ICE US Dollar Index Future September 2014


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 84.120 84.255 0.135 0.2% 82.780
High 84.435 84.355 -0.080 -0.1% 83.965
Low 84.065 84.080 0.015 0.0% 82.780
Close 84.293 84.304 0.011 0.0% 83.757
Range 0.370 0.275 -0.095 -25.7% 1.185
ATR 0.365 0.359 -0.006 -1.8% 0.000
Volume 58,234 33,302 -24,932 -42.8% 119,694
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 85.071 84.963 84.455
R3 84.796 84.688 84.380
R2 84.521 84.521 84.354
R1 84.413 84.413 84.329 84.467
PP 84.246 84.246 84.246 84.274
S1 84.138 84.138 84.279 84.192
S2 83.971 83.971 84.254
S3 83.696 83.863 84.228
S4 83.421 83.588 84.153
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 87.056 86.591 84.409
R3 85.871 85.406 84.083
R2 84.686 84.686 83.974
R1 84.221 84.221 83.866 84.454
PP 83.501 83.501 83.501 83.617
S1 83.036 83.036 83.648 83.269
S2 82.316 82.316 83.540
S3 81.131 81.851 83.431
S4 79.946 80.666 83.105
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.525 83.585 0.940 1.1% 0.412 0.5% 76% False False 43,467
10 84.525 82.340 2.185 2.6% 0.422 0.5% 90% False False 33,742
20 84.525 81.420 3.105 3.7% 0.358 0.4% 93% False False 26,708
40 84.525 80.490 4.035 4.8% 0.295 0.4% 95% False False 23,673
60 84.525 79.770 4.755 5.6% 0.283 0.3% 95% False False 21,538
80 84.525 79.770 4.755 5.6% 0.281 0.3% 95% False False 17,735
100 84.525 79.055 5.470 6.5% 0.274 0.3% 96% False False 14,244
120 84.525 79.055 5.470 6.5% 0.266 0.3% 96% False False 11,881
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.071
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 85.524
2.618 85.075
1.618 84.800
1.000 84.630
0.618 84.525
HIGH 84.355
0.618 84.250
0.500 84.218
0.382 84.185
LOW 84.080
0.618 83.910
1.000 83.805
1.618 83.635
2.618 83.360
4.250 82.911
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 84.275 84.299
PP 84.246 84.293
S1 84.218 84.288

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols