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
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.073
Narrowest range in 5 trading days
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

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

View Archives - Comment on this page... - Back to Index of Symbols