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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.144
Narrowest range in 2 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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