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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.129
Narrowest range in 2 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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