ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 18-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
84.460 |
84.970 |
0.510 |
0.6% |
84.185 |
High |
84.960 |
85.025 |
0.065 |
0.1% |
84.830 |
Low |
84.295 |
84.515 |
0.220 |
0.3% |
84.130 |
Close |
84.631 |
84.585 |
-0.046 |
-0.1% |
84.536 |
Range |
0.665 |
0.510 |
-0.155 |
-23.3% |
0.700 |
ATR |
0.329 |
0.342 |
0.013 |
3.9% |
0.000 |
Volume |
79 |
30 |
-49 |
-62.0% |
915 |
|
Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.238 |
85.922 |
84.866 |
|
R3 |
85.728 |
85.412 |
84.725 |
|
R2 |
85.218 |
85.218 |
84.679 |
|
R1 |
84.902 |
84.902 |
84.632 |
84.805 |
PP |
84.708 |
84.708 |
84.708 |
84.660 |
S1 |
84.392 |
84.392 |
84.538 |
84.295 |
S2 |
84.198 |
84.198 |
84.492 |
|
S3 |
83.688 |
83.882 |
84.445 |
|
S4 |
83.178 |
83.372 |
84.305 |
|
|
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 |
85.025 |
84.185 |
0.840 |
1.0% |
0.401 |
0.5% |
48% |
True |
False |
43 |
10 |
85.025 |
83.550 |
1.475 |
1.7% |
0.393 |
0.5% |
70% |
True |
False |
112 |
20 |
85.025 |
82.380 |
2.645 |
3.1% |
0.348 |
0.4% |
83% |
True |
False |
74 |
40 |
85.025 |
81.165 |
3.860 |
4.6% |
0.226 |
0.3% |
89% |
True |
False |
42 |
60 |
85.025 |
80.058 |
4.967 |
5.9% |
0.160 |
0.2% |
91% |
True |
False |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.193 |
2.618 |
86.360 |
1.618 |
85.850 |
1.000 |
85.535 |
0.618 |
85.340 |
HIGH |
85.025 |
0.618 |
84.830 |
0.500 |
84.770 |
0.382 |
84.710 |
LOW |
84.515 |
0.618 |
84.200 |
1.000 |
84.005 |
1.618 |
83.690 |
2.618 |
83.180 |
4.250 |
82.348 |
|
|
Fisher Pivots for day following 18-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
84.770 |
84.605 |
PP |
84.708 |
84.598 |
S1 |
84.647 |
84.592 |
|