ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 14-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
85.900 |
85.420 |
-0.480 |
-0.6% |
86.800 |
High |
85.935 |
86.005 |
0.070 |
0.1% |
86.845 |
Low |
85.205 |
85.385 |
0.180 |
0.2% |
85.015 |
Close |
85.727 |
85.941 |
0.214 |
0.2% |
86.031 |
Range |
0.730 |
0.620 |
-0.110 |
-15.1% |
1.830 |
ATR |
0.594 |
0.596 |
0.002 |
0.3% |
0.000 |
Volume |
21,542 |
29,920 |
8,378 |
38.9% |
220,779 |
|
Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.637 |
87.409 |
86.282 |
|
R3 |
87.017 |
86.789 |
86.112 |
|
R2 |
86.397 |
86.397 |
86.055 |
|
R1 |
86.169 |
86.169 |
85.998 |
86.283 |
PP |
85.777 |
85.777 |
85.777 |
85.834 |
S1 |
85.549 |
85.549 |
85.884 |
85.663 |
S2 |
85.157 |
85.157 |
85.827 |
|
S3 |
84.537 |
84.929 |
85.771 |
|
S4 |
83.917 |
84.309 |
85.600 |
|
|
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 |
86.105 |
85.015 |
1.090 |
1.3% |
0.690 |
0.8% |
85% |
False |
False |
37,221 |
10 |
86.870 |
85.015 |
1.855 |
2.2% |
0.718 |
0.8% |
50% |
False |
False |
41,984 |
20 |
86.870 |
84.075 |
2.795 |
3.3% |
0.624 |
0.7% |
67% |
False |
False |
37,517 |
40 |
86.870 |
81.755 |
5.115 |
6.0% |
0.496 |
0.6% |
82% |
False |
False |
24,807 |
60 |
86.870 |
80.710 |
6.160 |
7.2% |
0.406 |
0.5% |
85% |
False |
False |
16,630 |
80 |
86.870 |
79.885 |
6.985 |
8.1% |
0.350 |
0.4% |
87% |
False |
False |
12,501 |
100 |
86.870 |
79.885 |
6.985 |
8.1% |
0.317 |
0.4% |
87% |
False |
False |
10,016 |
120 |
86.870 |
79.240 |
7.630 |
8.9% |
0.290 |
0.3% |
88% |
False |
False |
8,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.640 |
2.618 |
87.628 |
1.618 |
87.008 |
1.000 |
86.625 |
0.618 |
86.388 |
HIGH |
86.005 |
0.618 |
85.768 |
0.500 |
85.695 |
0.382 |
85.622 |
LOW |
85.385 |
0.618 |
85.002 |
1.000 |
84.765 |
1.618 |
84.382 |
2.618 |
83.762 |
4.250 |
82.750 |
|
|
Fisher Pivots for day following 14-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
85.859 |
85.846 |
PP |
85.777 |
85.750 |
S1 |
85.695 |
85.655 |
|