ICE US Dollar Index Future December 2014

Trading Metrics calculated at close of trading on 17-Oct-2014

Day Change Summary
	Previous	Current
	16-Oct-2014	17-Oct-2014	Change	Change %	Previous Week
Open	85.000	85.025	0.025	0.0%	85.900
High	85.530	85.355	-0.175	-0.2%	86.130
Low	84.835	84.855	0.020	0.0%	84.525
Close	85.041	85.213	0.172	0.2%	85.213
Range	0.695	0.500	-0.195	-28.1%	1.605
ATR	0.670	0.658	-0.012	-1.8%	0.000
Volume	59,863	26,574	-33,289	-55.6%	254,301

Daily Pivots for day following 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	86.641	86.427	85.488
R3	86.141	85.927	85.351
R2	85.641	85.641	85.305
R1	85.427	85.427	85.259	85.534
PP	85.141	85.141	85.141	85.195
S1	84.927	84.927	85.167	85.034
S2	84.641	84.641	85.121
S3	84.141	84.427	85.076
S4	83.641	83.927	84.938

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	90.104	89.264	86.096
R3	88.499	87.659	85.654
R2	86.894	86.894	85.507
R1	86.054	86.054	85.360	85.672
PP	85.289	85.289	85.289	85.098
S1	84.449	84.449	85.066	84.067
S2	83.684	83.684	84.919
S3	82.079	82.844	84.772
S4	80.474	81.239	84.330

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%	0.830	1.0%	43%	False	False	50,860
10	86.845	84.525	2.320	2.7%	0.794	0.9%	30%	False	False	47,508
20	86.870	84.460	2.410	2.8%	0.667	0.8%	31%	False	False	40,859
40	86.870	82.230	4.640	5.4%	0.543	0.6%	64%	False	False	29,847
60	86.870	80.995	5.875	6.9%	0.444	0.5%	72%	False	False	20,004
80	86.870	79.885	6.985	8.2%	0.378	0.4%	76%	False	False	15,034
100	86.870	79.885	6.985	8.2%	0.343	0.4%	76%	False	False	12,044
120	86.870	79.240	7.630	9.0%	0.308	0.4%	78%	False	False	10,040

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.160
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	87.480
2.618	86.664
1.618	86.164
1.000	85.855
0.618	85.664
HIGH	85.355
0.618	85.164
0.500	85.105
0.382	85.046
LOW	84.855
0.618	84.546
1.000	84.355
1.618	84.046
2.618	83.546
4.250	82.730

Fisher Pivots for day following 17-Oct-2014
Pivot	1 day	3 day
R1	85.177	85.328
PP	85.141	85.289
S1	85.105	85.251

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols