ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 20-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
87.740 |
87.780 |
0.040 |
0.0% |
87.630 |
High |
87.850 |
88.010 |
0.160 |
0.2% |
88.365 |
Low |
87.365 |
87.540 |
0.175 |
0.2% |
87.210 |
Close |
87.711 |
87.667 |
-0.044 |
-0.1% |
87.593 |
Range |
0.485 |
0.470 |
-0.015 |
-3.1% |
1.155 |
ATR |
0.628 |
0.617 |
-0.011 |
-1.8% |
0.000 |
Volume |
45,973 |
38,420 |
-7,553 |
-16.4% |
173,153 |
|
Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.149 |
88.878 |
87.926 |
|
R3 |
88.679 |
88.408 |
87.796 |
|
R2 |
88.209 |
88.209 |
87.753 |
|
R1 |
87.938 |
87.938 |
87.710 |
87.839 |
PP |
87.739 |
87.739 |
87.739 |
87.689 |
S1 |
87.468 |
87.468 |
87.624 |
87.369 |
S2 |
87.269 |
87.269 |
87.581 |
|
S3 |
86.799 |
86.998 |
87.538 |
|
S4 |
86.329 |
86.528 |
87.409 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.188 |
90.545 |
88.228 |
|
R3 |
90.033 |
89.390 |
87.911 |
|
R2 |
88.878 |
88.878 |
87.805 |
|
R1 |
88.235 |
88.235 |
87.699 |
87.979 |
PP |
87.723 |
87.723 |
87.723 |
87.595 |
S1 |
87.080 |
87.080 |
87.487 |
86.824 |
S2 |
86.568 |
86.568 |
87.381 |
|
S3 |
85.413 |
85.925 |
87.275 |
|
S4 |
84.258 |
84.770 |
86.958 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.365 |
87.230 |
1.135 |
1.3% |
0.619 |
0.7% |
39% |
False |
False |
38,746 |
10 |
88.365 |
87.210 |
1.155 |
1.3% |
0.608 |
0.7% |
40% |
False |
False |
37,768 |
20 |
88.365 |
85.245 |
3.120 |
3.6% |
0.611 |
0.7% |
78% |
False |
False |
37,593 |
40 |
88.365 |
84.525 |
3.840 |
4.4% |
0.646 |
0.7% |
82% |
False |
False |
39,013 |
60 |
88.365 |
82.450 |
5.915 |
6.7% |
0.580 |
0.7% |
88% |
False |
False |
34,128 |
80 |
88.365 |
81.355 |
7.010 |
8.0% |
0.499 |
0.6% |
90% |
False |
False |
25,699 |
100 |
88.365 |
80.105 |
8.260 |
9.4% |
0.437 |
0.5% |
92% |
False |
False |
20,586 |
120 |
88.365 |
79.885 |
8.480 |
9.7% |
0.400 |
0.5% |
92% |
False |
False |
17,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.008 |
2.618 |
89.240 |
1.618 |
88.770 |
1.000 |
88.480 |
0.618 |
88.300 |
HIGH |
88.010 |
0.618 |
87.830 |
0.500 |
87.775 |
0.382 |
87.720 |
LOW |
87.540 |
0.618 |
87.250 |
1.000 |
87.070 |
1.618 |
86.780 |
2.618 |
86.310 |
4.250 |
85.543 |
|
|
Fisher Pivots for day following 20-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
87.775 |
87.688 |
PP |
87.739 |
87.681 |
S1 |
87.703 |
87.674 |
|