ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 27-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
85.925 |
85.800 |
-0.125 |
-0.1% |
85.330 |
High |
86.015 |
85.800 |
-0.215 |
-0.2% |
86.050 |
Low |
85.615 |
85.475 |
-0.140 |
-0.2% |
84.795 |
Close |
85.818 |
85.561 |
-0.257 |
-0.3% |
85.818 |
Range |
0.400 |
0.325 |
-0.075 |
-18.8% |
1.255 |
ATR |
0.601 |
0.583 |
-0.018 |
-3.1% |
0.000 |
Volume |
25,213 |
22,239 |
-2,974 |
-11.8% |
129,573 |
|
Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.587 |
86.399 |
85.740 |
|
R3 |
86.262 |
86.074 |
85.650 |
|
R2 |
85.937 |
85.937 |
85.621 |
|
R1 |
85.749 |
85.749 |
85.591 |
85.681 |
PP |
85.612 |
85.612 |
85.612 |
85.578 |
S1 |
85.424 |
85.424 |
85.531 |
85.356 |
S2 |
85.287 |
85.287 |
85.501 |
|
S3 |
84.962 |
85.099 |
85.472 |
|
S4 |
84.637 |
84.774 |
85.382 |
|
|
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% |
0.451 |
0.5% |
61% |
False |
False |
26,832 |
10 |
86.130 |
84.525 |
1.605 |
1.9% |
0.616 |
0.7% |
65% |
False |
False |
38,457 |
20 |
86.870 |
84.525 |
2.345 |
2.7% |
0.671 |
0.8% |
44% |
False |
False |
40,495 |
40 |
86.870 |
82.900 |
3.970 |
4.6% |
0.568 |
0.7% |
67% |
False |
False |
33,528 |
60 |
86.870 |
81.445 |
5.425 |
6.3% |
0.465 |
0.5% |
76% |
False |
False |
22,511 |
80 |
86.870 |
80.110 |
6.760 |
7.9% |
0.396 |
0.5% |
81% |
False |
False |
16,926 |
100 |
86.870 |
79.885 |
6.985 |
8.2% |
0.359 |
0.4% |
81% |
False |
False |
13,562 |
120 |
86.870 |
79.745 |
7.125 |
8.3% |
0.325 |
0.4% |
82% |
False |
False |
11,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.181 |
2.618 |
86.651 |
1.618 |
86.326 |
1.000 |
86.125 |
0.618 |
86.001 |
HIGH |
85.800 |
0.618 |
85.676 |
0.500 |
85.638 |
0.382 |
85.599 |
LOW |
85.475 |
0.618 |
85.274 |
1.000 |
85.150 |
1.618 |
84.949 |
2.618 |
84.624 |
4.250 |
84.094 |
|
|
Fisher Pivots for day following 27-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
85.638 |
85.763 |
PP |
85.612 |
85.695 |
S1 |
85.587 |
85.628 |
|