ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 24-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
84.960 |
84.875 |
-0.085 |
-0.1% |
84.500 |
High |
85.010 |
85.325 |
0.315 |
0.4% |
85.040 |
Low |
84.620 |
84.875 |
0.255 |
0.3% |
84.185 |
Close |
84.920 |
85.300 |
0.380 |
0.4% |
84.995 |
Range |
0.390 |
0.450 |
0.060 |
15.4% |
0.855 |
ATR |
0.354 |
0.361 |
0.007 |
1.9% |
0.000 |
Volume |
149 |
76 |
-73 |
-49.0% |
390 |
|
Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.517 |
86.358 |
85.548 |
|
R3 |
86.067 |
85.908 |
85.424 |
|
R2 |
85.617 |
85.617 |
85.383 |
|
R1 |
85.458 |
85.458 |
85.341 |
85.538 |
PP |
85.167 |
85.167 |
85.167 |
85.206 |
S1 |
85.008 |
85.008 |
85.259 |
85.088 |
S2 |
84.717 |
84.717 |
85.218 |
|
S3 |
84.267 |
84.558 |
85.176 |
|
S4 |
83.817 |
84.108 |
85.053 |
|
|
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 |
85.325 |
84.500 |
0.825 |
1.0% |
0.436 |
0.5% |
97% |
True |
False |
126 |
10 |
85.325 |
84.185 |
1.140 |
1.3% |
0.389 |
0.5% |
98% |
True |
False |
86 |
20 |
85.325 |
82.575 |
2.750 |
3.2% |
0.396 |
0.5% |
99% |
True |
False |
98 |
40 |
85.325 |
81.590 |
3.735 |
4.4% |
0.262 |
0.3% |
99% |
True |
False |
57 |
60 |
85.325 |
80.160 |
5.165 |
6.1% |
0.187 |
0.2% |
100% |
True |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.238 |
2.618 |
86.503 |
1.618 |
86.053 |
1.000 |
85.775 |
0.618 |
85.603 |
HIGH |
85.325 |
0.618 |
85.153 |
0.500 |
85.100 |
0.382 |
85.047 |
LOW |
84.875 |
0.618 |
84.597 |
1.000 |
84.425 |
1.618 |
84.147 |
2.618 |
83.697 |
4.250 |
82.963 |
|
|
Fisher Pivots for day following 24-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
85.233 |
85.191 |
PP |
85.167 |
85.082 |
S1 |
85.100 |
84.973 |
|