ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 20-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
87.955 |
87.960 |
0.005 |
0.0% |
87.735 |
High |
88.035 |
88.200 |
0.165 |
0.2% |
88.550 |
Low |
87.595 |
87.740 |
0.145 |
0.2% |
87.480 |
Close |
87.899 |
87.855 |
-0.044 |
-0.1% |
87.781 |
Range |
0.440 |
0.460 |
0.020 |
4.5% |
1.070 |
ATR |
0.596 |
0.587 |
-0.010 |
-1.6% |
0.000 |
Volume |
896 |
366 |
-530 |
-59.2% |
3,910 |
|
Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.312 |
89.043 |
88.108 |
|
R3 |
88.852 |
88.583 |
87.982 |
|
R2 |
88.392 |
88.392 |
87.939 |
|
R1 |
88.123 |
88.123 |
87.897 |
88.028 |
PP |
87.932 |
87.932 |
87.932 |
87.884 |
S1 |
87.663 |
87.663 |
87.813 |
87.568 |
S2 |
87.472 |
87.472 |
87.771 |
|
S3 |
87.012 |
87.203 |
87.729 |
|
S4 |
86.552 |
86.743 |
87.602 |
|
|
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 |
87.425 |
1.125 |
1.3% |
0.601 |
0.7% |
38% |
False |
False |
701 |
10 |
88.550 |
87.425 |
1.125 |
1.3% |
0.582 |
0.7% |
38% |
False |
False |
812 |
20 |
88.550 |
85.420 |
3.130 |
3.6% |
0.579 |
0.7% |
78% |
False |
False |
689 |
40 |
88.550 |
84.765 |
3.785 |
4.3% |
0.604 |
0.7% |
82% |
False |
False |
535 |
60 |
88.550 |
82.575 |
5.975 |
6.8% |
0.536 |
0.6% |
88% |
False |
False |
392 |
80 |
88.550 |
81.590 |
6.960 |
7.9% |
0.437 |
0.5% |
90% |
False |
False |
298 |
100 |
88.550 |
80.245 |
8.305 |
9.5% |
0.357 |
0.4% |
92% |
False |
False |
239 |
120 |
88.550 |
80.058 |
8.492 |
9.7% |
0.300 |
0.3% |
92% |
False |
False |
200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.155 |
2.618 |
89.404 |
1.618 |
88.944 |
1.000 |
88.660 |
0.618 |
88.484 |
HIGH |
88.200 |
0.618 |
88.024 |
0.500 |
87.970 |
0.382 |
87.916 |
LOW |
87.740 |
0.618 |
87.456 |
1.000 |
87.280 |
1.618 |
86.996 |
2.618 |
86.536 |
4.250 |
85.785 |
|
|
Fisher Pivots for day following 20-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
87.970 |
87.898 |
PP |
87.932 |
87.883 |
S1 |
87.893 |
87.869 |
|