ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 23-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
85.470 |
85.870 |
0.400 |
0.5% |
85.900 |
High |
85.895 |
86.050 |
0.155 |
0.2% |
86.130 |
Low |
85.325 |
85.755 |
0.430 |
0.5% |
84.525 |
Close |
85.854 |
85.946 |
0.092 |
0.1% |
85.213 |
Range |
0.570 |
0.295 |
-0.275 |
-48.2% |
1.605 |
ATR |
0.641 |
0.616 |
-0.025 |
-3.9% |
0.000 |
Volume |
34,247 |
20,054 |
-14,193 |
-41.4% |
254,301 |
|
Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.802 |
86.669 |
86.108 |
|
R3 |
86.507 |
86.374 |
86.027 |
|
R2 |
86.212 |
86.212 |
86.000 |
|
R1 |
86.079 |
86.079 |
85.973 |
86.146 |
PP |
85.917 |
85.917 |
85.917 |
85.950 |
S1 |
85.784 |
85.784 |
85.919 |
85.851 |
S2 |
85.622 |
85.622 |
85.892 |
|
S3 |
85.327 |
85.489 |
85.865 |
|
S4 |
85.032 |
85.194 |
85.784 |
|
|
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 |
86.050 |
84.795 |
1.255 |
1.5% |
0.502 |
0.6% |
92% |
True |
False |
26,186 |
10 |
86.130 |
84.525 |
1.605 |
1.9% |
0.675 |
0.8% |
89% |
False |
False |
38,684 |
20 |
86.870 |
84.525 |
2.345 |
2.7% |
0.682 |
0.8% |
61% |
False |
False |
40,433 |
40 |
86.870 |
82.450 |
4.420 |
5.1% |
0.565 |
0.7% |
79% |
False |
False |
32,396 |
60 |
86.870 |
81.355 |
5.515 |
6.4% |
0.462 |
0.5% |
83% |
False |
False |
21,735 |
80 |
86.870 |
80.105 |
6.765 |
7.9% |
0.394 |
0.5% |
86% |
False |
False |
16,334 |
100 |
86.870 |
79.885 |
6.985 |
8.1% |
0.358 |
0.4% |
87% |
False |
False |
13,088 |
120 |
86.870 |
79.240 |
7.630 |
8.9% |
0.322 |
0.4% |
88% |
False |
False |
10,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.304 |
2.618 |
86.822 |
1.618 |
86.527 |
1.000 |
86.345 |
0.618 |
86.232 |
HIGH |
86.050 |
0.618 |
85.937 |
0.500 |
85.903 |
0.382 |
85.868 |
LOW |
85.755 |
0.618 |
85.573 |
1.000 |
85.460 |
1.618 |
85.278 |
2.618 |
84.983 |
4.250 |
84.501 |
|
|
Fisher Pivots for day following 23-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
85.932 |
85.772 |
PP |
85.917 |
85.597 |
S1 |
85.903 |
85.423 |
|