ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 04-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
87.350 |
87.545 |
0.195 |
0.2% |
85.950 |
High |
87.705 |
87.560 |
-0.145 |
-0.2% |
87.435 |
Low |
87.350 |
87.175 |
-0.175 |
-0.2% |
85.420 |
Close |
87.597 |
87.285 |
-0.312 |
-0.4% |
87.209 |
Range |
0.355 |
0.385 |
0.030 |
8.5% |
2.015 |
ATR |
0.575 |
0.564 |
-0.011 |
-1.9% |
0.000 |
Volume |
1,288 |
881 |
-407 |
-31.6% |
1,422 |
|
Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.495 |
88.275 |
87.497 |
|
R3 |
88.110 |
87.890 |
87.391 |
|
R2 |
87.725 |
87.725 |
87.356 |
|
R1 |
87.505 |
87.505 |
87.320 |
87.423 |
PP |
87.340 |
87.340 |
87.340 |
87.299 |
S1 |
87.120 |
87.120 |
87.250 |
87.038 |
S2 |
86.955 |
86.955 |
87.214 |
|
S3 |
86.570 |
86.735 |
87.179 |
|
S4 |
86.185 |
86.350 |
87.073 |
|
|
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% |
0.610 |
0.7% |
82% |
False |
False |
665 |
10 |
87.705 |
85.420 |
2.285 |
2.6% |
0.480 |
0.5% |
82% |
False |
False |
438 |
20 |
87.705 |
84.765 |
2.940 |
3.4% |
0.583 |
0.7% |
86% |
False |
False |
458 |
40 |
87.705 |
84.185 |
3.520 |
4.0% |
0.530 |
0.6% |
88% |
False |
False |
311 |
60 |
87.705 |
81.689 |
6.016 |
6.9% |
0.441 |
0.5% |
93% |
False |
False |
229 |
80 |
87.705 |
80.644 |
7.061 |
8.1% |
0.350 |
0.4% |
94% |
False |
False |
173 |
100 |
87.705 |
80.058 |
7.647 |
8.8% |
0.284 |
0.3% |
95% |
False |
False |
139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.196 |
2.618 |
88.568 |
1.618 |
88.183 |
1.000 |
87.945 |
0.618 |
87.798 |
HIGH |
87.560 |
0.618 |
87.413 |
0.500 |
87.368 |
0.382 |
87.322 |
LOW |
87.175 |
0.618 |
86.937 |
1.000 |
86.790 |
1.618 |
86.552 |
2.618 |
86.167 |
4.250 |
85.539 |
|
|
Fisher Pivots for day following 04-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
87.368 |
87.211 |
PP |
87.340 |
87.137 |
S1 |
87.313 |
87.063 |
|