ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 30-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
85.810 |
85.740 |
-0.070 |
-0.1% |
84.930 |
High |
85.930 |
86.335 |
0.405 |
0.5% |
85.825 |
Low |
85.590 |
85.620 |
0.030 |
0.0% |
84.460 |
Close |
85.716 |
86.047 |
0.331 |
0.4% |
85.767 |
Range |
0.340 |
0.715 |
0.375 |
110.3% |
1.365 |
ATR |
0.424 |
0.445 |
0.021 |
4.9% |
0.000 |
Volume |
21,877 |
35,415 |
13,538 |
61.9% |
137,217 |
|
Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.146 |
87.811 |
86.440 |
|
R3 |
87.431 |
87.096 |
86.244 |
|
R2 |
86.716 |
86.716 |
86.178 |
|
R1 |
86.381 |
86.381 |
86.113 |
86.549 |
PP |
86.001 |
86.001 |
86.001 |
86.084 |
S1 |
85.666 |
85.666 |
85.981 |
85.834 |
S2 |
85.286 |
85.286 |
85.916 |
|
S3 |
84.571 |
84.951 |
85.850 |
|
S4 |
83.856 |
84.236 |
85.654 |
|
|
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 |
86.335 |
84.705 |
1.630 |
1.9% |
0.522 |
0.6% |
82% |
True |
False |
30,311 |
10 |
86.335 |
84.075 |
2.260 |
2.6% |
0.530 |
0.6% |
87% |
True |
False |
33,049 |
20 |
86.335 |
82.970 |
3.365 |
3.9% |
0.486 |
0.6% |
91% |
True |
False |
28,225 |
40 |
86.335 |
81.445 |
4.890 |
5.7% |
0.377 |
0.4% |
94% |
True |
False |
14,393 |
60 |
86.335 |
80.110 |
6.225 |
7.2% |
0.314 |
0.4% |
95% |
True |
False |
9,659 |
80 |
86.335 |
79.885 |
6.450 |
7.5% |
0.285 |
0.3% |
96% |
True |
False |
7,271 |
100 |
86.335 |
79.885 |
6.450 |
7.5% |
0.259 |
0.3% |
96% |
True |
False |
5,819 |
120 |
86.335 |
79.240 |
7.095 |
8.2% |
0.236 |
0.3% |
96% |
True |
False |
4,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.374 |
2.618 |
88.207 |
1.618 |
87.492 |
1.000 |
87.050 |
0.618 |
86.777 |
HIGH |
86.335 |
0.618 |
86.062 |
0.500 |
85.978 |
0.382 |
85.893 |
LOW |
85.620 |
0.618 |
85.178 |
1.000 |
84.905 |
1.618 |
84.463 |
2.618 |
83.748 |
4.250 |
82.581 |
|
|
Fisher Pivots for day following 30-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
86.024 |
85.960 |
PP |
86.001 |
85.872 |
S1 |
85.978 |
85.785 |
|