ICE US Dollar Index Future December 2014


Trading Metrics calculated at close of trading on 03-Oct-2014
Day Change Summary
Previous Current
02-Oct-2014 03-Oct-2014 Change Change % Previous Week
Open 85.965 85.725 -0.240 -0.3% 85.810
High 86.020 86.870 0.850 1.0% 86.870
Low 85.545 85.715 0.170 0.2% 85.545
Close 85.690 86.823 1.133 1.3% 86.823
Range 0.475 1.155 0.680 143.2% 1.325
ATR 0.448 0.501 0.052 11.7% 0.000
Volume 53,062 55,583 2,521 4.8% 204,899
Daily Pivots for day following 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 89.934 89.534 87.458
R3 88.779 88.379 87.141
R2 87.624 87.624 87.035
R1 87.224 87.224 86.929 87.424
PP 86.469 86.469 86.469 86.570
S1 86.069 86.069 86.717 86.269
S2 85.314 85.314 86.611
S3 84.159 84.914 86.505
S4 83.004 83.759 86.188
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 90.388 89.930 87.552
R3 89.063 88.605 87.187
R2 87.738 87.738 87.066
R1 87.280 87.280 86.944 87.509
PP 86.413 86.413 86.413 86.527
S1 85.955 85.955 86.702 86.184
S2 85.088 85.088 86.580
S3 83.763 84.630 86.459
S4 82.438 83.305 86.094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.870 85.545 1.325 1.5% 0.618 0.7% 96% True False 40,979
10 86.870 84.460 2.410 2.8% 0.539 0.6% 98% True False 34,211
20 86.870 83.935 2.935 3.4% 0.507 0.6% 98% True False 34,814
40 86.870 81.445 5.425 6.2% 0.406 0.5% 99% True False 18,052
60 86.870 80.165 6.705 7.7% 0.339 0.4% 99% True False 12,116
80 86.870 79.885 6.985 8.0% 0.305 0.4% 99% True False 9,104
100 86.870 79.885 6.985 8.0% 0.276 0.3% 99% True False 7,294
120 86.870 79.240 7.630 8.8% 0.252 0.3% 99% True False 6,082
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 172 trading days
Fibonacci Retracements and Extensions
4.250 91.779
2.618 89.894
1.618 88.739
1.000 88.025
0.618 87.584
HIGH 86.870
0.618 86.429
0.500 86.293
0.382 86.156
LOW 85.715
0.618 85.001
1.000 84.560
1.618 83.846
2.618 82.691
4.250 80.806
Fisher Pivots for day following 03-Oct-2014
Pivot 1 day 3 day
R1 86.646 86.618
PP 86.469 86.413
S1 86.293 86.208

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

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