ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 21-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
85.330 |
85.130 |
-0.200 |
-0.2% |
85.900 |
High |
85.470 |
85.460 |
-0.010 |
0.0% |
86.130 |
Low |
84.990 |
84.795 |
-0.195 |
-0.2% |
84.525 |
Close |
85.038 |
85.404 |
0.366 |
0.4% |
85.213 |
Range |
0.480 |
0.665 |
0.185 |
38.5% |
1.605 |
ATR |
0.645 |
0.647 |
0.001 |
0.2% |
0.000 |
Volume |
17,649 |
32,410 |
14,761 |
83.6% |
254,301 |
|
Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.215 |
86.974 |
85.770 |
|
R3 |
86.550 |
86.309 |
85.587 |
|
R2 |
85.885 |
85.885 |
85.526 |
|
R1 |
85.644 |
85.644 |
85.465 |
85.765 |
PP |
85.220 |
85.220 |
85.220 |
85.280 |
S1 |
84.979 |
84.979 |
85.343 |
85.100 |
S2 |
84.555 |
84.555 |
85.282 |
|
S3 |
83.890 |
84.314 |
85.221 |
|
S4 |
83.225 |
83.649 |
85.038 |
|
|
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% |
0.789 |
0.9% |
55% |
False |
False |
50,579 |
10 |
86.130 |
84.525 |
1.605 |
1.9% |
0.740 |
0.9% |
55% |
False |
False |
43,900 |
20 |
86.870 |
84.525 |
2.345 |
2.7% |
0.687 |
0.8% |
37% |
False |
False |
41,215 |
40 |
86.870 |
82.450 |
4.420 |
5.2% |
0.557 |
0.7% |
67% |
False |
False |
31,073 |
60 |
86.870 |
81.200 |
5.670 |
6.6% |
0.458 |
0.5% |
74% |
False |
False |
20,835 |
80 |
86.870 |
79.885 |
6.985 |
8.2% |
0.387 |
0.5% |
79% |
False |
False |
15,658 |
100 |
86.870 |
79.885 |
6.985 |
8.2% |
0.351 |
0.4% |
79% |
False |
False |
12,545 |
120 |
86.870 |
79.240 |
7.630 |
8.9% |
0.318 |
0.4% |
81% |
False |
False |
10,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.286 |
2.618 |
87.201 |
1.618 |
86.536 |
1.000 |
86.125 |
0.618 |
85.871 |
HIGH |
85.460 |
0.618 |
85.206 |
0.500 |
85.128 |
0.382 |
85.049 |
LOW |
84.795 |
0.618 |
84.384 |
1.000 |
84.130 |
1.618 |
83.719 |
2.618 |
83.054 |
4.250 |
81.969 |
|
|
Fisher Pivots for day following 21-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
85.312 |
85.314 |
PP |
85.220 |
85.223 |
S1 |
85.128 |
85.133 |
|