ICE US Dollar Index Future March 2015
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 |
86.470 |
87.350 |
0.880 |
1.0% |
85.950 |
High |
87.435 |
87.705 |
0.270 |
0.3% |
87.435 |
Low |
86.420 |
87.350 |
0.930 |
1.1% |
85.420 |
Close |
87.209 |
87.597 |
0.388 |
0.4% |
87.209 |
Range |
1.015 |
0.355 |
-0.660 |
-65.0% |
2.015 |
ATR |
0.581 |
0.575 |
-0.006 |
-1.0% |
0.000 |
Volume |
409 |
1,288 |
879 |
214.9% |
1,422 |
|
Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.616 |
88.461 |
87.792 |
|
R3 |
88.261 |
88.106 |
87.695 |
|
R2 |
87.906 |
87.906 |
87.662 |
|
R1 |
87.751 |
87.751 |
87.630 |
87.829 |
PP |
87.551 |
87.551 |
87.551 |
87.589 |
S1 |
87.396 |
87.396 |
87.564 |
87.474 |
S2 |
87.196 |
87.196 |
87.532 |
|
S3 |
86.841 |
87.041 |
87.499 |
|
S4 |
86.486 |
86.686 |
87.402 |
|
|
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 |
87.705 |
85.420 |
2.285 |
2.6% |
0.613 |
0.7% |
95% |
True |
False |
523 |
10 |
87.705 |
84.985 |
2.720 |
3.1% |
0.506 |
0.6% |
96% |
True |
False |
393 |
20 |
87.705 |
84.765 |
2.940 |
3.4% |
0.589 |
0.7% |
96% |
True |
False |
434 |
40 |
87.705 |
84.185 |
3.520 |
4.0% |
0.531 |
0.6% |
97% |
True |
False |
307 |
60 |
87.705 |
81.689 |
6.016 |
6.9% |
0.435 |
0.5% |
98% |
True |
False |
214 |
80 |
87.705 |
80.470 |
7.235 |
8.3% |
0.346 |
0.4% |
99% |
True |
False |
162 |
100 |
87.705 |
80.058 |
7.647 |
8.7% |
0.280 |
0.3% |
99% |
True |
False |
130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.214 |
2.618 |
88.634 |
1.618 |
88.279 |
1.000 |
88.060 |
0.618 |
87.924 |
HIGH |
87.705 |
0.618 |
87.569 |
0.500 |
87.528 |
0.382 |
87.486 |
LOW |
87.350 |
0.618 |
87.131 |
1.000 |
86.995 |
1.618 |
86.776 |
2.618 |
86.421 |
4.250 |
85.841 |
|
|
Fisher Pivots for day following 03-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
87.574 |
87.395 |
PP |
87.551 |
87.192 |
S1 |
87.528 |
86.990 |
|