ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 24-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
85.870 |
85.925 |
0.055 |
0.1% |
85.330 |
High |
86.050 |
86.015 |
-0.035 |
0.0% |
86.050 |
Low |
85.755 |
85.615 |
-0.140 |
-0.2% |
84.795 |
Close |
85.946 |
85.818 |
-0.128 |
-0.1% |
85.818 |
Range |
0.295 |
0.400 |
0.105 |
35.6% |
1.255 |
ATR |
0.616 |
0.601 |
-0.015 |
-2.5% |
0.000 |
Volume |
20,054 |
25,213 |
5,159 |
25.7% |
129,573 |
|
Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.016 |
86.817 |
86.038 |
|
R3 |
86.616 |
86.417 |
85.928 |
|
R2 |
86.216 |
86.216 |
85.891 |
|
R1 |
86.017 |
86.017 |
85.855 |
85.917 |
PP |
85.816 |
85.816 |
85.816 |
85.766 |
S1 |
85.617 |
85.617 |
85.781 |
85.517 |
S2 |
85.416 |
85.416 |
85.745 |
|
S3 |
85.016 |
85.217 |
85.708 |
|
S4 |
84.616 |
84.817 |
85.598 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.319 |
88.824 |
86.508 |
|
R3 |
88.064 |
87.569 |
86.163 |
|
R2 |
86.809 |
86.809 |
86.048 |
|
R1 |
86.314 |
86.314 |
85.933 |
86.562 |
PP |
85.554 |
85.554 |
85.554 |
85.678 |
S1 |
85.059 |
85.059 |
85.703 |
85.307 |
S2 |
84.299 |
84.299 |
85.588 |
|
S3 |
83.044 |
83.804 |
85.473 |
|
S4 |
81.789 |
82.549 |
85.128 |
|
|
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% |
0.482 |
0.6% |
82% |
False |
False |
25,914 |
10 |
86.130 |
84.525 |
1.605 |
1.9% |
0.656 |
0.8% |
81% |
False |
False |
38,387 |
20 |
86.870 |
84.525 |
2.345 |
2.7% |
0.672 |
0.8% |
55% |
False |
False |
40,477 |
40 |
86.870 |
82.555 |
4.315 |
5.0% |
0.568 |
0.7% |
76% |
False |
False |
32,991 |
60 |
86.870 |
81.355 |
5.515 |
6.4% |
0.465 |
0.5% |
81% |
False |
False |
22,145 |
80 |
86.870 |
80.110 |
6.760 |
7.9% |
0.393 |
0.5% |
84% |
False |
False |
16,648 |
100 |
86.870 |
79.885 |
6.985 |
8.1% |
0.357 |
0.4% |
85% |
False |
False |
13,340 |
120 |
86.870 |
79.240 |
7.630 |
8.9% |
0.326 |
0.4% |
86% |
False |
False |
11,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.715 |
2.618 |
87.062 |
1.618 |
86.662 |
1.000 |
86.415 |
0.618 |
86.262 |
HIGH |
86.015 |
0.618 |
85.862 |
0.500 |
85.815 |
0.382 |
85.768 |
LOW |
85.615 |
0.618 |
85.368 |
1.000 |
85.215 |
1.618 |
84.968 |
2.618 |
84.568 |
4.250 |
83.915 |
|
|
Fisher Pivots for day following 24-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
85.817 |
85.775 |
PP |
85.816 |
85.731 |
S1 |
85.815 |
85.688 |
|