ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 12-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
84.505 |
84.680 |
0.175 |
0.2% |
84.185 |
High |
84.575 |
84.680 |
0.105 |
0.1% |
84.830 |
Low |
84.360 |
84.400 |
0.040 |
0.0% |
84.130 |
Close |
84.614 |
84.536 |
-0.078 |
-0.1% |
84.536 |
Range |
0.215 |
0.280 |
0.065 |
30.2% |
0.700 |
ATR |
0.309 |
0.307 |
-0.002 |
-0.7% |
0.000 |
Volume |
51 |
44 |
-7 |
-13.7% |
915 |
|
Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.379 |
85.237 |
84.690 |
|
R3 |
85.099 |
84.957 |
84.613 |
|
R2 |
84.819 |
84.819 |
84.587 |
|
R1 |
84.677 |
84.677 |
84.562 |
84.608 |
PP |
84.539 |
84.539 |
84.539 |
84.504 |
S1 |
84.397 |
84.397 |
84.510 |
84.328 |
S2 |
84.259 |
84.259 |
84.485 |
|
S3 |
83.979 |
84.117 |
84.459 |
|
S4 |
83.699 |
83.837 |
84.382 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.599 |
86.267 |
84.921 |
|
R3 |
85.899 |
85.567 |
84.729 |
|
R2 |
85.199 |
85.199 |
84.664 |
|
R1 |
84.867 |
84.867 |
84.600 |
85.033 |
PP |
84.499 |
84.499 |
84.499 |
84.582 |
S1 |
84.167 |
84.167 |
84.472 |
84.333 |
S2 |
83.799 |
83.799 |
84.408 |
|
S3 |
83.099 |
83.467 |
84.344 |
|
S4 |
82.399 |
82.767 |
84.151 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.830 |
84.130 |
0.700 |
0.8% |
0.313 |
0.4% |
58% |
False |
False |
183 |
10 |
84.830 |
82.700 |
2.130 |
2.5% |
0.397 |
0.5% |
86% |
False |
False |
111 |
20 |
84.830 |
81.689 |
3.141 |
3.7% |
0.289 |
0.3% |
91% |
False |
False |
69 |
40 |
84.830 |
80.705 |
4.125 |
4.9% |
0.189 |
0.2% |
93% |
False |
False |
38 |
60 |
84.830 |
80.058 |
4.772 |
5.6% |
0.131 |
0.2% |
94% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.870 |
2.618 |
85.413 |
1.618 |
85.133 |
1.000 |
84.960 |
0.618 |
84.853 |
HIGH |
84.680 |
0.618 |
84.573 |
0.500 |
84.540 |
0.382 |
84.507 |
LOW |
84.400 |
0.618 |
84.227 |
1.000 |
84.120 |
1.618 |
83.947 |
2.618 |
83.667 |
4.250 |
83.210 |
|
|
Fisher Pivots for day following 12-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
84.540 |
84.531 |
PP |
84.539 |
84.525 |
S1 |
84.537 |
84.520 |
|