ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 26-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
85.370 |
85.470 |
0.100 |
0.1% |
84.945 |
| High |
85.740 |
85.975 |
0.235 |
0.3% |
85.975 |
| Low |
85.330 |
85.470 |
0.140 |
0.2% |
84.620 |
| Close |
85.458 |
85.922 |
0.464 |
0.5% |
85.922 |
| Range |
0.410 |
0.505 |
0.095 |
23.2% |
1.355 |
| ATR |
0.367 |
0.377 |
0.011 |
2.9% |
0.000 |
| Volume |
226 |
229 |
3 |
1.3% |
839 |
|
| Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.304 |
87.118 |
86.200 |
|
| R3 |
86.799 |
86.613 |
86.061 |
|
| R2 |
86.294 |
86.294 |
86.015 |
|
| R1 |
86.108 |
86.108 |
85.968 |
86.201 |
| PP |
85.789 |
85.789 |
85.789 |
85.836 |
| S1 |
85.603 |
85.603 |
85.876 |
85.696 |
| S2 |
85.284 |
85.284 |
85.829 |
|
| S3 |
84.779 |
85.098 |
85.783 |
|
| S4 |
84.274 |
84.593 |
85.644 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.571 |
89.101 |
86.667 |
|
| R3 |
88.216 |
87.746 |
86.295 |
|
| R2 |
86.861 |
86.861 |
86.170 |
|
| R1 |
86.391 |
86.391 |
86.046 |
86.626 |
| PP |
85.506 |
85.506 |
85.506 |
85.623 |
| S1 |
85.036 |
85.036 |
85.798 |
85.271 |
| S2 |
84.151 |
84.151 |
85.674 |
|
| S3 |
82.796 |
83.681 |
85.549 |
|
| S4 |
81.441 |
82.326 |
85.177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.975 |
84.620 |
1.355 |
1.6% |
0.409 |
0.5% |
96% |
True |
False |
167 |
| 10 |
85.975 |
84.185 |
1.790 |
2.1% |
0.431 |
0.5% |
97% |
True |
False |
122 |
| 20 |
85.975 |
82.700 |
3.275 |
3.8% |
0.414 |
0.5% |
98% |
True |
False |
117 |
| 40 |
85.975 |
81.590 |
4.385 |
5.1% |
0.281 |
0.3% |
99% |
True |
False |
67 |
| 60 |
85.975 |
80.245 |
5.730 |
6.7% |
0.199 |
0.2% |
99% |
True |
False |
46 |
| 80 |
85.975 |
80.058 |
5.917 |
6.9% |
0.155 |
0.2% |
99% |
True |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.121 |
|
2.618 |
87.297 |
|
1.618 |
86.792 |
|
1.000 |
86.480 |
|
0.618 |
86.287 |
|
HIGH |
85.975 |
|
0.618 |
85.782 |
|
0.500 |
85.723 |
|
0.382 |
85.663 |
|
LOW |
85.470 |
|
0.618 |
85.158 |
|
1.000 |
84.965 |
|
1.618 |
84.653 |
|
2.618 |
84.148 |
|
4.250 |
83.324 |
|
|
| Fisher Pivots for day following 26-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
85.856 |
85.756 |
| PP |
85.789 |
85.591 |
| S1 |
85.723 |
85.425 |
|