ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 26-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
85.200 |
85.275 |
0.075 |
0.1% |
84.930 |
High |
85.615 |
85.825 |
0.210 |
0.2% |
85.825 |
Low |
85.165 |
85.235 |
0.070 |
0.1% |
84.460 |
Close |
85.303 |
85.767 |
0.464 |
0.5% |
85.767 |
Range |
0.450 |
0.590 |
0.140 |
31.1% |
1.365 |
ATR |
0.418 |
0.430 |
0.012 |
2.9% |
0.000 |
Volume |
39,060 |
24,321 |
-14,739 |
-37.7% |
137,217 |
|
Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.379 |
87.163 |
86.092 |
|
R3 |
86.789 |
86.573 |
85.929 |
|
R2 |
86.199 |
86.199 |
85.875 |
|
R1 |
85.983 |
85.983 |
85.821 |
86.091 |
PP |
85.609 |
85.609 |
85.609 |
85.663 |
S1 |
85.393 |
85.393 |
85.713 |
85.501 |
S2 |
85.019 |
85.019 |
85.659 |
|
S3 |
84.429 |
84.803 |
85.605 |
|
S4 |
83.839 |
84.213 |
85.443 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.446 |
88.971 |
86.518 |
|
R3 |
88.081 |
87.606 |
86.142 |
|
R2 |
86.716 |
86.716 |
86.017 |
|
R1 |
86.241 |
86.241 |
85.892 |
86.479 |
PP |
85.351 |
85.351 |
85.351 |
85.469 |
S1 |
84.876 |
84.876 |
85.642 |
85.114 |
S2 |
83.986 |
83.986 |
85.517 |
|
S3 |
82.621 |
83.511 |
85.392 |
|
S4 |
81.256 |
82.146 |
85.016 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.825 |
84.460 |
1.365 |
1.6% |
0.460 |
0.5% |
96% |
True |
False |
27,443 |
10 |
85.825 |
84.005 |
1.820 |
2.1% |
0.502 |
0.6% |
97% |
True |
False |
32,569 |
20 |
85.825 |
82.555 |
3.270 |
3.8% |
0.464 |
0.5% |
98% |
True |
False |
25,505 |
40 |
85.825 |
81.355 |
4.470 |
5.2% |
0.362 |
0.4% |
99% |
True |
False |
12,980 |
60 |
85.825 |
80.110 |
5.715 |
6.7% |
0.300 |
0.3% |
99% |
True |
False |
8,705 |
80 |
85.825 |
79.885 |
5.940 |
6.9% |
0.278 |
0.3% |
99% |
True |
False |
6,555 |
100 |
85.825 |
79.240 |
6.585 |
7.7% |
0.256 |
0.3% |
99% |
True |
False |
5,247 |
120 |
85.825 |
79.240 |
6.585 |
7.7% |
0.232 |
0.3% |
99% |
True |
False |
4,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.333 |
2.618 |
87.370 |
1.618 |
86.780 |
1.000 |
86.415 |
0.618 |
86.190 |
HIGH |
85.825 |
0.618 |
85.600 |
0.500 |
85.530 |
0.382 |
85.460 |
LOW |
85.235 |
0.618 |
84.870 |
1.000 |
84.645 |
1.618 |
84.280 |
2.618 |
83.690 |
4.250 |
82.728 |
|
|
Fisher Pivots for day following 26-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
85.688 |
85.600 |
PP |
85.609 |
85.432 |
S1 |
85.530 |
85.265 |
|