ICE US Dollar Index Future December 2014


Trading Metrics calculated at close of trading on 06-Oct-2014
Day Change Summary
Previous Current
03-Oct-2014 06-Oct-2014 Change Change % Previous Week
Open 85.725 86.800 1.075 1.3% 85.810
High 86.870 86.845 -0.025 0.0% 86.870
Low 85.715 85.735 0.020 0.0% 85.545
Close 86.823 86.044 -0.779 -0.9% 86.823
Range 1.155 1.110 -0.045 -3.9% 1.325
ATR 0.501 0.544 0.044 8.7% 0.000
Volume 55,583 43,434 -12,149 -21.9% 204,899
Daily Pivots for day following 06-Oct-2014
Classic Woodie Camarilla DeMark
R4 89.538 88.901 86.655
R3 88.428 87.791 86.349
R2 87.318 87.318 86.248
R1 86.681 86.681 86.146 86.445
PP 86.208 86.208 86.208 86.090
S1 85.571 85.571 85.942 85.335
S2 85.098 85.098 85.841
S3 83.988 84.461 85.739
S4 82.878 83.351 85.434
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% 0.772 0.9% 38% False False 45,291
10 86.870 84.460 2.410 2.8% 0.617 0.7% 66% False False 36,735
20 86.870 84.005 2.865 3.3% 0.534 0.6% 71% False False 36,126
40 86.870 81.500 5.370 6.2% 0.426 0.5% 85% False False 19,132
60 86.870 80.250 6.620 7.7% 0.354 0.4% 88% False False 12,832
80 86.870 79.885 6.985 8.1% 0.317 0.4% 88% False False 9,646
100 86.870 79.885 6.985 8.1% 0.284 0.3% 88% False False 7,729
120 86.870 79.240 7.630 8.9% 0.261 0.3% 89% False False 6,444
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.073
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.563
2.618 89.751
1.618 88.641
1.000 87.955
0.618 87.531
HIGH 86.845
0.618 86.421
0.500 86.290
0.382 86.159
LOW 85.735
0.618 85.049
1.000 84.625
1.618 83.939
2.618 82.829
4.250 81.018
Fisher Pivots for day following 06-Oct-2014
Pivot 1 day 3 day
R1 86.290 86.208
PP 86.208 86.153
S1 86.126 86.099

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

View Archives - Comment on this page... - Back to Index of Symbols