ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 06-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
85.950 |
86.830 |
0.880 |
1.0% |
86.025 |
High |
87.030 |
86.985 |
-0.045 |
-0.1% |
87.030 |
Low |
85.950 |
85.925 |
-0.025 |
0.0% |
85.710 |
Close |
86.983 |
86.209 |
-0.774 |
-0.9% |
86.983 |
Range |
1.080 |
1.060 |
-0.020 |
-1.9% |
1.320 |
ATR |
0.462 |
0.504 |
0.043 |
9.3% |
0.000 |
Volume |
214 |
326 |
112 |
52.3% |
1,191 |
|
Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.553 |
88.941 |
86.792 |
|
R3 |
88.493 |
87.881 |
86.501 |
|
R2 |
87.433 |
87.433 |
86.403 |
|
R1 |
86.821 |
86.821 |
86.306 |
86.597 |
PP |
86.373 |
86.373 |
86.373 |
86.261 |
S1 |
85.761 |
85.761 |
86.112 |
85.537 |
S2 |
85.313 |
85.313 |
86.015 |
|
S3 |
84.253 |
84.701 |
85.918 |
|
S4 |
83.193 |
83.641 |
85.626 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.534 |
90.079 |
87.709 |
|
R3 |
89.214 |
88.759 |
87.346 |
|
R2 |
87.894 |
87.894 |
87.225 |
|
R1 |
87.439 |
87.439 |
87.104 |
87.667 |
PP |
86.574 |
86.574 |
86.574 |
86.688 |
S1 |
86.119 |
86.119 |
86.862 |
86.347 |
S2 |
85.254 |
85.254 |
86.741 |
|
S3 |
83.934 |
84.799 |
86.620 |
|
S4 |
82.614 |
83.479 |
86.257 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
87.030 |
85.710 |
1.320 |
1.5% |
0.734 |
0.9% |
38% |
False |
False |
290 |
10 |
87.030 |
84.620 |
2.410 |
2.8% |
0.574 |
0.7% |
66% |
False |
False |
219 |
20 |
87.030 |
84.185 |
2.845 |
3.3% |
0.473 |
0.5% |
71% |
False |
False |
179 |
40 |
87.030 |
81.689 |
5.341 |
6.2% |
0.358 |
0.4% |
85% |
False |
False |
104 |
60 |
87.030 |
80.470 |
6.560 |
7.6% |
0.265 |
0.3% |
87% |
False |
False |
71 |
80 |
87.030 |
80.058 |
6.972 |
8.1% |
0.203 |
0.2% |
88% |
False |
False |
54 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.490 |
2.618 |
89.760 |
1.618 |
88.700 |
1.000 |
88.045 |
0.618 |
87.640 |
HIGH |
86.985 |
0.618 |
86.580 |
0.500 |
86.455 |
0.382 |
86.330 |
LOW |
85.925 |
0.618 |
85.270 |
1.000 |
84.865 |
1.618 |
84.210 |
2.618 |
83.150 |
4.250 |
81.420 |
|
|
Fisher Pivots for day following 06-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
86.455 |
86.370 |
PP |
86.373 |
86.316 |
S1 |
86.291 |
86.263 |
|