ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 31-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
86.300 |
86.470 |
0.170 |
0.2% |
85.950 |
High |
86.700 |
87.435 |
0.735 |
0.8% |
87.435 |
Low |
86.275 |
86.420 |
0.145 |
0.2% |
85.420 |
Close |
86.402 |
87.209 |
0.807 |
0.9% |
87.209 |
Range |
0.425 |
1.015 |
0.590 |
138.8% |
2.015 |
ATR |
0.546 |
0.581 |
0.035 |
6.4% |
0.000 |
Volume |
601 |
409 |
-192 |
-31.9% |
1,422 |
|
Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.066 |
89.653 |
87.767 |
|
R3 |
89.051 |
88.638 |
87.488 |
|
R2 |
88.036 |
88.036 |
87.395 |
|
R1 |
87.623 |
87.623 |
87.302 |
87.830 |
PP |
87.021 |
87.021 |
87.021 |
87.125 |
S1 |
86.608 |
86.608 |
87.116 |
86.815 |
S2 |
86.006 |
86.006 |
87.023 |
|
S3 |
84.991 |
85.593 |
86.930 |
|
S4 |
83.976 |
84.578 |
86.651 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.733 |
91.986 |
88.317 |
|
R3 |
90.718 |
89.971 |
87.763 |
|
R2 |
88.703 |
88.703 |
87.578 |
|
R1 |
87.956 |
87.956 |
87.394 |
88.330 |
PP |
86.688 |
86.688 |
86.688 |
86.875 |
S1 |
85.941 |
85.941 |
87.024 |
86.315 |
S2 |
84.673 |
84.673 |
86.840 |
|
S3 |
82.658 |
83.926 |
86.655 |
|
S4 |
80.643 |
81.911 |
86.101 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
87.435 |
85.420 |
2.015 |
2.3% |
0.601 |
0.7% |
89% |
True |
False |
284 |
10 |
87.435 |
84.985 |
2.450 |
2.8% |
0.510 |
0.6% |
91% |
True |
False |
282 |
20 |
87.435 |
84.765 |
2.670 |
3.1% |
0.624 |
0.7% |
92% |
True |
False |
386 |
40 |
87.435 |
84.130 |
3.305 |
3.8% |
0.532 |
0.6% |
93% |
True |
False |
276 |
60 |
87.435 |
81.620 |
5.815 |
6.7% |
0.429 |
0.5% |
96% |
True |
False |
193 |
80 |
87.435 |
80.470 |
6.965 |
8.0% |
0.341 |
0.4% |
97% |
True |
False |
146 |
100 |
87.435 |
80.058 |
7.377 |
8.5% |
0.278 |
0.3% |
97% |
True |
False |
117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.749 |
2.618 |
90.092 |
1.618 |
89.077 |
1.000 |
88.450 |
0.618 |
88.062 |
HIGH |
87.435 |
0.618 |
87.047 |
0.500 |
86.928 |
0.382 |
86.808 |
LOW |
86.420 |
0.618 |
85.793 |
1.000 |
85.405 |
1.618 |
84.778 |
2.618 |
83.763 |
4.250 |
82.106 |
|
|
Fisher Pivots for day following 31-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
87.115 |
86.949 |
PP |
87.021 |
86.688 |
S1 |
86.928 |
86.428 |
|