ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 23-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
84.945 |
84.960 |
0.015 |
0.0% |
84.500 |
| High |
85.090 |
85.010 |
-0.080 |
-0.1% |
85.040 |
| Low |
84.800 |
84.620 |
-0.180 |
-0.2% |
84.185 |
| Close |
85.000 |
84.920 |
-0.080 |
-0.1% |
84.995 |
| Range |
0.290 |
0.390 |
0.100 |
34.5% |
0.855 |
| ATR |
0.351 |
0.354 |
0.003 |
0.8% |
0.000 |
| Volume |
159 |
149 |
-10 |
-6.3% |
390 |
|
| Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.020 |
85.860 |
85.135 |
|
| R3 |
85.630 |
85.470 |
85.027 |
|
| R2 |
85.240 |
85.240 |
84.992 |
|
| R1 |
85.080 |
85.080 |
84.956 |
84.965 |
| PP |
84.850 |
84.850 |
84.850 |
84.793 |
| S1 |
84.690 |
84.690 |
84.884 |
84.575 |
| S2 |
84.460 |
84.460 |
84.849 |
|
| S3 |
84.070 |
84.300 |
84.813 |
|
| S4 |
83.680 |
83.910 |
84.706 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.305 |
87.005 |
85.465 |
|
| R3 |
86.450 |
86.150 |
85.230 |
|
| R2 |
85.595 |
85.595 |
85.152 |
|
| R1 |
85.295 |
85.295 |
85.073 |
85.445 |
| PP |
84.740 |
84.740 |
84.740 |
84.815 |
| S1 |
84.440 |
84.440 |
84.917 |
84.590 |
| S2 |
83.885 |
83.885 |
84.838 |
|
| S3 |
83.030 |
83.585 |
84.760 |
|
| S4 |
82.175 |
82.730 |
84.525 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.090 |
84.295 |
0.795 |
0.9% |
0.479 |
0.6% |
79% |
False |
False |
127 |
| 10 |
85.090 |
84.185 |
0.905 |
1.1% |
0.371 |
0.4% |
81% |
False |
False |
83 |
| 20 |
85.090 |
82.575 |
2.515 |
3.0% |
0.384 |
0.5% |
93% |
False |
False |
96 |
| 40 |
85.090 |
81.415 |
3.675 |
4.3% |
0.253 |
0.3% |
95% |
False |
False |
55 |
| 60 |
85.090 |
80.058 |
5.032 |
5.9% |
0.179 |
0.2% |
97% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.668 |
|
2.618 |
86.031 |
|
1.618 |
85.641 |
|
1.000 |
85.400 |
|
0.618 |
85.251 |
|
HIGH |
85.010 |
|
0.618 |
84.861 |
|
0.500 |
84.815 |
|
0.382 |
84.769 |
|
LOW |
84.620 |
|
0.618 |
84.379 |
|
1.000 |
84.230 |
|
1.618 |
83.989 |
|
2.618 |
83.599 |
|
4.250 |
82.963 |
|
|
| Fisher Pivots for day following 23-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
84.885 |
84.878 |
| PP |
84.850 |
84.837 |
| S1 |
84.815 |
84.795 |
|