ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 02-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
86.050 |
85.965 |
-0.085 |
-0.1% |
84.930 |
High |
86.295 |
86.020 |
-0.275 |
-0.3% |
85.825 |
Low |
85.890 |
85.545 |
-0.345 |
-0.4% |
84.460 |
Close |
86.076 |
85.690 |
-0.386 |
-0.4% |
85.767 |
Range |
0.405 |
0.475 |
0.070 |
17.3% |
1.365 |
ATR |
0.442 |
0.448 |
0.006 |
1.4% |
0.000 |
Volume |
38,962 |
53,062 |
14,100 |
36.2% |
137,217 |
|
Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.177 |
86.908 |
85.951 |
|
R3 |
86.702 |
86.433 |
85.821 |
|
R2 |
86.227 |
86.227 |
85.777 |
|
R1 |
85.958 |
85.958 |
85.734 |
85.855 |
PP |
85.752 |
85.752 |
85.752 |
85.700 |
S1 |
85.483 |
85.483 |
85.646 |
85.380 |
S2 |
85.277 |
85.277 |
85.603 |
|
S3 |
84.802 |
85.008 |
85.559 |
|
S4 |
84.327 |
84.533 |
85.429 |
|
|
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 |
85.235 |
1.100 |
1.3% |
0.505 |
0.6% |
41% |
False |
False |
34,727 |
10 |
86.335 |
84.335 |
2.000 |
2.3% |
0.484 |
0.6% |
68% |
False |
False |
32,362 |
20 |
86.335 |
83.705 |
2.630 |
3.1% |
0.468 |
0.5% |
75% |
False |
False |
32,427 |
40 |
86.335 |
81.445 |
4.890 |
5.7% |
0.384 |
0.4% |
87% |
False |
False |
16,682 |
60 |
86.335 |
80.110 |
6.225 |
7.3% |
0.323 |
0.4% |
90% |
False |
False |
11,192 |
80 |
86.335 |
79.885 |
6.450 |
7.5% |
0.294 |
0.3% |
90% |
False |
False |
8,410 |
100 |
86.335 |
79.885 |
6.450 |
7.5% |
0.265 |
0.3% |
90% |
False |
False |
6,739 |
120 |
86.335 |
79.240 |
7.095 |
8.3% |
0.242 |
0.3% |
91% |
False |
False |
5,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.039 |
2.618 |
87.264 |
1.618 |
86.789 |
1.000 |
86.495 |
0.618 |
86.314 |
HIGH |
86.020 |
0.618 |
85.839 |
0.500 |
85.783 |
0.382 |
85.726 |
LOW |
85.545 |
0.618 |
85.251 |
1.000 |
85.070 |
1.618 |
84.776 |
2.618 |
84.301 |
4.250 |
83.526 |
|
|
Fisher Pivots for day following 02-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
85.783 |
85.940 |
PP |
85.752 |
85.857 |
S1 |
85.721 |
85.773 |
|