ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 09-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
86.000 |
85.555 |
-0.445 |
-0.5% |
86.025 |
| High |
86.190 |
85.865 |
-0.325 |
-0.4% |
87.030 |
| Low |
85.495 |
85.195 |
-0.300 |
-0.4% |
85.710 |
| Close |
85.575 |
85.820 |
0.245 |
0.3% |
86.983 |
| Range |
0.695 |
0.670 |
-0.025 |
-3.6% |
1.320 |
| ATR |
0.518 |
0.529 |
0.011 |
2.1% |
0.000 |
| Volume |
264 |
281 |
17 |
6.4% |
1,191 |
|
| Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.637 |
87.398 |
86.189 |
|
| R3 |
86.967 |
86.728 |
86.004 |
|
| R2 |
86.297 |
86.297 |
85.943 |
|
| R1 |
86.058 |
86.058 |
85.881 |
86.178 |
| PP |
85.627 |
85.627 |
85.627 |
85.686 |
| S1 |
85.388 |
85.388 |
85.759 |
85.508 |
| S2 |
84.957 |
84.957 |
85.697 |
|
| S3 |
84.287 |
84.718 |
85.636 |
|
| S4 |
83.617 |
84.048 |
85.452 |
|
|
| 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 |
85.195 |
1.835 |
2.1% |
0.802 |
0.9% |
34% |
False |
True |
300 |
| 10 |
87.030 |
85.195 |
1.835 |
2.1% |
0.636 |
0.7% |
34% |
False |
True |
270 |
| 20 |
87.030 |
84.185 |
2.845 |
3.3% |
0.522 |
0.6% |
57% |
False |
False |
187 |
| 40 |
87.030 |
81.689 |
5.341 |
6.2% |
0.401 |
0.5% |
77% |
False |
False |
127 |
| 60 |
87.030 |
80.705 |
6.325 |
7.4% |
0.296 |
0.3% |
81% |
False |
False |
87 |
| 80 |
87.030 |
80.058 |
6.972 |
8.1% |
0.226 |
0.3% |
83% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.713 |
|
2.618 |
87.619 |
|
1.618 |
86.949 |
|
1.000 |
86.535 |
|
0.618 |
86.279 |
|
HIGH |
85.865 |
|
0.618 |
85.609 |
|
0.500 |
85.530 |
|
0.382 |
85.451 |
|
LOW |
85.195 |
|
0.618 |
84.781 |
|
1.000 |
84.525 |
|
1.618 |
84.111 |
|
2.618 |
83.441 |
|
4.250 |
82.348 |
|
|
| Fisher Pivots for day following 09-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
85.723 |
85.807 |
| PP |
85.627 |
85.793 |
| S1 |
85.530 |
85.780 |
|