ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 10-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
88.370 |
87.735 |
-0.635 |
-0.7% |
87.350 |
High |
88.505 |
88.110 |
-0.395 |
-0.4% |
88.505 |
Low |
87.750 |
87.480 |
-0.270 |
-0.3% |
87.175 |
Close |
87.919 |
88.101 |
0.182 |
0.2% |
87.919 |
Range |
0.755 |
0.630 |
-0.125 |
-16.6% |
1.330 |
ATR |
0.614 |
0.615 |
0.001 |
0.2% |
0.000 |
Volume |
1,028 |
1,220 |
192 |
18.7% |
5,175 |
|
Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.787 |
89.574 |
88.448 |
|
R3 |
89.157 |
88.944 |
88.274 |
|
R2 |
88.527 |
88.527 |
88.217 |
|
R1 |
88.314 |
88.314 |
88.159 |
88.421 |
PP |
87.897 |
87.897 |
87.897 |
87.950 |
S1 |
87.684 |
87.684 |
88.043 |
87.791 |
S2 |
87.267 |
87.267 |
87.986 |
|
S3 |
86.637 |
87.054 |
87.928 |
|
S4 |
86.007 |
86.424 |
87.755 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.856 |
91.218 |
88.651 |
|
R3 |
90.526 |
89.888 |
88.285 |
|
R2 |
89.196 |
89.196 |
88.163 |
|
R1 |
88.558 |
88.558 |
88.041 |
88.877 |
PP |
87.866 |
87.866 |
87.866 |
88.026 |
S1 |
87.228 |
87.228 |
87.797 |
87.547 |
S2 |
86.536 |
86.536 |
87.675 |
|
S3 |
85.206 |
85.898 |
87.553 |
|
S4 |
83.876 |
84.568 |
87.188 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.505 |
87.175 |
1.330 |
1.5% |
0.689 |
0.8% |
70% |
False |
False |
1,021 |
10 |
88.505 |
85.420 |
3.085 |
3.5% |
0.651 |
0.7% |
87% |
False |
False |
772 |
20 |
88.505 |
84.765 |
3.740 |
4.2% |
0.609 |
0.7% |
89% |
False |
False |
592 |
40 |
88.505 |
84.185 |
4.320 |
4.9% |
0.584 |
0.7% |
91% |
False |
False |
412 |
60 |
88.505 |
81.855 |
6.650 |
7.5% |
0.488 |
0.6% |
94% |
False |
False |
299 |
80 |
88.505 |
80.820 |
7.685 |
8.7% |
0.386 |
0.4% |
95% |
False |
False |
226 |
100 |
88.505 |
80.058 |
8.447 |
9.6% |
0.314 |
0.4% |
95% |
False |
False |
181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.788 |
2.618 |
89.759 |
1.618 |
89.129 |
1.000 |
88.740 |
0.618 |
88.499 |
HIGH |
88.110 |
0.618 |
87.869 |
0.500 |
87.795 |
0.382 |
87.721 |
LOW |
87.480 |
0.618 |
87.091 |
1.000 |
86.850 |
1.618 |
86.461 |
2.618 |
85.831 |
4.250 |
84.803 |
|
|
Fisher Pivots for day following 10-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
87.999 |
88.057 |
PP |
87.897 |
88.012 |
S1 |
87.795 |
87.968 |
|