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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.067
Widest range in 5 trading days
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

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

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