ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 17-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
84.595 |
84.460 |
-0.135 |
-0.2% |
84.185 |
High |
84.595 |
84.960 |
0.365 |
0.4% |
84.830 |
Low |
84.185 |
84.295 |
0.110 |
0.1% |
84.130 |
Close |
84.381 |
84.631 |
0.250 |
0.3% |
84.536 |
Range |
0.410 |
0.665 |
0.255 |
62.2% |
0.700 |
ATR |
0.303 |
0.329 |
0.026 |
8.5% |
0.000 |
Volume |
12 |
79 |
67 |
558.3% |
915 |
|
Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.624 |
86.292 |
84.997 |
|
R3 |
85.959 |
85.627 |
84.814 |
|
R2 |
85.294 |
85.294 |
84.753 |
|
R1 |
84.962 |
84.962 |
84.692 |
85.128 |
PP |
84.629 |
84.629 |
84.629 |
84.712 |
S1 |
84.297 |
84.297 |
84.570 |
84.463 |
S2 |
83.964 |
83.964 |
84.509 |
|
S3 |
83.299 |
83.632 |
84.448 |
|
S4 |
82.634 |
82.967 |
84.265 |
|
|
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 |
84.960 |
84.185 |
0.775 |
0.9% |
0.342 |
0.4% |
58% |
True |
False |
47 |
10 |
84.960 |
83.130 |
1.830 |
2.2% |
0.441 |
0.5% |
82% |
True |
False |
116 |
20 |
84.960 |
82.240 |
2.720 |
3.2% |
0.337 |
0.4% |
88% |
True |
False |
76 |
40 |
84.960 |
81.120 |
3.840 |
4.5% |
0.214 |
0.3% |
91% |
True |
False |
42 |
60 |
84.960 |
80.058 |
4.902 |
5.8% |
0.151 |
0.2% |
93% |
True |
False |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.786 |
2.618 |
86.701 |
1.618 |
86.036 |
1.000 |
85.625 |
0.618 |
85.371 |
HIGH |
84.960 |
0.618 |
84.706 |
0.500 |
84.628 |
0.382 |
84.549 |
LOW |
84.295 |
0.618 |
83.884 |
1.000 |
83.630 |
1.618 |
83.219 |
2.618 |
82.554 |
4.250 |
81.469 |
|
|
Fisher Pivots for day following 17-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
84.630 |
84.612 |
PP |
84.629 |
84.592 |
S1 |
84.628 |
84.573 |
|