ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 22-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
85.130 |
85.470 |
0.340 |
0.4% |
85.900 |
High |
85.460 |
85.895 |
0.435 |
0.5% |
86.130 |
Low |
84.795 |
85.325 |
0.530 |
0.6% |
84.525 |
Close |
85.404 |
85.854 |
0.450 |
0.5% |
85.213 |
Range |
0.665 |
0.570 |
-0.095 |
-14.3% |
1.605 |
ATR |
0.647 |
0.641 |
-0.005 |
-0.8% |
0.000 |
Volume |
32,410 |
34,247 |
1,837 |
5.7% |
254,301 |
|
Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.401 |
87.198 |
86.168 |
|
R3 |
86.831 |
86.628 |
86.011 |
|
R2 |
86.261 |
86.261 |
85.959 |
|
R1 |
86.058 |
86.058 |
85.906 |
86.160 |
PP |
85.691 |
85.691 |
85.691 |
85.742 |
S1 |
85.488 |
85.488 |
85.802 |
85.590 |
S2 |
85.121 |
85.121 |
85.750 |
|
S3 |
84.551 |
84.918 |
85.697 |
|
S4 |
83.981 |
84.348 |
85.541 |
|
|
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 |
85.895 |
84.795 |
1.100 |
1.3% |
0.582 |
0.7% |
96% |
True |
False |
34,148 |
10 |
86.130 |
84.525 |
1.605 |
1.9% |
0.723 |
0.8% |
83% |
False |
False |
42,224 |
20 |
86.870 |
84.525 |
2.345 |
2.7% |
0.689 |
0.8% |
57% |
False |
False |
41,383 |
40 |
86.870 |
82.450 |
4.420 |
5.1% |
0.566 |
0.7% |
77% |
False |
False |
31,910 |
60 |
86.870 |
81.355 |
5.515 |
6.4% |
0.463 |
0.5% |
82% |
False |
False |
21,405 |
80 |
86.870 |
79.950 |
6.920 |
8.1% |
0.393 |
0.5% |
85% |
False |
False |
16,085 |
100 |
86.870 |
79.885 |
6.985 |
8.1% |
0.356 |
0.4% |
85% |
False |
False |
12,887 |
120 |
86.870 |
79.240 |
7.630 |
8.9% |
0.323 |
0.4% |
87% |
False |
False |
10,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.318 |
2.618 |
87.387 |
1.618 |
86.817 |
1.000 |
86.465 |
0.618 |
86.247 |
HIGH |
85.895 |
0.618 |
85.677 |
0.500 |
85.610 |
0.382 |
85.543 |
LOW |
85.325 |
0.618 |
84.973 |
1.000 |
84.755 |
1.618 |
84.403 |
2.618 |
83.833 |
4.250 |
82.903 |
|
|
Fisher Pivots for day following 22-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
85.773 |
85.684 |
PP |
85.691 |
85.515 |
S1 |
85.610 |
85.345 |
|