ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 29-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
85.275 |
85.810 |
0.535 |
0.6% |
84.930 |
High |
85.825 |
85.930 |
0.105 |
0.1% |
85.825 |
Low |
85.235 |
85.590 |
0.355 |
0.4% |
84.460 |
Close |
85.767 |
85.716 |
-0.051 |
-0.1% |
85.767 |
Range |
0.590 |
0.340 |
-0.250 |
-42.4% |
1.365 |
ATR |
0.430 |
0.424 |
-0.006 |
-1.5% |
0.000 |
Volume |
24,321 |
21,877 |
-2,444 |
-10.0% |
137,217 |
|
Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.765 |
86.581 |
85.903 |
|
R3 |
86.425 |
86.241 |
85.810 |
|
R2 |
86.085 |
86.085 |
85.778 |
|
R1 |
85.901 |
85.901 |
85.747 |
85.823 |
PP |
85.745 |
85.745 |
85.745 |
85.707 |
S1 |
85.561 |
85.561 |
85.685 |
85.483 |
S2 |
85.405 |
85.405 |
85.654 |
|
S3 |
85.065 |
85.221 |
85.623 |
|
S4 |
84.725 |
84.881 |
85.529 |
|
|
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 |
85.930 |
84.460 |
1.470 |
1.7% |
0.462 |
0.5% |
85% |
True |
False |
28,179 |
10 |
85.930 |
84.005 |
1.925 |
2.2% |
0.508 |
0.6% |
89% |
True |
False |
33,035 |
20 |
85.930 |
82.900 |
3.030 |
3.5% |
0.465 |
0.5% |
93% |
True |
False |
26,562 |
40 |
85.930 |
81.445 |
4.485 |
5.2% |
0.362 |
0.4% |
95% |
True |
False |
13,519 |
60 |
85.930 |
80.110 |
5.820 |
6.8% |
0.304 |
0.4% |
96% |
True |
False |
9,069 |
80 |
85.930 |
79.885 |
6.045 |
7.1% |
0.280 |
0.3% |
96% |
True |
False |
6,828 |
100 |
85.930 |
79.745 |
6.185 |
7.2% |
0.256 |
0.3% |
97% |
True |
False |
5,465 |
120 |
85.930 |
79.240 |
6.690 |
7.8% |
0.232 |
0.3% |
97% |
True |
False |
4,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.375 |
2.618 |
86.820 |
1.618 |
86.480 |
1.000 |
86.270 |
0.618 |
86.140 |
HIGH |
85.930 |
0.618 |
85.800 |
0.500 |
85.760 |
0.382 |
85.720 |
LOW |
85.590 |
0.618 |
85.380 |
1.000 |
85.250 |
1.618 |
85.040 |
2.618 |
84.700 |
4.250 |
84.145 |
|
|
Fisher Pivots for day following 29-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
85.760 |
85.660 |
PP |
85.745 |
85.604 |
S1 |
85.731 |
85.548 |
|