ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 16-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
84.320 |
84.375 |
0.055 |
0.1% |
83.980 |
High |
84.545 |
84.495 |
-0.050 |
-0.1% |
84.650 |
Low |
84.260 |
84.005 |
-0.255 |
-0.3% |
83.935 |
Close |
84.398 |
84.231 |
-0.167 |
-0.2% |
84.381 |
Range |
0.285 |
0.490 |
0.205 |
71.9% |
0.715 |
ATR |
0.344 |
0.355 |
0.010 |
3.0% |
0.000 |
Volume |
17,219 |
35,275 |
18,056 |
104.9% |
165,703 |
|
Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.714 |
85.462 |
84.501 |
|
R3 |
85.224 |
84.972 |
84.366 |
|
R2 |
84.734 |
84.734 |
84.321 |
|
R1 |
84.482 |
84.482 |
84.276 |
84.363 |
PP |
84.244 |
84.244 |
84.244 |
84.184 |
S1 |
83.992 |
83.992 |
84.186 |
83.873 |
S2 |
83.754 |
83.754 |
84.141 |
|
S3 |
83.264 |
83.502 |
84.096 |
|
S4 |
82.774 |
83.012 |
83.962 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.467 |
86.139 |
84.774 |
|
R3 |
85.752 |
85.424 |
84.578 |
|
R2 |
85.037 |
85.037 |
84.512 |
|
R1 |
84.709 |
84.709 |
84.447 |
84.873 |
PP |
84.322 |
84.322 |
84.322 |
84.404 |
S1 |
83.994 |
83.994 |
84.315 |
84.158 |
S2 |
83.607 |
83.607 |
84.250 |
|
S3 |
82.892 |
83.279 |
84.184 |
|
S4 |
82.177 |
82.564 |
83.988 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.580 |
84.005 |
0.575 |
0.7% |
0.355 |
0.4% |
39% |
False |
True |
35,989 |
10 |
84.650 |
82.970 |
1.680 |
2.0% |
0.442 |
0.5% |
75% |
False |
False |
23,402 |
20 |
84.650 |
81.755 |
2.895 |
3.4% |
0.368 |
0.4% |
86% |
False |
False |
12,097 |
40 |
84.650 |
80.710 |
3.940 |
4.7% |
0.297 |
0.4% |
89% |
False |
False |
6,186 |
60 |
84.650 |
79.885 |
4.765 |
5.7% |
0.259 |
0.3% |
91% |
False |
False |
4,162 |
80 |
84.650 |
79.885 |
4.765 |
5.7% |
0.240 |
0.3% |
91% |
False |
False |
3,141 |
100 |
84.650 |
79.240 |
5.410 |
6.4% |
0.224 |
0.3% |
92% |
False |
False |
2,517 |
120 |
84.650 |
79.240 |
5.410 |
6.4% |
0.208 |
0.2% |
92% |
False |
False |
2,099 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.578 |
2.618 |
85.778 |
1.618 |
85.288 |
1.000 |
84.985 |
0.618 |
84.798 |
HIGH |
84.495 |
0.618 |
84.308 |
0.500 |
84.250 |
0.382 |
84.192 |
LOW |
84.005 |
0.618 |
83.702 |
1.000 |
83.515 |
1.618 |
83.212 |
2.618 |
82.722 |
4.250 |
81.923 |
|
|
Fisher Pivots for day following 16-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
84.250 |
84.288 |
PP |
84.244 |
84.269 |
S1 |
84.237 |
84.250 |
|