ICE US Dollar Index Future December 2014
| Trading Metrics calculated at close of trading on 29-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
85.615 |
85.435 |
-0.180 |
-0.2% |
85.330 |
| High |
85.750 |
86.130 |
0.380 |
0.4% |
86.050 |
| Low |
85.290 |
85.245 |
-0.045 |
-0.1% |
84.795 |
| Close |
85.473 |
86.036 |
0.563 |
0.7% |
85.818 |
| Range |
0.460 |
0.885 |
0.425 |
92.4% |
1.255 |
| ATR |
0.574 |
0.596 |
0.022 |
3.9% |
0.000 |
| Volume |
28,263 |
35,652 |
7,389 |
26.1% |
129,573 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.459 |
88.132 |
86.523 |
|
| R3 |
87.574 |
87.247 |
86.279 |
|
| R2 |
86.689 |
86.689 |
86.198 |
|
| R1 |
86.362 |
86.362 |
86.117 |
86.526 |
| PP |
85.804 |
85.804 |
85.804 |
85.885 |
| S1 |
85.477 |
85.477 |
85.955 |
85.641 |
| S2 |
84.919 |
84.919 |
85.874 |
|
| S3 |
84.034 |
84.592 |
85.793 |
|
| S4 |
83.149 |
83.707 |
85.549 |
|
|
| 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 |
86.130 |
85.245 |
0.885 |
1.0% |
0.473 |
0.5% |
89% |
True |
True |
26,284 |
| 10 |
86.130 |
84.795 |
1.335 |
1.6% |
0.528 |
0.6% |
93% |
True |
False |
30,216 |
| 20 |
86.870 |
84.525 |
2.345 |
2.7% |
0.683 |
0.8% |
64% |
False |
False |
39,972 |
| 40 |
86.870 |
82.975 |
3.895 |
4.5% |
0.589 |
0.7% |
79% |
False |
False |
35,001 |
| 60 |
86.870 |
81.445 |
5.425 |
6.3% |
0.480 |
0.6% |
85% |
False |
False |
23,567 |
| 80 |
86.870 |
80.110 |
6.760 |
7.9% |
0.410 |
0.5% |
88% |
False |
False |
17,724 |
| 100 |
86.870 |
79.885 |
6.985 |
8.1% |
0.368 |
0.4% |
88% |
False |
False |
14,192 |
| 120 |
86.870 |
79.885 |
6.985 |
8.1% |
0.332 |
0.4% |
88% |
False |
False |
11,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.891 |
|
2.618 |
88.447 |
|
1.618 |
87.562 |
|
1.000 |
87.015 |
|
0.618 |
86.677 |
|
HIGH |
86.130 |
|
0.618 |
85.792 |
|
0.500 |
85.688 |
|
0.382 |
85.583 |
|
LOW |
85.245 |
|
0.618 |
84.698 |
|
1.000 |
84.360 |
|
1.618 |
83.813 |
|
2.618 |
82.928 |
|
4.250 |
81.484 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
85.920 |
85.920 |
| PP |
85.804 |
85.804 |
| S1 |
85.688 |
85.688 |
|