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 |
|
|
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 |
|