ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 14-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
86.000 |
85.650 |
-0.350 |
-0.4% |
86.830 |
| High |
86.000 |
86.175 |
0.175 |
0.2% |
86.985 |
| Low |
85.425 |
85.570 |
0.145 |
0.2% |
85.195 |
| Close |
85.897 |
86.119 |
0.222 |
0.3% |
86.196 |
| Range |
0.575 |
0.605 |
0.030 |
5.2% |
1.790 |
| ATR |
0.550 |
0.554 |
0.004 |
0.7% |
0.000 |
| Volume |
388 |
204 |
-184 |
-47.4% |
1,896 |
|
| Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.770 |
87.549 |
86.452 |
|
| R3 |
87.165 |
86.944 |
86.285 |
|
| R2 |
86.560 |
86.560 |
86.230 |
|
| R1 |
86.339 |
86.339 |
86.174 |
86.450 |
| PP |
85.955 |
85.955 |
85.955 |
86.010 |
| S1 |
85.734 |
85.734 |
86.064 |
85.845 |
| S2 |
85.350 |
85.350 |
86.008 |
|
| S3 |
84.745 |
85.129 |
85.953 |
|
| S4 |
84.140 |
84.524 |
85.786 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.495 |
90.636 |
87.181 |
|
| R3 |
89.705 |
88.846 |
86.688 |
|
| R2 |
87.915 |
87.915 |
86.524 |
|
| R1 |
87.056 |
87.056 |
86.360 |
86.591 |
| PP |
86.125 |
86.125 |
86.125 |
85.893 |
| S1 |
85.266 |
85.266 |
86.032 |
84.801 |
| S2 |
84.335 |
84.335 |
85.868 |
|
| S3 |
82.545 |
83.476 |
85.704 |
|
| S4 |
80.755 |
81.686 |
85.212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.280 |
85.195 |
1.085 |
1.3% |
0.627 |
0.7% |
85% |
False |
False |
348 |
| 10 |
87.030 |
85.195 |
1.835 |
2.1% |
0.660 |
0.8% |
50% |
False |
False |
344 |
| 20 |
87.030 |
84.295 |
2.735 |
3.2% |
0.569 |
0.7% |
67% |
False |
False |
242 |
| 40 |
87.030 |
81.915 |
5.115 |
5.9% |
0.443 |
0.5% |
82% |
False |
False |
157 |
| 60 |
87.030 |
80.940 |
6.090 |
7.1% |
0.322 |
0.4% |
85% |
False |
False |
107 |
| 80 |
87.030 |
80.058 |
6.972 |
8.1% |
0.248 |
0.3% |
87% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.746 |
|
2.618 |
87.759 |
|
1.618 |
87.154 |
|
1.000 |
86.780 |
|
0.618 |
86.549 |
|
HIGH |
86.175 |
|
0.618 |
85.944 |
|
0.500 |
85.873 |
|
0.382 |
85.801 |
|
LOW |
85.570 |
|
0.618 |
85.196 |
|
1.000 |
84.965 |
|
1.618 |
84.591 |
|
2.618 |
83.986 |
|
4.250 |
82.999 |
|
|
| Fisher Pivots for day following 14-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
86.037 |
86.030 |
| PP |
85.955 |
85.941 |
| S1 |
85.873 |
85.853 |
|