ICE US Dollar Index Future March 2015
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 |
84.400 |
84.505 |
0.105 |
0.1% |
83.045 |
High |
84.665 |
84.575 |
-0.090 |
-0.1% |
84.190 |
Low |
84.400 |
84.360 |
-0.040 |
0.0% |
83.045 |
Close |
84.588 |
84.614 |
0.026 |
0.0% |
84.012 |
Range |
0.265 |
0.215 |
-0.050 |
-18.9% |
1.145 |
ATR |
0.315 |
0.309 |
-0.006 |
-2.0% |
0.000 |
Volume |
44 |
51 |
7 |
15.9% |
167 |
|
Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.161 |
85.103 |
84.732 |
|
R3 |
84.946 |
84.888 |
84.673 |
|
R2 |
84.731 |
84.731 |
84.653 |
|
R1 |
84.673 |
84.673 |
84.634 |
84.702 |
PP |
84.516 |
84.516 |
84.516 |
84.531 |
S1 |
84.458 |
84.458 |
84.594 |
84.487 |
S2 |
84.301 |
84.301 |
84.575 |
|
S3 |
84.086 |
84.243 |
84.555 |
|
S4 |
83.871 |
84.028 |
84.496 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.184 |
86.743 |
84.642 |
|
R3 |
86.039 |
85.598 |
84.327 |
|
R2 |
84.894 |
84.894 |
84.222 |
|
R1 |
84.453 |
84.453 |
84.117 |
84.674 |
PP |
83.749 |
83.749 |
83.749 |
83.859 |
S1 |
83.308 |
83.308 |
83.907 |
83.529 |
S2 |
82.604 |
82.604 |
83.802 |
|
S3 |
81.459 |
82.163 |
83.697 |
|
S4 |
80.314 |
81.018 |
83.382 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.830 |
83.550 |
1.280 |
1.5% |
0.385 |
0.5% |
83% |
False |
False |
182 |
10 |
84.830 |
82.575 |
2.255 |
2.7% |
0.392 |
0.5% |
90% |
False |
False |
108 |
20 |
84.830 |
81.689 |
3.141 |
3.7% |
0.280 |
0.3% |
93% |
False |
False |
68 |
40 |
84.830 |
80.705 |
4.125 |
4.9% |
0.182 |
0.2% |
95% |
False |
False |
37 |
60 |
84.830 |
80.058 |
4.772 |
5.6% |
0.127 |
0.2% |
95% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.489 |
2.618 |
85.138 |
1.618 |
84.923 |
1.000 |
84.790 |
0.618 |
84.708 |
HIGH |
84.575 |
0.618 |
84.493 |
0.500 |
84.468 |
0.382 |
84.442 |
LOW |
84.360 |
0.618 |
84.227 |
1.000 |
84.145 |
1.618 |
84.012 |
2.618 |
83.797 |
4.250 |
83.446 |
|
|
Fisher Pivots for day following 11-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
84.565 |
84.608 |
PP |
84.516 |
84.601 |
S1 |
84.468 |
84.595 |
|