ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 30-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
86.025 |
85.905 |
-0.120 |
-0.1% |
84.945 |
High |
86.060 |
86.500 |
0.440 |
0.5% |
85.975 |
Low |
85.745 |
85.790 |
0.045 |
0.1% |
84.620 |
Close |
85.879 |
86.220 |
0.341 |
0.4% |
85.922 |
Range |
0.315 |
0.710 |
0.395 |
125.4% |
1.355 |
ATR |
0.373 |
0.397 |
0.024 |
6.5% |
0.000 |
Volume |
63 |
175 |
112 |
177.8% |
839 |
|
Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.300 |
87.970 |
86.611 |
|
R3 |
87.590 |
87.260 |
86.415 |
|
R2 |
86.880 |
86.880 |
86.350 |
|
R1 |
86.550 |
86.550 |
86.285 |
86.715 |
PP |
86.170 |
86.170 |
86.170 |
86.253 |
S1 |
85.840 |
85.840 |
86.155 |
86.005 |
S2 |
85.460 |
85.460 |
86.090 |
|
S3 |
84.750 |
85.130 |
86.025 |
|
S4 |
84.040 |
84.420 |
85.830 |
|
|
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 |
86.500 |
84.875 |
1.625 |
1.9% |
0.478 |
0.6% |
83% |
True |
False |
153 |
10 |
86.500 |
84.295 |
2.205 |
2.6% |
0.479 |
0.6% |
87% |
True |
False |
140 |
20 |
86.500 |
83.095 |
3.405 |
3.9% |
0.437 |
0.5% |
92% |
True |
False |
126 |
40 |
86.500 |
81.620 |
4.880 |
5.7% |
0.299 |
0.3% |
94% |
True |
False |
73 |
60 |
86.500 |
80.245 |
6.255 |
7.3% |
0.216 |
0.3% |
96% |
True |
False |
50 |
80 |
86.500 |
80.058 |
6.442 |
7.5% |
0.168 |
0.2% |
96% |
True |
False |
38 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.518 |
2.618 |
88.359 |
1.618 |
87.649 |
1.000 |
87.210 |
0.618 |
86.939 |
HIGH |
86.500 |
0.618 |
86.229 |
0.500 |
86.145 |
0.382 |
86.061 |
LOW |
85.790 |
0.618 |
85.351 |
1.000 |
85.080 |
1.618 |
84.641 |
2.618 |
83.931 |
4.250 |
82.773 |
|
|
Fisher Pivots for day following 30-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
86.195 |
86.142 |
PP |
86.170 |
86.063 |
S1 |
86.145 |
85.985 |
|