775 85.200 0.425 0.5% 84.320
High 85.220 85.615 0.395 0.5% 84.935
Low 84.705 85.165 0.460 0.5% 84.005
Close 85.155 85.303 0.148 0.2% 84.865
Range 0.515 0.450 -0.065 -12.6% 0.930
ATR 0.415 0.418 0.003 0.8% 0.000
Volume 30,886 39,060 8,174 26.5% 188,478
Daily Pivots for day following 25-Sep-2014
Classic Woodie Camarilla DeMark
R4 86.711 86.457 85.551
R3 86.261 86.007 85.427
R2 85.811 85.811 85.386
R1 85.557 85.557 85.344 85.684
PP 85.361 85.361 85.361 85.425
S1 85.107 85.107 85.262 85.234
S2 84.911 84.911 85.221
S3 84.461 84.657 85.179
S4 84.011 84.207 85.056
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 85.615 84.335 1.280 1.5% 0.462 0.5% 76% True False 29,997
10 85.615 84.005 1.610 1.9% 0.478 0.6% 81% True False 34,662
20 85.615 82.450 3.165 3.7% 0.449 0.5% 90% True False 24,360
40 85.615 81.355 4.260 5.0% 0.353 0.4% 93% True False 12,386
60 85.615 80.105 5.510 6.5% 0.298 0.3% 94% True False 8,301
80 85.615 79.885 5.730 6.7% 0.278 0.3% 95% True False 6,251
100 85.615 79.240 6.375 7.5% 0.250 0.3% 95% True False 5,004
120 85.615 79.240 6.375 7.5% 0.232 0.3% 95% True False 4,173
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.077
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.528
2.618 86.793
1.618 86.343
1.000 86.065
0.618 85.893
HIGH 85.615
0.618 85.443
0.500 85.390
0.382 85.337
LOW 85.165
0.618 84.887
1.000 84.715
1.618 84.437
2.618 83.987
4.250 83.253
Fisher Pivots for day following 25-Sep-2014
Pivot 1 day 3 day
R1 85.390 85.215
PP 85.361 85.126
S1 85.332 85.038

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

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