ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
85.650 |
86.205 |
0.555 |
0.6% |
86.830 |
| High |
86.175 |
86.310 |
0.135 |
0.2% |
86.985 |
| Low |
85.570 |
84.765 |
-0.805 |
-0.9% |
85.195 |
| Close |
86.119 |
85.426 |
-0.693 |
-0.8% |
86.196 |
| Range |
0.605 |
1.545 |
0.940 |
155.4% |
1.790 |
| ATR |
0.554 |
0.625 |
0.071 |
12.8% |
0.000 |
| Volume |
204 |
186 |
-18 |
-8.8% |
1,896 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.135 |
89.326 |
86.276 |
|
| R3 |
88.590 |
87.781 |
85.851 |
|
| R2 |
87.045 |
87.045 |
85.709 |
|
| R1 |
86.236 |
86.236 |
85.568 |
85.868 |
| PP |
85.500 |
85.500 |
85.500 |
85.317 |
| S1 |
84.691 |
84.691 |
85.284 |
84.323 |
| S2 |
83.955 |
83.955 |
85.143 |
|
| S3 |
82.410 |
83.146 |
85.001 |
|
| S4 |
80.865 |
81.601 |
84.576 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.495 |
90.636 |
87.181 |
|
| R3 |
89.705 |
88.846 |
86.688 |
|
| R2 |
87.915 |
87.915 |
86.524 |
|
| R1 |
87.056 |
87.056 |
86.360 |
86.591 |
| PP |
86.125 |
86.125 |
86.125 |
85.893 |
| S1 |
85.266 |
85.266 |
86.032 |
84.801 |
| S2 |
84.335 |
84.335 |
85.868 |
|
| S3 |
82.545 |
83.476 |
85.704 |
|
| S4 |
80.755 |
81.686 |
85.212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.310 |
84.765 |
1.545 |
1.8% |
0.797 |
0.9% |
43% |
True |
True |
333 |
| 10 |
87.030 |
84.765 |
2.265 |
2.7% |
0.776 |
0.9% |
29% |
False |
True |
330 |
| 20 |
87.030 |
84.500 |
2.530 |
3.0% |
0.613 |
0.7% |
37% |
False |
False |
247 |
| 40 |
87.030 |
82.240 |
4.790 |
5.6% |
0.475 |
0.6% |
67% |
False |
False |
161 |
| 60 |
87.030 |
81.120 |
5.910 |
6.9% |
0.347 |
0.4% |
73% |
False |
False |
110 |
| 80 |
87.030 |
80.058 |
6.972 |
8.2% |
0.267 |
0.3% |
77% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.876 |
|
2.618 |
90.355 |
|
1.618 |
88.810 |
|
1.000 |
87.855 |
|
0.618 |
87.265 |
|
HIGH |
86.310 |
|
0.618 |
85.720 |
|
0.500 |
85.538 |
|
0.382 |
85.355 |
|
LOW |
84.765 |
|
0.618 |
83.810 |
|
1.000 |
83.220 |
|
1.618 |
82.265 |
|
2.618 |
80.720 |
|
4.250 |
78.199 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
85.538 |
85.538 |
| PP |
85.500 |
85.500 |
| S1 |
85.463 |
85.463 |
|