ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 05-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
87.545 |
87.270 |
-0.275 |
-0.3% |
85.950 |
High |
87.560 |
87.910 |
0.350 |
0.4% |
87.435 |
Low |
87.175 |
87.255 |
0.080 |
0.1% |
85.420 |
Close |
87.285 |
87.755 |
0.470 |
0.5% |
87.209 |
Range |
0.385 |
0.655 |
0.270 |
70.1% |
2.015 |
ATR |
0.564 |
0.571 |
0.006 |
1.1% |
0.000 |
Volume |
881 |
1,038 |
157 |
17.8% |
1,422 |
|
Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.605 |
89.335 |
88.115 |
|
R3 |
88.950 |
88.680 |
87.935 |
|
R2 |
88.295 |
88.295 |
87.875 |
|
R1 |
88.025 |
88.025 |
87.815 |
88.160 |
PP |
87.640 |
87.640 |
87.640 |
87.708 |
S1 |
87.370 |
87.370 |
87.695 |
87.505 |
S2 |
86.985 |
86.985 |
87.635 |
|
S3 |
86.330 |
86.715 |
87.575 |
|
S4 |
85.675 |
86.060 |
87.395 |
|
|
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 |
87.910 |
86.275 |
1.635 |
1.9% |
0.567 |
0.6% |
91% |
True |
False |
843 |
10 |
87.910 |
85.420 |
2.490 |
2.8% |
0.493 |
0.6% |
94% |
True |
False |
520 |
20 |
87.910 |
84.765 |
3.145 |
3.6% |
0.581 |
0.7% |
95% |
True |
False |
496 |
40 |
87.910 |
84.185 |
3.725 |
4.2% |
0.540 |
0.6% |
96% |
True |
False |
336 |
60 |
87.910 |
81.689 |
6.221 |
7.1% |
0.452 |
0.5% |
98% |
True |
False |
246 |
80 |
87.910 |
80.705 |
7.205 |
8.2% |
0.358 |
0.4% |
98% |
True |
False |
186 |
100 |
87.910 |
80.058 |
7.852 |
8.9% |
0.290 |
0.3% |
98% |
True |
False |
149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.694 |
2.618 |
89.625 |
1.618 |
88.970 |
1.000 |
88.565 |
0.618 |
88.315 |
HIGH |
87.910 |
0.618 |
87.660 |
0.500 |
87.583 |
0.382 |
87.505 |
LOW |
87.255 |
0.618 |
86.850 |
1.000 |
86.600 |
1.618 |
86.195 |
2.618 |
85.540 |
4.250 |
84.471 |
|
|
Fisher Pivots for day following 05-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
87.698 |
87.684 |
PP |
87.640 |
87.613 |
S1 |
87.583 |
87.543 |
|