ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 10-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
84.600 |
84.400 |
-0.200 |
-0.2% |
83.045 |
| High |
84.830 |
84.665 |
-0.165 |
-0.2% |
84.190 |
| Low |
84.420 |
84.400 |
-0.020 |
0.0% |
83.045 |
| Close |
84.563 |
84.588 |
0.025 |
0.0% |
84.012 |
| Range |
0.410 |
0.265 |
-0.145 |
-35.4% |
1.145 |
| ATR |
0.319 |
0.315 |
-0.004 |
-1.2% |
0.000 |
| Volume |
703 |
44 |
-659 |
-93.7% |
167 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.346 |
85.232 |
84.734 |
|
| R3 |
85.081 |
84.967 |
84.661 |
|
| R2 |
84.816 |
84.816 |
84.637 |
|
| R1 |
84.702 |
84.702 |
84.612 |
84.759 |
| PP |
84.551 |
84.551 |
84.551 |
84.580 |
| S1 |
84.437 |
84.437 |
84.564 |
84.494 |
| S2 |
84.286 |
84.286 |
84.539 |
|
| S3 |
84.021 |
84.172 |
84.515 |
|
| S4 |
83.756 |
83.907 |
84.442 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.184 |
86.743 |
84.642 |
|
| R3 |
86.039 |
85.598 |
84.327 |
|
| R2 |
84.894 |
84.894 |
84.222 |
|
| R1 |
84.453 |
84.453 |
84.117 |
84.674 |
| PP |
83.749 |
83.749 |
83.749 |
83.859 |
| S1 |
83.308 |
83.308 |
83.907 |
83.529 |
| S2 |
82.604 |
82.604 |
83.802 |
|
| S3 |
81.459 |
82.163 |
83.697 |
|
| S4 |
80.314 |
81.018 |
83.382 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.830 |
83.130 |
1.700 |
2.0% |
0.540 |
0.6% |
86% |
False |
False |
185 |
| 10 |
84.830 |
82.575 |
2.255 |
2.7% |
0.402 |
0.5% |
89% |
False |
False |
111 |
| 20 |
84.830 |
81.689 |
3.141 |
3.7% |
0.275 |
0.3% |
92% |
False |
False |
65 |
| 40 |
84.830 |
80.705 |
4.125 |
4.9% |
0.177 |
0.2% |
94% |
False |
False |
36 |
| 60 |
84.830 |
80.058 |
4.772 |
5.6% |
0.124 |
0.1% |
95% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.791 |
|
2.618 |
85.359 |
|
1.618 |
85.094 |
|
1.000 |
84.930 |
|
0.618 |
84.829 |
|
HIGH |
84.665 |
|
0.618 |
84.564 |
|
0.500 |
84.533 |
|
0.382 |
84.501 |
|
LOW |
84.400 |
|
0.618 |
84.236 |
|
1.000 |
84.135 |
|
1.618 |
83.971 |
|
2.618 |
83.706 |
|
4.250 |
83.274 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
84.570 |
84.552 |
| PP |
84.551 |
84.516 |
| S1 |
84.533 |
84.480 |
|