ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 01-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
85.905 |
86.275 |
0.370 |
0.4% |
84.945 |
High |
86.500 |
86.440 |
-0.060 |
-0.1% |
85.975 |
Low |
85.790 |
86.055 |
0.265 |
0.3% |
84.620 |
Close |
86.220 |
86.241 |
0.021 |
0.0% |
85.922 |
Range |
0.710 |
0.385 |
-0.325 |
-45.8% |
1.355 |
ATR |
0.397 |
0.396 |
-0.001 |
-0.2% |
0.000 |
Volume |
175 |
323 |
148 |
84.6% |
839 |
|
Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.400 |
87.206 |
86.453 |
|
R3 |
87.015 |
86.821 |
86.347 |
|
R2 |
86.630 |
86.630 |
86.312 |
|
R1 |
86.436 |
86.436 |
86.276 |
86.341 |
PP |
86.245 |
86.245 |
86.245 |
86.198 |
S1 |
86.051 |
86.051 |
86.206 |
85.956 |
S2 |
85.860 |
85.860 |
86.170 |
|
S3 |
85.475 |
85.666 |
86.135 |
|
S4 |
85.090 |
85.281 |
86.029 |
|
|
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 |
85.330 |
1.170 |
1.4% |
0.465 |
0.5% |
78% |
False |
False |
203 |
10 |
86.500 |
84.500 |
2.000 |
2.3% |
0.451 |
0.5% |
87% |
False |
False |
164 |
20 |
86.500 |
83.130 |
3.370 |
3.9% |
0.446 |
0.5% |
92% |
False |
False |
140 |
40 |
86.500 |
81.620 |
4.880 |
5.7% |
0.305 |
0.4% |
95% |
False |
False |
81 |
60 |
86.500 |
80.245 |
6.255 |
7.3% |
0.222 |
0.3% |
96% |
False |
False |
55 |
80 |
86.500 |
80.058 |
6.442 |
7.5% |
0.173 |
0.2% |
96% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.076 |
2.618 |
87.448 |
1.618 |
87.063 |
1.000 |
86.825 |
0.618 |
86.678 |
HIGH |
86.440 |
0.618 |
86.293 |
0.500 |
86.248 |
0.382 |
86.202 |
LOW |
86.055 |
0.618 |
85.817 |
1.000 |
85.670 |
1.618 |
85.432 |
2.618 |
85.047 |
4.250 |
84.419 |
|
|
Fisher Pivots for day following 01-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
86.248 |
86.202 |
PP |
86.245 |
86.162 |
S1 |
86.243 |
86.123 |
|