ICE US Dollar Index Future December 2014
| Trading Metrics calculated at close of trading on 09-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
85.755 |
85.365 |
-0.390 |
-0.5% |
85.810 |
| High |
86.030 |
85.785 |
-0.245 |
-0.3% |
86.870 |
| Low |
85.290 |
85.015 |
-0.275 |
-0.3% |
85.545 |
| Close |
85.407 |
85.655 |
0.248 |
0.3% |
86.823 |
| Range |
0.740 |
0.770 |
0.030 |
4.1% |
1.325 |
| ATR |
0.560 |
0.575 |
0.015 |
2.7% |
0.000 |
| Volume |
51,008 |
55,450 |
4,442 |
8.7% |
204,899 |
|
| Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.795 |
87.495 |
86.079 |
|
| R3 |
87.025 |
86.725 |
85.867 |
|
| R2 |
86.255 |
86.255 |
85.796 |
|
| R1 |
85.955 |
85.955 |
85.726 |
86.105 |
| PP |
85.485 |
85.485 |
85.485 |
85.560 |
| S1 |
85.185 |
85.185 |
85.584 |
85.335 |
| S2 |
84.715 |
84.715 |
85.514 |
|
| S3 |
83.945 |
84.415 |
85.443 |
|
| S4 |
83.175 |
83.645 |
85.232 |
|
|
| 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 |
85.015 |
1.855 |
2.2% |
0.871 |
1.0% |
35% |
False |
True |
49,635 |
| 10 |
86.870 |
85.015 |
1.855 |
2.2% |
0.688 |
0.8% |
35% |
False |
True |
42,181 |
| 20 |
86.870 |
84.005 |
2.865 |
3.3% |
0.583 |
0.7% |
58% |
False |
False |
38,421 |
| 40 |
86.870 |
81.500 |
5.370 |
6.3% |
0.467 |
0.5% |
77% |
False |
False |
22,840 |
| 60 |
86.870 |
80.615 |
6.255 |
7.3% |
0.380 |
0.4% |
81% |
False |
False |
15,311 |
| 80 |
86.870 |
79.885 |
6.985 |
8.2% |
0.333 |
0.4% |
83% |
False |
False |
11,509 |
| 100 |
86.870 |
79.885 |
6.985 |
8.2% |
0.304 |
0.4% |
83% |
False |
False |
9,220 |
| 120 |
86.870 |
79.240 |
7.630 |
8.9% |
0.277 |
0.3% |
84% |
False |
False |
7,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.058 |
|
2.618 |
87.801 |
|
1.618 |
87.031 |
|
1.000 |
86.555 |
|
0.618 |
86.261 |
|
HIGH |
85.785 |
|
0.618 |
85.491 |
|
0.500 |
85.400 |
|
0.382 |
85.309 |
|
LOW |
85.015 |
|
0.618 |
84.539 |
|
1.000 |
84.245 |
|
1.618 |
83.769 |
|
2.618 |
82.999 |
|
4.250 |
81.743 |
|
|
| Fisher Pivots for day following 09-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
85.570 |
85.643 |
| PP |
85.485 |
85.632 |
| S1 |
85.400 |
85.620 |
|