ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 15-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
85.420 |
86.035 |
0.615 |
0.7% |
86.800 |
High |
86.005 |
86.130 |
0.125 |
0.1% |
86.845 |
Low |
85.385 |
84.525 |
-0.860 |
-1.0% |
85.015 |
Close |
85.941 |
85.241 |
-0.700 |
-0.8% |
86.031 |
Range |
0.620 |
1.605 |
0.985 |
158.9% |
1.830 |
ATR |
0.596 |
0.668 |
0.072 |
12.1% |
0.000 |
Volume |
29,920 |
116,402 |
86,482 |
289.0% |
220,779 |
|
Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.114 |
89.282 |
86.124 |
|
R3 |
88.509 |
87.677 |
85.682 |
|
R2 |
86.904 |
86.904 |
85.535 |
|
R1 |
86.072 |
86.072 |
85.388 |
85.686 |
PP |
85.299 |
85.299 |
85.299 |
85.105 |
S1 |
84.467 |
84.467 |
85.094 |
84.081 |
S2 |
83.694 |
83.694 |
84.947 |
|
S3 |
82.089 |
82.862 |
84.800 |
|
S4 |
80.484 |
81.257 |
84.358 |
|
|
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 |
86.130 |
84.525 |
1.605 |
1.9% |
0.863 |
1.0% |
45% |
True |
True |
50,300 |
10 |
86.870 |
84.525 |
2.345 |
2.8% |
0.838 |
1.0% |
31% |
False |
True |
49,728 |
20 |
86.870 |
84.335 |
2.535 |
3.0% |
0.665 |
0.8% |
36% |
False |
False |
40,006 |
40 |
86.870 |
82.035 |
4.835 |
5.7% |
0.529 |
0.6% |
66% |
False |
False |
27,713 |
60 |
86.870 |
80.905 |
5.965 |
7.0% |
0.428 |
0.5% |
73% |
False |
False |
18,569 |
80 |
86.870 |
79.885 |
6.985 |
8.2% |
0.369 |
0.4% |
77% |
False |
False |
13,956 |
100 |
86.870 |
79.885 |
6.985 |
8.2% |
0.333 |
0.4% |
77% |
False |
False |
11,180 |
120 |
86.870 |
79.240 |
7.630 |
9.0% |
0.302 |
0.4% |
79% |
False |
False |
9,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.951 |
2.618 |
90.332 |
1.618 |
88.727 |
1.000 |
87.735 |
0.618 |
87.122 |
HIGH |
86.130 |
0.618 |
85.517 |
0.500 |
85.328 |
0.382 |
85.138 |
LOW |
84.525 |
0.618 |
83.533 |
1.000 |
82.920 |
1.618 |
81.928 |
2.618 |
80.323 |
4.250 |
77.704 |
|
|
Fisher Pivots for day following 15-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
85.328 |
85.328 |
PP |
85.299 |
85.299 |
S1 |
85.270 |
85.270 |
|