ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 08-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
85.930 |
85.755 |
-0.175 |
-0.2% |
85.810 |
High |
86.225 |
86.030 |
-0.195 |
-0.2% |
86.870 |
Low |
85.645 |
85.290 |
-0.355 |
-0.4% |
85.545 |
Close |
85.778 |
85.407 |
-0.371 |
-0.4% |
86.823 |
Range |
0.580 |
0.740 |
0.160 |
27.6% |
1.325 |
ATR |
0.547 |
0.560 |
0.014 |
2.5% |
0.000 |
Volume |
42,700 |
51,008 |
8,308 |
19.5% |
204,899 |
|
Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.796 |
87.341 |
85.814 |
|
R3 |
87.056 |
86.601 |
85.611 |
|
R2 |
86.316 |
86.316 |
85.543 |
|
R1 |
85.861 |
85.861 |
85.475 |
85.719 |
PP |
85.576 |
85.576 |
85.576 |
85.504 |
S1 |
85.121 |
85.121 |
85.339 |
84.979 |
S2 |
84.836 |
84.836 |
85.271 |
|
S3 |
84.096 |
84.381 |
85.204 |
|
S4 |
83.356 |
83.641 |
85.000 |
|
|
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 |
85.290 |
1.580 |
1.8% |
0.812 |
1.0% |
7% |
False |
True |
49,157 |
10 |
86.870 |
85.165 |
1.705 |
2.0% |
0.656 |
0.8% |
14% |
False |
False |
40,542 |
20 |
86.870 |
84.005 |
2.865 |
3.4% |
0.558 |
0.7% |
49% |
False |
False |
38,085 |
40 |
86.870 |
81.500 |
5.370 |
6.3% |
0.454 |
0.5% |
73% |
False |
False |
21,461 |
60 |
86.870 |
80.540 |
6.330 |
7.4% |
0.370 |
0.4% |
77% |
False |
False |
14,389 |
80 |
86.870 |
79.885 |
6.985 |
8.2% |
0.328 |
0.4% |
79% |
False |
False |
10,816 |
100 |
86.870 |
79.885 |
6.985 |
8.2% |
0.296 |
0.3% |
79% |
False |
False |
8,665 |
120 |
86.870 |
79.240 |
7.630 |
8.9% |
0.272 |
0.3% |
81% |
False |
False |
7,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.175 |
2.618 |
87.967 |
1.618 |
87.227 |
1.000 |
86.770 |
0.618 |
86.487 |
HIGH |
86.030 |
0.618 |
85.747 |
0.500 |
85.660 |
0.382 |
85.573 |
LOW |
85.290 |
0.618 |
84.833 |
1.000 |
84.550 |
1.618 |
84.093 |
2.618 |
83.353 |
4.250 |
82.145 |
|
|
Fisher Pivots for day following 08-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
85.660 |
86.068 |
PP |
85.576 |
85.847 |
S1 |
85.491 |
85.627 |
|