ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 24-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
87.875 |
88.700 |
0.825 |
0.9% |
87.810 |
High |
88.660 |
88.800 |
0.140 |
0.2% |
88.660 |
Low |
87.700 |
88.355 |
0.655 |
0.7% |
87.425 |
Close |
88.593 |
88.401 |
-0.192 |
-0.2% |
88.593 |
Range |
0.960 |
0.445 |
-0.515 |
-53.6% |
1.235 |
ATR |
0.613 |
0.601 |
-0.012 |
-2.0% |
0.000 |
Volume |
557 |
1,264 |
707 |
126.9% |
3,739 |
|
Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.854 |
89.572 |
88.646 |
|
R3 |
89.409 |
89.127 |
88.523 |
|
R2 |
88.964 |
88.964 |
88.483 |
|
R1 |
88.682 |
88.682 |
88.442 |
88.601 |
PP |
88.519 |
88.519 |
88.519 |
88.478 |
S1 |
88.237 |
88.237 |
88.360 |
88.156 |
S2 |
88.074 |
88.074 |
88.319 |
|
S3 |
87.629 |
87.792 |
88.279 |
|
S4 |
87.184 |
87.347 |
88.156 |
|
|
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 |
88.800 |
87.595 |
1.205 |
1.4% |
0.540 |
0.6% |
67% |
True |
False |
812 |
10 |
88.800 |
87.425 |
1.375 |
1.6% |
0.584 |
0.7% |
71% |
True |
False |
769 |
20 |
88.800 |
85.420 |
3.380 |
3.8% |
0.618 |
0.7% |
88% |
True |
False |
770 |
40 |
88.800 |
84.765 |
4.035 |
4.6% |
0.618 |
0.7% |
90% |
True |
False |
573 |
60 |
88.800 |
83.045 |
5.755 |
6.5% |
0.550 |
0.6% |
93% |
True |
False |
422 |
80 |
88.800 |
81.620 |
7.180 |
8.1% |
0.450 |
0.5% |
94% |
True |
False |
321 |
100 |
88.800 |
80.245 |
8.555 |
9.7% |
0.370 |
0.4% |
95% |
True |
False |
258 |
120 |
88.800 |
80.058 |
8.742 |
9.9% |
0.312 |
0.4% |
95% |
True |
False |
215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.691 |
2.618 |
89.965 |
1.618 |
89.520 |
1.000 |
89.245 |
0.618 |
89.075 |
HIGH |
88.800 |
0.618 |
88.630 |
0.500 |
88.578 |
0.382 |
88.525 |
LOW |
88.355 |
0.618 |
88.080 |
1.000 |
87.910 |
1.618 |
87.635 |
2.618 |
87.190 |
4.250 |
86.464 |
|
|
Fisher Pivots for day following 24-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
88.578 |
88.351 |
PP |
88.519 |
88.300 |
S1 |
88.460 |
88.250 |
|