ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 20-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
85.250 |
85.610 |
0.360 |
0.4% |
86.000 |
High |
85.540 |
85.645 |
0.105 |
0.1% |
86.310 |
Low |
85.080 |
85.250 |
0.170 |
0.2% |
84.765 |
Close |
85.398 |
85.216 |
-0.182 |
-0.2% |
85.398 |
Range |
0.460 |
0.395 |
-0.065 |
-14.1% |
1.545 |
ATR |
0.616 |
0.601 |
-0.016 |
-2.6% |
0.000 |
Volume |
708 |
173 |
-535 |
-75.6% |
3,017 |
|
Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.555 |
86.281 |
85.433 |
|
R3 |
86.160 |
85.886 |
85.325 |
|
R2 |
85.765 |
85.765 |
85.288 |
|
R1 |
85.491 |
85.491 |
85.252 |
85.431 |
PP |
85.370 |
85.370 |
85.370 |
85.340 |
S1 |
85.096 |
85.096 |
85.180 |
85.036 |
S2 |
84.975 |
84.975 |
85.144 |
|
S3 |
84.580 |
84.701 |
85.107 |
|
S4 |
84.185 |
84.306 |
84.999 |
|
|
Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.126 |
89.307 |
86.248 |
|
R3 |
88.581 |
87.762 |
85.823 |
|
R2 |
87.036 |
87.036 |
85.681 |
|
R1 |
86.217 |
86.217 |
85.540 |
85.854 |
PP |
85.491 |
85.491 |
85.491 |
85.310 |
S1 |
84.672 |
84.672 |
85.256 |
84.309 |
S2 |
83.946 |
83.946 |
85.115 |
|
S3 |
82.401 |
83.127 |
84.973 |
|
S4 |
80.856 |
81.582 |
84.548 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
86.310 |
84.765 |
1.545 |
1.8% |
0.736 |
0.9% |
29% |
False |
False |
560 |
10 |
86.365 |
84.765 |
1.600 |
1.9% |
0.672 |
0.8% |
28% |
False |
False |
476 |
20 |
87.030 |
84.620 |
2.410 |
2.8% |
0.623 |
0.7% |
25% |
False |
False |
347 |
40 |
87.030 |
82.575 |
4.455 |
5.2% |
0.495 |
0.6% |
59% |
False |
False |
220 |
60 |
87.030 |
81.330 |
5.700 |
6.7% |
0.370 |
0.4% |
68% |
False |
False |
150 |
80 |
87.030 |
80.058 |
6.972 |
8.2% |
0.286 |
0.3% |
74% |
False |
False |
113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.324 |
2.618 |
86.679 |
1.618 |
86.284 |
1.000 |
86.040 |
0.618 |
85.889 |
HIGH |
85.645 |
0.618 |
85.494 |
0.500 |
85.448 |
0.382 |
85.401 |
LOW |
85.250 |
0.618 |
85.006 |
1.000 |
84.855 |
1.618 |
84.611 |
2.618 |
84.216 |
4.250 |
83.571 |
|
|
Fisher Pivots for day following 20-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
85.448 |
85.363 |
PP |
85.370 |
85.314 |
S1 |
85.293 |
85.265 |
|