ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 06-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
87.270 |
87.785 |
0.515 |
0.6% |
85.950 |
High |
87.910 |
88.450 |
0.540 |
0.6% |
87.435 |
Low |
87.255 |
87.430 |
0.175 |
0.2% |
85.420 |
Close |
87.755 |
88.332 |
0.577 |
0.7% |
87.209 |
Range |
0.655 |
1.020 |
0.365 |
55.7% |
2.015 |
ATR |
0.571 |
0.603 |
0.032 |
5.6% |
0.000 |
Volume |
1,038 |
940 |
-98 |
-9.4% |
1,422 |
|
Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.131 |
90.751 |
88.893 |
|
R3 |
90.111 |
89.731 |
88.613 |
|
R2 |
89.091 |
89.091 |
88.519 |
|
R1 |
88.711 |
88.711 |
88.426 |
88.901 |
PP |
88.071 |
88.071 |
88.071 |
88.166 |
S1 |
87.691 |
87.691 |
88.239 |
87.881 |
S2 |
87.051 |
87.051 |
88.145 |
|
S3 |
86.031 |
86.671 |
88.052 |
|
S4 |
85.011 |
85.651 |
87.771 |
|
|
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 |
88.450 |
86.420 |
2.030 |
2.3% |
0.686 |
0.8% |
94% |
True |
False |
911 |
10 |
88.450 |
85.420 |
3.030 |
3.4% |
0.576 |
0.7% |
96% |
True |
False |
567 |
20 |
88.450 |
84.765 |
3.685 |
4.2% |
0.598 |
0.7% |
97% |
True |
False |
529 |
40 |
88.450 |
84.185 |
4.265 |
4.8% |
0.560 |
0.6% |
97% |
True |
False |
358 |
60 |
88.450 |
81.689 |
6.761 |
7.7% |
0.467 |
0.5% |
98% |
True |
False |
261 |
80 |
88.450 |
80.705 |
7.745 |
8.8% |
0.371 |
0.4% |
98% |
True |
False |
198 |
100 |
88.450 |
80.058 |
8.392 |
9.5% |
0.300 |
0.3% |
99% |
True |
False |
159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.785 |
2.618 |
91.120 |
1.618 |
90.100 |
1.000 |
89.470 |
0.618 |
89.080 |
HIGH |
88.450 |
0.618 |
88.060 |
0.500 |
87.940 |
0.382 |
87.820 |
LOW |
87.430 |
0.618 |
86.800 |
1.000 |
86.410 |
1.618 |
85.780 |
2.618 |
84.760 |
4.250 |
83.095 |
|
|
Fisher Pivots for day following 06-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
88.201 |
88.159 |
PP |
88.071 |
87.986 |
S1 |
87.940 |
87.813 |
|