ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 21-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
87.960 |
87.875 |
-0.085 |
-0.1% |
87.810 |
High |
88.200 |
88.660 |
0.460 |
0.5% |
88.660 |
Low |
87.740 |
87.700 |
-0.040 |
0.0% |
87.425 |
Close |
87.855 |
88.593 |
0.738 |
0.8% |
88.593 |
Range |
0.460 |
0.960 |
0.500 |
108.7% |
1.235 |
ATR |
0.587 |
0.613 |
0.027 |
4.5% |
0.000 |
Volume |
366 |
557 |
191 |
52.2% |
3,739 |
|
Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.198 |
90.855 |
89.121 |
|
R3 |
90.238 |
89.895 |
88.857 |
|
R2 |
89.278 |
89.278 |
88.769 |
|
R1 |
88.935 |
88.935 |
88.681 |
89.107 |
PP |
88.318 |
88.318 |
88.318 |
88.403 |
S1 |
87.975 |
87.975 |
88.505 |
88.147 |
S2 |
87.358 |
87.358 |
88.417 |
|
S3 |
86.398 |
87.015 |
88.329 |
|
S4 |
85.438 |
86.055 |
88.065 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.931 |
91.497 |
89.272 |
|
R3 |
90.696 |
90.262 |
88.933 |
|
R2 |
89.461 |
89.461 |
88.819 |
|
R1 |
89.027 |
89.027 |
88.706 |
89.244 |
PP |
88.226 |
88.226 |
88.226 |
88.335 |
S1 |
87.792 |
87.792 |
88.480 |
88.009 |
S2 |
86.991 |
86.991 |
88.367 |
|
S3 |
85.756 |
86.557 |
88.253 |
|
S4 |
84.521 |
85.322 |
87.914 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.660 |
87.425 |
1.235 |
1.4% |
0.611 |
0.7% |
95% |
True |
False |
747 |
10 |
88.660 |
87.425 |
1.235 |
1.4% |
0.603 |
0.7% |
95% |
True |
False |
764 |
20 |
88.660 |
85.420 |
3.240 |
3.7% |
0.610 |
0.7% |
98% |
True |
False |
712 |
40 |
88.660 |
84.765 |
3.895 |
4.4% |
0.615 |
0.7% |
98% |
True |
False |
543 |
60 |
88.660 |
82.700 |
5.960 |
6.7% |
0.548 |
0.6% |
99% |
True |
False |
401 |
80 |
88.660 |
81.590 |
7.070 |
8.0% |
0.448 |
0.5% |
99% |
True |
False |
305 |
100 |
88.660 |
80.245 |
8.415 |
9.5% |
0.365 |
0.4% |
99% |
True |
False |
245 |
120 |
88.660 |
80.058 |
8.602 |
9.7% |
0.308 |
0.3% |
99% |
True |
False |
205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.740 |
2.618 |
91.173 |
1.618 |
90.213 |
1.000 |
89.620 |
0.618 |
89.253 |
HIGH |
88.660 |
0.618 |
88.293 |
0.500 |
88.180 |
0.382 |
88.067 |
LOW |
87.700 |
0.618 |
87.107 |
1.000 |
86.740 |
1.618 |
86.147 |
2.618 |
85.187 |
4.250 |
83.620 |
|
|
Fisher Pivots for day following 21-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
88.455 |
88.438 |
PP |
88.318 |
88.283 |
S1 |
88.180 |
88.128 |
|