ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 03-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
86.145 |
85.950 |
-0.195 |
-0.2% |
86.025 |
| High |
86.145 |
87.030 |
0.885 |
1.0% |
87.030 |
| Low |
85.710 |
85.950 |
0.240 |
0.3% |
85.710 |
| Close |
85.843 |
86.983 |
1.140 |
1.3% |
86.983 |
| Range |
0.435 |
1.080 |
0.645 |
148.3% |
1.320 |
| ATR |
0.406 |
0.462 |
0.056 |
13.8% |
0.000 |
| Volume |
416 |
214 |
-202 |
-48.6% |
1,191 |
|
| Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.894 |
89.519 |
87.577 |
|
| R3 |
88.814 |
88.439 |
87.280 |
|
| R2 |
87.734 |
87.734 |
87.181 |
|
| R1 |
87.359 |
87.359 |
87.082 |
87.547 |
| PP |
86.654 |
86.654 |
86.654 |
86.748 |
| S1 |
86.279 |
86.279 |
86.884 |
86.467 |
| S2 |
85.574 |
85.574 |
86.785 |
|
| S3 |
84.494 |
85.199 |
86.686 |
|
| S4 |
83.414 |
84.119 |
86.389 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.534 |
90.079 |
87.709 |
|
| R3 |
89.214 |
88.759 |
87.346 |
|
| R2 |
87.894 |
87.894 |
87.225 |
|
| R1 |
87.439 |
87.439 |
87.104 |
87.667 |
| PP |
86.574 |
86.574 |
86.574 |
86.688 |
| S1 |
86.119 |
86.119 |
86.862 |
86.347 |
| S2 |
85.254 |
85.254 |
86.741 |
|
| S3 |
83.934 |
84.799 |
86.620 |
|
| S4 |
82.614 |
83.479 |
86.257 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.030 |
85.710 |
1.320 |
1.5% |
0.585 |
0.7% |
96% |
True |
False |
238 |
| 10 |
87.030 |
84.620 |
2.410 |
2.8% |
0.497 |
0.6% |
98% |
True |
False |
203 |
| 20 |
87.030 |
84.130 |
2.900 |
3.3% |
0.440 |
0.5% |
98% |
True |
False |
166 |
| 40 |
87.030 |
81.620 |
5.410 |
6.2% |
0.332 |
0.4% |
99% |
True |
False |
96 |
| 60 |
87.030 |
80.470 |
6.560 |
7.5% |
0.247 |
0.3% |
99% |
True |
False |
66 |
| 80 |
87.030 |
80.058 |
6.972 |
8.0% |
0.192 |
0.2% |
99% |
True |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.620 |
|
2.618 |
89.857 |
|
1.618 |
88.777 |
|
1.000 |
88.110 |
|
0.618 |
87.697 |
|
HIGH |
87.030 |
|
0.618 |
86.617 |
|
0.500 |
86.490 |
|
0.382 |
86.363 |
|
LOW |
85.950 |
|
0.618 |
85.283 |
|
1.000 |
84.870 |
|
1.618 |
84.203 |
|
2.618 |
83.123 |
|
4.250 |
81.360 |
|
|
| Fisher Pivots for day following 03-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
86.819 |
86.779 |
| PP |
86.654 |
86.574 |
| S1 |
86.490 |
86.370 |
|