ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 13-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
85.655 |
85.900 |
0.245 |
0.3% |
86.800 |
High |
86.105 |
85.935 |
-0.170 |
-0.2% |
86.845 |
Low |
85.515 |
85.205 |
-0.310 |
-0.4% |
85.015 |
Close |
86.031 |
85.727 |
-0.304 |
-0.4% |
86.031 |
Range |
0.590 |
0.730 |
0.140 |
23.7% |
1.830 |
ATR |
0.576 |
0.594 |
0.018 |
3.1% |
0.000 |
Volume |
28,187 |
21,542 |
-6,645 |
-23.6% |
220,779 |
|
Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.812 |
87.500 |
86.129 |
|
R3 |
87.082 |
86.770 |
85.928 |
|
R2 |
86.352 |
86.352 |
85.861 |
|
R1 |
86.040 |
86.040 |
85.794 |
85.831 |
PP |
85.622 |
85.622 |
85.622 |
85.518 |
S1 |
85.310 |
85.310 |
85.660 |
85.101 |
S2 |
84.892 |
84.892 |
85.593 |
|
S3 |
84.162 |
84.580 |
85.526 |
|
S4 |
83.432 |
83.850 |
85.326 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.454 |
90.572 |
87.038 |
|
R3 |
89.624 |
88.742 |
86.534 |
|
R2 |
87.794 |
87.794 |
86.367 |
|
R1 |
86.912 |
86.912 |
86.199 |
86.438 |
PP |
85.964 |
85.964 |
85.964 |
85.727 |
S1 |
85.082 |
85.082 |
85.863 |
84.608 |
S2 |
84.134 |
84.134 |
85.696 |
|
S3 |
82.304 |
83.252 |
85.528 |
|
S4 |
80.474 |
81.422 |
85.025 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
86.225 |
85.015 |
1.210 |
1.4% |
0.682 |
0.8% |
59% |
False |
False |
39,777 |
10 |
86.870 |
85.015 |
1.855 |
2.2% |
0.727 |
0.8% |
38% |
False |
False |
42,534 |
20 |
86.870 |
84.005 |
2.865 |
3.3% |
0.617 |
0.7% |
60% |
False |
False |
37,784 |
40 |
86.870 |
81.500 |
5.370 |
6.3% |
0.487 |
0.6% |
79% |
False |
False |
24,070 |
60 |
86.870 |
80.615 |
6.255 |
7.3% |
0.398 |
0.5% |
82% |
False |
False |
16,137 |
80 |
86.870 |
79.885 |
6.985 |
8.1% |
0.344 |
0.4% |
84% |
False |
False |
12,127 |
100 |
86.870 |
79.885 |
6.985 |
8.1% |
0.312 |
0.4% |
84% |
False |
False |
9,717 |
120 |
86.870 |
79.240 |
7.630 |
8.9% |
0.285 |
0.3% |
85% |
False |
False |
8,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.038 |
2.618 |
87.846 |
1.618 |
87.116 |
1.000 |
86.665 |
0.618 |
86.386 |
HIGH |
85.935 |
0.618 |
85.656 |
0.500 |
85.570 |
0.382 |
85.484 |
LOW |
85.205 |
0.618 |
84.754 |
1.000 |
84.475 |
1.618 |
84.024 |
2.618 |
83.294 |
4.250 |
82.103 |
|
|
Fisher Pivots for day following 13-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
85.675 |
85.671 |
PP |
85.622 |
85.616 |
S1 |
85.570 |
85.560 |
|