ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 15-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
84.680 |
84.500 |
-0.180 |
-0.2% |
84.185 |
| High |
84.680 |
84.640 |
-0.040 |
0.0% |
84.830 |
| Low |
84.400 |
84.500 |
0.100 |
0.1% |
84.130 |
| Close |
84.536 |
84.553 |
0.017 |
0.0% |
84.536 |
| Range |
0.280 |
0.140 |
-0.140 |
-50.0% |
0.700 |
| ATR |
0.307 |
0.295 |
-0.012 |
-3.9% |
0.000 |
| Volume |
44 |
51 |
7 |
15.9% |
915 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.984 |
84.909 |
84.630 |
|
| R3 |
84.844 |
84.769 |
84.592 |
|
| R2 |
84.704 |
84.704 |
84.579 |
|
| R1 |
84.629 |
84.629 |
84.566 |
84.667 |
| PP |
84.564 |
84.564 |
84.564 |
84.583 |
| S1 |
84.489 |
84.489 |
84.540 |
84.527 |
| S2 |
84.424 |
84.424 |
84.527 |
|
| S3 |
84.284 |
84.349 |
84.515 |
|
| S4 |
84.144 |
84.209 |
84.476 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.599 |
86.267 |
84.921 |
|
| R3 |
85.899 |
85.567 |
84.729 |
|
| R2 |
85.199 |
85.199 |
84.664 |
|
| R1 |
84.867 |
84.867 |
84.600 |
85.033 |
| PP |
84.499 |
84.499 |
84.499 |
84.582 |
| S1 |
84.167 |
84.167 |
84.472 |
84.333 |
| S2 |
83.799 |
83.799 |
84.408 |
|
| S3 |
83.099 |
83.467 |
84.344 |
|
| S4 |
82.399 |
82.767 |
84.151 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.830 |
84.360 |
0.470 |
0.6% |
0.262 |
0.3% |
41% |
False |
False |
178 |
| 10 |
84.830 |
83.045 |
1.785 |
2.1% |
0.377 |
0.4% |
84% |
False |
False |
113 |
| 20 |
84.830 |
81.855 |
2.975 |
3.5% |
0.296 |
0.4% |
91% |
False |
False |
72 |
| 40 |
84.830 |
80.820 |
4.010 |
4.7% |
0.189 |
0.2% |
93% |
False |
False |
39 |
| 60 |
84.830 |
80.058 |
4.772 |
5.6% |
0.134 |
0.2% |
94% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.235 |
|
2.618 |
85.007 |
|
1.618 |
84.867 |
|
1.000 |
84.780 |
|
0.618 |
84.727 |
|
HIGH |
84.640 |
|
0.618 |
84.587 |
|
0.500 |
84.570 |
|
0.382 |
84.553 |
|
LOW |
84.500 |
|
0.618 |
84.413 |
|
1.000 |
84.360 |
|
1.618 |
84.273 |
|
2.618 |
84.133 |
|
4.250 |
83.905 |
|
|
| Fisher Pivots for day following 15-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
84.570 |
84.542 |
| PP |
84.564 |
84.531 |
| S1 |
84.559 |
84.520 |
|