ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
85.205 |
85.250 |
0.045 |
0.1% |
86.000 |
| High |
85.700 |
85.540 |
-0.160 |
-0.2% |
86.310 |
| Low |
85.025 |
85.080 |
0.055 |
0.1% |
84.765 |
| Close |
85.224 |
85.398 |
0.174 |
0.2% |
85.398 |
| Range |
0.675 |
0.460 |
-0.215 |
-31.9% |
1.545 |
| ATR |
0.628 |
0.616 |
-0.012 |
-1.9% |
0.000 |
| Volume |
1,531 |
708 |
-823 |
-53.8% |
3,017 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.719 |
86.519 |
85.651 |
|
| R3 |
86.259 |
86.059 |
85.525 |
|
| R2 |
85.799 |
85.799 |
85.482 |
|
| R1 |
85.599 |
85.599 |
85.440 |
85.699 |
| PP |
85.339 |
85.339 |
85.339 |
85.390 |
| S1 |
85.139 |
85.139 |
85.356 |
85.239 |
| S2 |
84.879 |
84.879 |
85.314 |
|
| S3 |
84.419 |
84.679 |
85.272 |
|
| S4 |
83.959 |
84.219 |
85.145 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.126 |
89.307 |
86.248 |
|
| R3 |
88.581 |
87.762 |
85.823 |
|
| R2 |
87.036 |
87.036 |
85.681 |
|
| R1 |
86.217 |
86.217 |
85.540 |
85.854 |
| PP |
85.491 |
85.491 |
85.491 |
85.310 |
| S1 |
84.672 |
84.672 |
85.256 |
84.309 |
| S2 |
83.946 |
83.946 |
85.115 |
|
| S3 |
82.401 |
83.127 |
84.973 |
|
| S4 |
80.856 |
81.582 |
84.548 |
|
|
| 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% |
0.772 |
0.9% |
41% |
False |
False |
603 |
| 10 |
86.985 |
84.765 |
2.220 |
2.6% |
0.738 |
0.9% |
29% |
False |
False |
491 |
| 20 |
87.030 |
84.620 |
2.410 |
2.8% |
0.618 |
0.7% |
32% |
False |
False |
347 |
| 40 |
87.030 |
82.380 |
4.650 |
5.4% |
0.493 |
0.6% |
65% |
False |
False |
216 |
| 60 |
87.030 |
81.230 |
5.800 |
6.8% |
0.366 |
0.4% |
72% |
False |
False |
147 |
| 80 |
87.030 |
80.058 |
6.972 |
8.2% |
0.281 |
0.3% |
77% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.495 |
|
2.618 |
86.744 |
|
1.618 |
86.284 |
|
1.000 |
86.000 |
|
0.618 |
85.824 |
|
HIGH |
85.540 |
|
0.618 |
85.364 |
|
0.500 |
85.310 |
|
0.382 |
85.256 |
|
LOW |
85.080 |
|
0.618 |
84.796 |
|
1.000 |
84.620 |
|
1.618 |
84.336 |
|
2.618 |
83.876 |
|
4.250 |
83.125 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
85.369 |
85.538 |
| PP |
85.339 |
85.491 |
| S1 |
85.310 |
85.445 |
|