ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 03-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
86.250 |
87.130 |
0.880 |
1.0% |
85.800 |
High |
87.245 |
87.540 |
0.295 |
0.3% |
87.245 |
Low |
86.230 |
87.125 |
0.895 |
1.0% |
85.245 |
Close |
87.016 |
87.407 |
0.391 |
0.4% |
87.016 |
Range |
1.015 |
0.415 |
-0.600 |
-59.1% |
2.000 |
ATR |
0.623 |
0.616 |
-0.007 |
-1.1% |
0.000 |
Volume |
64,771 |
40,070 |
-24,701 |
-38.1% |
186,137 |
|
Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.602 |
88.420 |
87.635 |
|
R3 |
88.187 |
88.005 |
87.521 |
|
R2 |
87.772 |
87.772 |
87.483 |
|
R1 |
87.590 |
87.590 |
87.445 |
87.681 |
PP |
87.357 |
87.357 |
87.357 |
87.403 |
S1 |
87.175 |
87.175 |
87.369 |
87.266 |
S2 |
86.942 |
86.942 |
87.331 |
|
S3 |
86.527 |
86.760 |
87.293 |
|
S4 |
86.112 |
86.345 |
87.179 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.502 |
91.759 |
88.116 |
|
R3 |
90.502 |
89.759 |
87.566 |
|
R2 |
88.502 |
88.502 |
87.383 |
|
R1 |
87.759 |
87.759 |
87.199 |
88.131 |
PP |
86.502 |
86.502 |
86.502 |
86.688 |
S1 |
85.759 |
85.759 |
86.833 |
86.131 |
S2 |
84.502 |
84.502 |
86.649 |
|
S3 |
82.502 |
83.759 |
86.466 |
|
S4 |
80.502 |
81.759 |
85.916 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
87.540 |
85.245 |
2.295 |
2.6% |
0.657 |
0.8% |
94% |
True |
False |
40,793 |
10 |
87.540 |
84.795 |
2.745 |
3.1% |
0.554 |
0.6% |
95% |
True |
False |
33,813 |
20 |
87.540 |
84.525 |
3.015 |
3.4% |
0.643 |
0.7% |
96% |
True |
False |
39,371 |
40 |
87.540 |
84.005 |
3.535 |
4.0% |
0.588 |
0.7% |
96% |
True |
False |
37,748 |
60 |
87.540 |
81.500 |
6.040 |
6.9% |
0.498 |
0.6% |
98% |
True |
False |
25,878 |
80 |
87.540 |
80.250 |
7.290 |
8.3% |
0.426 |
0.5% |
98% |
True |
False |
19,467 |
100 |
87.540 |
79.885 |
7.655 |
8.8% |
0.382 |
0.4% |
98% |
True |
False |
15,591 |
120 |
87.540 |
79.885 |
7.655 |
8.8% |
0.344 |
0.4% |
98% |
True |
False |
13,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.304 |
2.618 |
88.626 |
1.618 |
88.211 |
1.000 |
87.955 |
0.618 |
87.796 |
HIGH |
87.540 |
0.618 |
87.381 |
0.500 |
87.333 |
0.382 |
87.284 |
LOW |
87.125 |
0.618 |
86.869 |
1.000 |
86.710 |
1.618 |
86.454 |
2.618 |
86.039 |
4.250 |
85.361 |
|
|
Fisher Pivots for day following 03-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
87.382 |
87.207 |
PP |
87.357 |
87.007 |
S1 |
87.333 |
86.808 |
|