ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 14-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
88.115 |
88.140 |
0.025 |
0.0% |
87.735 |
High |
88.125 |
88.550 |
0.425 |
0.5% |
88.550 |
Low |
87.890 |
87.640 |
-0.250 |
-0.3% |
87.480 |
Close |
87.940 |
87.781 |
-0.159 |
-0.2% |
87.781 |
Range |
0.235 |
0.910 |
0.675 |
287.2% |
1.070 |
ATR |
0.585 |
0.608 |
0.023 |
4.0% |
0.000 |
Volume |
455 |
325 |
-130 |
-28.6% |
3,910 |
|
Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.720 |
90.161 |
88.282 |
|
R3 |
89.810 |
89.251 |
88.031 |
|
R2 |
88.900 |
88.900 |
87.948 |
|
R1 |
88.341 |
88.341 |
87.864 |
88.166 |
PP |
87.990 |
87.990 |
87.990 |
87.903 |
S1 |
87.431 |
87.431 |
87.698 |
87.256 |
S2 |
87.080 |
87.080 |
87.614 |
|
S3 |
86.170 |
86.521 |
87.531 |
|
S4 |
85.260 |
85.611 |
87.281 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.147 |
90.534 |
88.370 |
|
R3 |
90.077 |
89.464 |
88.075 |
|
R2 |
89.007 |
89.007 |
87.977 |
|
R1 |
88.394 |
88.394 |
87.879 |
88.701 |
PP |
87.937 |
87.937 |
87.937 |
88.090 |
S1 |
87.324 |
87.324 |
87.683 |
87.631 |
S2 |
86.867 |
86.867 |
87.585 |
|
S3 |
85.797 |
86.254 |
87.487 |
|
S4 |
84.727 |
85.184 |
87.193 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.550 |
87.480 |
1.070 |
1.2% |
0.594 |
0.7% |
28% |
True |
False |
782 |
10 |
88.550 |
87.175 |
1.375 |
1.6% |
0.614 |
0.7% |
44% |
True |
False |
908 |
20 |
88.550 |
84.985 |
3.565 |
4.1% |
0.562 |
0.6% |
78% |
True |
False |
595 |
40 |
88.550 |
84.620 |
3.930 |
4.5% |
0.590 |
0.7% |
80% |
True |
False |
471 |
60 |
88.550 |
82.380 |
6.170 |
7.0% |
0.516 |
0.6% |
88% |
True |
False |
342 |
80 |
88.550 |
81.230 |
7.320 |
8.3% |
0.415 |
0.5% |
89% |
True |
False |
259 |
100 |
88.550 |
80.058 |
8.492 |
9.7% |
0.337 |
0.4% |
91% |
True |
False |
208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.418 |
2.618 |
90.932 |
1.618 |
90.022 |
1.000 |
89.460 |
0.618 |
89.112 |
HIGH |
88.550 |
0.618 |
88.202 |
0.500 |
88.095 |
0.382 |
87.988 |
LOW |
87.640 |
0.618 |
87.078 |
1.000 |
86.730 |
1.618 |
86.168 |
2.618 |
85.258 |
4.250 |
83.773 |
|
|
Fisher Pivots for day following 14-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
88.095 |
88.095 |
PP |
87.990 |
87.990 |
S1 |
87.886 |
87.886 |
|