ICE US Dollar Index Future December 2014


Trading Metrics calculated at close of trading on 07-Oct-2014
Day Change Summary
Previous Current
06-Oct-2014 07-Oct-2014 Change Change % Previous Week
Open 86.800 85.930 -0.870 -1.0% 85.810
High 86.845 86.225 -0.620 -0.7% 86.870
Low 85.735 85.645 -0.090 -0.1% 85.545
Close 86.044 85.778 -0.266 -0.3% 86.823
Range 1.110 0.580 -0.530 -47.7% 1.325
ATR 0.544 0.547 0.003 0.5% 0.000
Volume 43,434 42,700 -734 -1.7% 204,899
Daily Pivots for day following 07-Oct-2014
Classic Woodie Camarilla DeMark
R4 87.623 87.280 86.097
R3 87.043 86.700 85.938
R2 86.463 86.463 85.884
R1 86.120 86.120 85.831 86.002
PP 85.883 85.883 85.883 85.823
S1 85.540 85.540 85.725 85.422
S2 85.303 85.303 85.672
S3 84.723 84.960 85.619
S4 84.143 84.380 85.459
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% 0.745 0.9% 18% False False 46,748
10 86.870 84.705 2.165 2.5% 0.634 0.7% 50% False False 38,530
20 86.870 84.005 2.865 3.3% 0.540 0.6% 62% False False 37,209
40 86.870 81.500 5.370 6.3% 0.440 0.5% 80% False False 20,187
60 86.870 80.280 6.590 7.7% 0.362 0.4% 83% False False 13,540
80 86.870 79.885 6.985 8.1% 0.322 0.4% 84% False False 10,179
100 86.870 79.885 6.985 8.1% 0.289 0.3% 84% False False 8,155
120 86.870 79.240 7.630 8.9% 0.266 0.3% 86% False False 6,800
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.094
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.690
2.618 87.743
1.618 87.163
1.000 86.805
0.618 86.583
HIGH 86.225
0.618 86.003
0.500 85.935
0.382 85.867
LOW 85.645
0.618 85.287
1.000 85.065
1.618 84.707
2.618 84.127
4.250 83.180
Fisher Pivots for day following 07-Oct-2014
Pivot 1 day 3 day
R1 85.935 86.258
PP 85.883 86.098
S1 85.830 85.938

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

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