ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 27-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
86.060 |
85.950 |
-0.110 |
-0.1% |
85.610 |
High |
86.140 |
85.975 |
-0.165 |
-0.2% |
86.185 |
Low |
85.800 |
85.680 |
-0.120 |
-0.1% |
84.985 |
Close |
85.996 |
85.746 |
-0.250 |
-0.3% |
85.996 |
Range |
0.340 |
0.295 |
-0.045 |
-13.2% |
1.200 |
ATR |
0.552 |
0.535 |
-0.017 |
-3.1% |
0.000 |
Volume |
110 |
94 |
-16 |
-14.5% |
1,401 |
|
Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.685 |
86.511 |
85.908 |
|
R3 |
86.390 |
86.216 |
85.827 |
|
R2 |
86.095 |
86.095 |
85.800 |
|
R1 |
85.921 |
85.921 |
85.773 |
85.861 |
PP |
85.800 |
85.800 |
85.800 |
85.770 |
S1 |
85.626 |
85.626 |
85.719 |
85.566 |
S2 |
85.505 |
85.505 |
85.692 |
|
S3 |
85.210 |
85.331 |
85.665 |
|
S4 |
84.915 |
85.036 |
85.584 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.322 |
88.859 |
86.656 |
|
R3 |
88.122 |
87.659 |
86.326 |
|
R2 |
86.922 |
86.922 |
86.216 |
|
R1 |
86.459 |
86.459 |
86.106 |
86.691 |
PP |
85.722 |
85.722 |
85.722 |
85.838 |
S1 |
85.259 |
85.259 |
85.886 |
85.491 |
S2 |
84.522 |
84.522 |
85.776 |
|
S3 |
83.322 |
84.059 |
85.666 |
|
S4 |
82.122 |
82.859 |
85.336 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
86.185 |
84.985 |
1.200 |
1.4% |
0.398 |
0.5% |
63% |
False |
False |
264 |
10 |
86.310 |
84.765 |
1.545 |
1.8% |
0.567 |
0.7% |
63% |
False |
False |
412 |
20 |
87.030 |
84.765 |
2.265 |
2.6% |
0.619 |
0.7% |
43% |
False |
False |
376 |
40 |
87.030 |
83.045 |
3.985 |
4.6% |
0.516 |
0.6% |
68% |
False |
False |
247 |
60 |
87.030 |
81.620 |
5.410 |
6.3% |
0.394 |
0.5% |
76% |
False |
False |
171 |
80 |
87.030 |
80.245 |
6.785 |
7.9% |
0.308 |
0.4% |
81% |
False |
False |
129 |
100 |
87.030 |
80.058 |
6.972 |
8.1% |
0.251 |
0.3% |
82% |
False |
False |
104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.229 |
2.618 |
86.747 |
1.618 |
86.452 |
1.000 |
86.270 |
0.618 |
86.157 |
HIGH |
85.975 |
0.618 |
85.862 |
0.500 |
85.828 |
0.382 |
85.793 |
LOW |
85.680 |
0.618 |
85.498 |
1.000 |
85.385 |
1.618 |
85.203 |
2.618 |
84.908 |
4.250 |
84.426 |
|
|
Fisher Pivots for day following 27-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
85.828 |
85.933 |
PP |
85.800 |
85.870 |
S1 |
85.773 |
85.808 |
|