ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
86.205 |
85.205 |
-1.000 |
-1.2% |
86.830 |
| High |
86.310 |
85.700 |
-0.610 |
-0.7% |
86.985 |
| Low |
84.765 |
85.025 |
0.260 |
0.3% |
85.195 |
| Close |
85.426 |
85.224 |
-0.202 |
-0.2% |
86.196 |
| Range |
1.545 |
0.675 |
-0.870 |
-56.3% |
1.790 |
| ATR |
0.625 |
0.628 |
0.004 |
0.6% |
0.000 |
| Volume |
186 |
1,531 |
1,345 |
723.1% |
1,896 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.341 |
86.958 |
85.595 |
|
| R3 |
86.666 |
86.283 |
85.410 |
|
| R2 |
85.991 |
85.991 |
85.348 |
|
| R1 |
85.608 |
85.608 |
85.286 |
85.800 |
| PP |
85.316 |
85.316 |
85.316 |
85.412 |
| S1 |
84.933 |
84.933 |
85.162 |
85.125 |
| S2 |
84.641 |
84.641 |
85.100 |
|
| S3 |
83.966 |
84.258 |
85.038 |
|
| S4 |
83.291 |
83.583 |
84.853 |
|
|
| 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 |
86.310 |
84.765 |
1.545 |
1.8% |
0.798 |
0.9% |
30% |
False |
False |
583 |
| 10 |
87.030 |
84.765 |
2.265 |
2.7% |
0.800 |
0.9% |
20% |
False |
False |
441 |
| 20 |
87.030 |
84.500 |
2.530 |
3.0% |
0.622 |
0.7% |
29% |
False |
False |
322 |
| 40 |
87.030 |
82.380 |
4.650 |
5.5% |
0.485 |
0.6% |
61% |
False |
False |
198 |
| 60 |
87.030 |
81.165 |
5.865 |
6.9% |
0.358 |
0.4% |
69% |
False |
False |
136 |
| 80 |
87.030 |
80.058 |
6.972 |
8.2% |
0.275 |
0.3% |
74% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.569 |
|
2.618 |
87.467 |
|
1.618 |
86.792 |
|
1.000 |
86.375 |
|
0.618 |
86.117 |
|
HIGH |
85.700 |
|
0.618 |
85.442 |
|
0.500 |
85.363 |
|
0.382 |
85.283 |
|
LOW |
85.025 |
|
0.618 |
84.608 |
|
1.000 |
84.350 |
|
1.618 |
83.933 |
|
2.618 |
83.258 |
|
4.250 |
82.156 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
85.363 |
85.538 |
| PP |
85.316 |
85.433 |
| S1 |
85.270 |
85.329 |
|