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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.073
Widest range in 9 trading days
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

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

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