ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 20-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
85.025 |
85.330 |
0.305 |
0.4% |
85.900 |
High |
85.355 |
85.470 |
0.115 |
0.1% |
86.130 |
Low |
84.855 |
84.990 |
0.135 |
0.2% |
84.525 |
Close |
85.213 |
85.038 |
-0.175 |
-0.2% |
85.213 |
Range |
0.500 |
0.480 |
-0.020 |
-4.0% |
1.605 |
ATR |
0.658 |
0.645 |
-0.013 |
-1.9% |
0.000 |
Volume |
26,574 |
17,649 |
-8,925 |
-33.6% |
254,301 |
|
Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.606 |
86.302 |
85.302 |
|
R3 |
86.126 |
85.822 |
85.170 |
|
R2 |
85.646 |
85.646 |
85.126 |
|
R1 |
85.342 |
85.342 |
85.082 |
85.254 |
PP |
85.166 |
85.166 |
85.166 |
85.122 |
S1 |
84.862 |
84.862 |
84.994 |
84.774 |
S2 |
84.686 |
84.686 |
84.950 |
|
S3 |
84.206 |
84.382 |
84.906 |
|
S4 |
83.726 |
83.902 |
84.774 |
|
|
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% |
0.780 |
0.9% |
32% |
False |
False |
50,081 |
10 |
86.225 |
84.525 |
1.700 |
2.0% |
0.731 |
0.9% |
30% |
False |
False |
44,929 |
20 |
86.870 |
84.460 |
2.410 |
2.8% |
0.674 |
0.8% |
24% |
False |
False |
40,832 |
40 |
86.870 |
82.450 |
4.420 |
5.2% |
0.545 |
0.6% |
59% |
False |
False |
30,279 |
60 |
86.870 |
81.175 |
5.695 |
6.7% |
0.448 |
0.5% |
68% |
False |
False |
20,297 |
80 |
86.870 |
79.885 |
6.985 |
8.2% |
0.382 |
0.4% |
74% |
False |
False |
15,253 |
100 |
86.870 |
79.885 |
6.985 |
8.2% |
0.346 |
0.4% |
74% |
False |
False |
12,221 |
120 |
86.870 |
79.240 |
7.630 |
9.0% |
0.312 |
0.4% |
76% |
False |
False |
10,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.510 |
2.618 |
86.727 |
1.618 |
86.247 |
1.000 |
85.950 |
0.618 |
85.767 |
HIGH |
85.470 |
0.618 |
85.287 |
0.500 |
85.230 |
0.382 |
85.173 |
LOW |
84.990 |
0.618 |
84.693 |
1.000 |
84.510 |
1.618 |
84.213 |
2.618 |
83.733 |
4.250 |
82.950 |
|
|
Fisher Pivots for day following 20-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
85.230 |
85.183 |
PP |
85.166 |
85.134 |
S1 |
85.102 |
85.086 |
|