ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 28-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
85.800 |
85.615 |
-0.185 |
-0.2% |
85.330 |
High |
85.800 |
85.750 |
-0.050 |
-0.1% |
86.050 |
Low |
85.475 |
85.290 |
-0.185 |
-0.2% |
84.795 |
Close |
85.561 |
85.473 |
-0.088 |
-0.1% |
85.818 |
Range |
0.325 |
0.460 |
0.135 |
41.5% |
1.255 |
ATR |
0.583 |
0.574 |
-0.009 |
-1.5% |
0.000 |
Volume |
22,239 |
28,263 |
6,024 |
27.1% |
129,573 |
|
Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.884 |
86.639 |
85.726 |
|
R3 |
86.424 |
86.179 |
85.600 |
|
R2 |
85.964 |
85.964 |
85.557 |
|
R1 |
85.719 |
85.719 |
85.515 |
85.612 |
PP |
85.504 |
85.504 |
85.504 |
85.451 |
S1 |
85.259 |
85.259 |
85.431 |
85.152 |
S2 |
85.044 |
85.044 |
85.389 |
|
S3 |
84.584 |
84.799 |
85.347 |
|
S4 |
84.124 |
84.339 |
85.220 |
|
|
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 |
85.290 |
0.760 |
0.9% |
0.410 |
0.5% |
24% |
False |
True |
26,003 |
10 |
86.130 |
84.525 |
1.605 |
1.9% |
0.600 |
0.7% |
59% |
False |
False |
38,291 |
20 |
86.870 |
84.525 |
2.345 |
2.7% |
0.659 |
0.8% |
40% |
False |
False |
40,138 |
40 |
86.870 |
82.970 |
3.900 |
4.6% |
0.572 |
0.7% |
64% |
False |
False |
34,182 |
60 |
86.870 |
81.445 |
5.425 |
6.3% |
0.471 |
0.6% |
74% |
False |
False |
22,975 |
80 |
86.870 |
80.110 |
6.760 |
7.9% |
0.400 |
0.5% |
79% |
False |
False |
17,279 |
100 |
86.870 |
79.885 |
6.985 |
8.2% |
0.360 |
0.4% |
80% |
False |
False |
13,844 |
120 |
86.870 |
79.885 |
6.985 |
8.2% |
0.325 |
0.4% |
80% |
False |
False |
11,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.705 |
2.618 |
86.954 |
1.618 |
86.494 |
1.000 |
86.210 |
0.618 |
86.034 |
HIGH |
85.750 |
0.618 |
85.574 |
0.500 |
85.520 |
0.382 |
85.466 |
LOW |
85.290 |
0.618 |
85.006 |
1.000 |
84.830 |
1.618 |
84.546 |
2.618 |
84.086 |
4.250 |
83.335 |
|
|
Fisher Pivots for day following 28-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
85.520 |
85.653 |
PP |
85.504 |
85.593 |
S1 |
85.489 |
85.533 |
|