ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 16-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
86.035 |
85.000 |
-1.035 |
-1.2% |
86.800 |
High |
86.130 |
85.530 |
-0.600 |
-0.7% |
86.845 |
Low |
84.525 |
84.835 |
0.310 |
0.4% |
85.015 |
Close |
85.241 |
85.041 |
-0.200 |
-0.2% |
86.031 |
Range |
1.605 |
0.695 |
-0.910 |
-56.7% |
1.830 |
ATR |
0.668 |
0.670 |
0.002 |
0.3% |
0.000 |
Volume |
116,402 |
59,863 |
-56,539 |
-48.6% |
220,779 |
|
Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.220 |
86.826 |
85.423 |
|
R3 |
86.525 |
86.131 |
85.232 |
|
R2 |
85.830 |
85.830 |
85.168 |
|
R1 |
85.436 |
85.436 |
85.105 |
85.633 |
PP |
85.135 |
85.135 |
85.135 |
85.234 |
S1 |
84.741 |
84.741 |
84.977 |
84.938 |
S2 |
84.440 |
84.440 |
84.914 |
|
S3 |
83.745 |
84.046 |
84.850 |
|
S4 |
83.050 |
83.351 |
84.659 |
|
|
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% |
0.848 |
1.0% |
32% |
False |
False |
51,182 |
10 |
86.870 |
84.525 |
2.345 |
2.8% |
0.860 |
1.0% |
22% |
False |
False |
50,408 |
20 |
86.870 |
84.335 |
2.535 |
3.0% |
0.672 |
0.8% |
28% |
False |
False |
41,385 |
40 |
86.870 |
82.230 |
4.640 |
5.5% |
0.536 |
0.6% |
61% |
False |
False |
29,193 |
60 |
86.870 |
80.920 |
5.950 |
7.0% |
0.438 |
0.5% |
69% |
False |
False |
19,562 |
80 |
86.870 |
79.885 |
6.985 |
8.2% |
0.374 |
0.4% |
74% |
False |
False |
14,703 |
100 |
86.870 |
79.885 |
6.985 |
8.2% |
0.338 |
0.4% |
74% |
False |
False |
11,778 |
120 |
86.870 |
79.240 |
7.630 |
9.0% |
0.307 |
0.4% |
76% |
False |
False |
9,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.484 |
2.618 |
87.350 |
1.618 |
86.655 |
1.000 |
86.225 |
0.618 |
85.960 |
HIGH |
85.530 |
0.618 |
85.265 |
0.500 |
85.183 |
0.382 |
85.100 |
LOW |
84.835 |
0.618 |
84.405 |
1.000 |
84.140 |
1.618 |
83.710 |
2.618 |
83.015 |
4.250 |
81.881 |
|
|
Fisher Pivots for day following 16-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
85.183 |
85.328 |
PP |
85.135 |
85.232 |
S1 |
85.088 |
85.137 |
|