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 |
|
|
|
| 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 |
|