ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 01-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
85.740 |
86.050 |
0.310 |
0.4% |
84.930 |
High |
86.335 |
86.295 |
-0.040 |
0.0% |
85.825 |
Low |
85.620 |
85.890 |
0.270 |
0.3% |
84.460 |
Close |
86.047 |
86.076 |
0.029 |
0.0% |
85.767 |
Range |
0.715 |
0.405 |
-0.310 |
-43.4% |
1.365 |
ATR |
0.445 |
0.442 |
-0.003 |
-0.6% |
0.000 |
Volume |
35,415 |
38,962 |
3,547 |
10.0% |
137,217 |
|
Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.302 |
87.094 |
86.299 |
|
R3 |
86.897 |
86.689 |
86.187 |
|
R2 |
86.492 |
86.492 |
86.150 |
|
R1 |
86.284 |
86.284 |
86.113 |
86.388 |
PP |
86.087 |
86.087 |
86.087 |
86.139 |
S1 |
85.879 |
85.879 |
86.039 |
85.983 |
S2 |
85.682 |
85.682 |
86.002 |
|
S3 |
85.277 |
85.474 |
85.965 |
|
S4 |
84.872 |
85.069 |
85.853 |
|
|
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 |
85.165 |
1.170 |
1.4% |
0.500 |
0.6% |
78% |
False |
False |
31,927 |
10 |
86.335 |
84.335 |
2.000 |
2.3% |
0.492 |
0.6% |
87% |
False |
False |
30,284 |
20 |
86.335 |
82.975 |
3.360 |
3.9% |
0.495 |
0.6% |
92% |
False |
False |
30,030 |
40 |
86.335 |
81.445 |
4.890 |
5.7% |
0.379 |
0.4% |
95% |
False |
False |
15,364 |
60 |
86.335 |
80.110 |
6.225 |
7.2% |
0.319 |
0.4% |
96% |
False |
False |
10,308 |
80 |
86.335 |
79.885 |
6.450 |
7.5% |
0.289 |
0.3% |
96% |
False |
False |
7,747 |
100 |
86.335 |
79.885 |
6.450 |
7.5% |
0.261 |
0.3% |
96% |
False |
False |
6,208 |
120 |
86.335 |
79.240 |
7.095 |
8.2% |
0.239 |
0.3% |
96% |
False |
False |
5,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.016 |
2.618 |
87.355 |
1.618 |
86.950 |
1.000 |
86.700 |
0.618 |
86.545 |
HIGH |
86.295 |
0.618 |
86.140 |
0.500 |
86.093 |
0.382 |
86.045 |
LOW |
85.890 |
0.618 |
85.640 |
1.000 |
85.485 |
1.618 |
85.235 |
2.618 |
84.830 |
4.250 |
84.169 |
|
|
Fisher Pivots for day following 01-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
86.093 |
86.038 |
PP |
86.087 |
86.000 |
S1 |
86.082 |
85.963 |
|