ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 19-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
84.970 |
84.520 |
-0.450 |
-0.5% |
84.500 |
High |
85.025 |
85.040 |
0.015 |
0.0% |
85.040 |
Low |
84.515 |
84.500 |
-0.015 |
0.0% |
84.185 |
Close |
84.585 |
84.995 |
0.410 |
0.5% |
84.995 |
Range |
0.510 |
0.540 |
0.030 |
5.9% |
0.855 |
ATR |
0.342 |
0.356 |
0.014 |
4.1% |
0.000 |
Volume |
30 |
218 |
188 |
626.7% |
390 |
|
Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.465 |
86.270 |
85.292 |
|
R3 |
85.925 |
85.730 |
85.144 |
|
R2 |
85.385 |
85.385 |
85.094 |
|
R1 |
85.190 |
85.190 |
85.045 |
85.288 |
PP |
84.845 |
84.845 |
84.845 |
84.894 |
S1 |
84.650 |
84.650 |
84.946 |
84.748 |
S2 |
84.305 |
84.305 |
84.896 |
|
S3 |
83.765 |
84.110 |
84.847 |
|
S4 |
83.225 |
83.570 |
84.698 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.305 |
87.005 |
85.465 |
|
R3 |
86.450 |
86.150 |
85.230 |
|
R2 |
85.595 |
85.595 |
85.152 |
|
R1 |
85.295 |
85.295 |
85.073 |
85.445 |
PP |
84.740 |
84.740 |
84.740 |
84.815 |
S1 |
84.440 |
84.440 |
84.917 |
84.590 |
S2 |
83.885 |
83.885 |
84.838 |
|
S3 |
83.030 |
83.585 |
84.760 |
|
S4 |
82.175 |
82.730 |
84.525 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.040 |
84.185 |
0.855 |
1.0% |
0.453 |
0.5% |
95% |
True |
False |
78 |
10 |
85.040 |
84.130 |
0.910 |
1.1% |
0.383 |
0.5% |
95% |
True |
False |
130 |
20 |
85.040 |
82.380 |
2.660 |
3.1% |
0.368 |
0.4% |
98% |
True |
False |
85 |
40 |
85.040 |
81.230 |
3.810 |
4.5% |
0.240 |
0.3% |
99% |
True |
False |
48 |
60 |
85.040 |
80.058 |
4.982 |
5.9% |
0.169 |
0.2% |
99% |
True |
False |
32 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.335 |
2.618 |
86.454 |
1.618 |
85.914 |
1.000 |
85.580 |
0.618 |
85.374 |
HIGH |
85.040 |
0.618 |
84.834 |
0.500 |
84.770 |
0.382 |
84.706 |
LOW |
84.500 |
0.618 |
84.166 |
1.000 |
83.960 |
1.618 |
83.626 |
2.618 |
83.086 |
4.250 |
82.205 |
|
|
Fisher Pivots for day following 19-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
84.920 |
84.886 |
PP |
84.845 |
84.777 |
S1 |
84.770 |
84.668 |
|