ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 29-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
85.470 |
86.025 |
0.555 |
0.6% |
84.945 |
High |
85.975 |
86.060 |
0.085 |
0.1% |
85.975 |
Low |
85.470 |
85.745 |
0.275 |
0.3% |
84.620 |
Close |
85.922 |
85.879 |
-0.043 |
-0.1% |
85.922 |
Range |
0.505 |
0.315 |
-0.190 |
-37.6% |
1.355 |
ATR |
0.377 |
0.373 |
-0.004 |
-1.2% |
0.000 |
Volume |
229 |
63 |
-166 |
-72.5% |
839 |
|
Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.840 |
86.674 |
86.052 |
|
R3 |
86.525 |
86.359 |
85.966 |
|
R2 |
86.210 |
86.210 |
85.937 |
|
R1 |
86.044 |
86.044 |
85.908 |
85.970 |
PP |
85.895 |
85.895 |
85.895 |
85.857 |
S1 |
85.729 |
85.729 |
85.850 |
85.655 |
S2 |
85.580 |
85.580 |
85.821 |
|
S3 |
85.265 |
85.414 |
85.792 |
|
S4 |
84.950 |
85.099 |
85.706 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.571 |
89.101 |
86.667 |
|
R3 |
88.216 |
87.746 |
86.295 |
|
R2 |
86.861 |
86.861 |
86.170 |
|
R1 |
86.391 |
86.391 |
86.046 |
86.626 |
PP |
85.506 |
85.506 |
85.506 |
85.623 |
S1 |
85.036 |
85.036 |
85.798 |
85.271 |
S2 |
84.151 |
84.151 |
85.674 |
|
S3 |
82.796 |
83.681 |
85.549 |
|
S4 |
81.441 |
82.326 |
85.177 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
86.060 |
84.620 |
1.440 |
1.7% |
0.414 |
0.5% |
87% |
True |
False |
148 |
10 |
86.060 |
84.185 |
1.875 |
2.2% |
0.449 |
0.5% |
90% |
True |
False |
124 |
20 |
86.060 |
83.045 |
3.015 |
3.5% |
0.413 |
0.5% |
94% |
True |
False |
118 |
40 |
86.060 |
81.620 |
4.440 |
5.2% |
0.282 |
0.3% |
96% |
True |
False |
69 |
60 |
86.060 |
80.245 |
5.815 |
6.8% |
0.204 |
0.2% |
97% |
True |
False |
47 |
80 |
86.060 |
80.058 |
6.002 |
7.0% |
0.159 |
0.2% |
97% |
True |
False |
36 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.399 |
2.618 |
86.885 |
1.618 |
86.570 |
1.000 |
86.375 |
0.618 |
86.255 |
HIGH |
86.060 |
0.618 |
85.940 |
0.500 |
85.903 |
0.382 |
85.865 |
LOW |
85.745 |
0.618 |
85.550 |
1.000 |
85.430 |
1.618 |
85.235 |
2.618 |
84.920 |
4.250 |
84.406 |
|
|
Fisher Pivots for day following 29-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
85.903 |
85.818 |
PP |
85.895 |
85.756 |
S1 |
85.887 |
85.695 |
|