ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 08-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
86.130 |
86.000 |
-0.130 |
-0.2% |
86.025 |
High |
86.365 |
86.190 |
-0.175 |
-0.2% |
87.030 |
Low |
85.860 |
85.495 |
-0.365 |
-0.4% |
85.710 |
Close |
85.943 |
85.575 |
-0.368 |
-0.4% |
86.983 |
Range |
0.505 |
0.695 |
0.190 |
37.6% |
1.320 |
ATR |
0.504 |
0.518 |
0.014 |
2.7% |
0.000 |
Volume |
418 |
264 |
-154 |
-36.8% |
1,191 |
|
Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.838 |
87.402 |
85.957 |
|
R3 |
87.143 |
86.707 |
85.766 |
|
R2 |
86.448 |
86.448 |
85.702 |
|
R1 |
86.012 |
86.012 |
85.639 |
85.883 |
PP |
85.753 |
85.753 |
85.753 |
85.689 |
S1 |
85.317 |
85.317 |
85.511 |
85.188 |
S2 |
85.058 |
85.058 |
85.448 |
|
S3 |
84.363 |
84.622 |
85.384 |
|
S4 |
83.668 |
83.927 |
85.193 |
|
|
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 |
85.495 |
1.535 |
1.8% |
0.755 |
0.9% |
5% |
False |
True |
327 |
10 |
87.030 |
85.330 |
1.700 |
2.0% |
0.610 |
0.7% |
14% |
False |
False |
265 |
20 |
87.030 |
84.185 |
2.845 |
3.3% |
0.500 |
0.6% |
49% |
False |
False |
176 |
40 |
87.030 |
81.689 |
5.341 |
6.2% |
0.387 |
0.5% |
73% |
False |
False |
121 |
60 |
87.030 |
80.705 |
6.325 |
7.4% |
0.284 |
0.3% |
77% |
False |
False |
82 |
80 |
87.030 |
80.058 |
6.972 |
8.1% |
0.218 |
0.3% |
79% |
False |
False |
63 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.144 |
2.618 |
88.010 |
1.618 |
87.315 |
1.000 |
86.885 |
0.618 |
86.620 |
HIGH |
86.190 |
0.618 |
85.925 |
0.500 |
85.843 |
0.382 |
85.760 |
LOW |
85.495 |
0.618 |
85.065 |
1.000 |
84.800 |
1.618 |
84.370 |
2.618 |
83.675 |
4.250 |
82.541 |
|
|
Fisher Pivots for day following 08-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
85.843 |
86.240 |
PP |
85.753 |
86.018 |
S1 |
85.664 |
85.797 |
|