ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 25-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
88.700 |
88.435 |
-0.265 |
-0.3% |
87.810 |
High |
88.800 |
88.590 |
-0.210 |
-0.2% |
88.660 |
Low |
88.355 |
88.060 |
-0.295 |
-0.3% |
87.425 |
Close |
88.401 |
88.155 |
-0.246 |
-0.3% |
88.593 |
Range |
0.445 |
0.530 |
0.085 |
19.1% |
1.235 |
ATR |
0.601 |
0.596 |
-0.005 |
-0.8% |
0.000 |
Volume |
1,264 |
940 |
-324 |
-25.6% |
3,739 |
|
Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.858 |
89.537 |
88.447 |
|
R3 |
89.328 |
89.007 |
88.301 |
|
R2 |
88.798 |
88.798 |
88.252 |
|
R1 |
88.477 |
88.477 |
88.204 |
88.373 |
PP |
88.268 |
88.268 |
88.268 |
88.216 |
S1 |
87.947 |
87.947 |
88.106 |
87.843 |
S2 |
87.738 |
87.738 |
88.058 |
|
S3 |
87.208 |
87.417 |
88.009 |
|
S4 |
86.678 |
86.887 |
87.864 |
|
|
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% |
0.567 |
0.6% |
46% |
False |
False |
804 |
10 |
88.800 |
87.425 |
1.375 |
1.6% |
0.566 |
0.6% |
53% |
False |
False |
738 |
20 |
88.800 |
85.420 |
3.380 |
3.8% |
0.624 |
0.7% |
81% |
False |
False |
809 |
40 |
88.800 |
84.765 |
4.035 |
4.6% |
0.614 |
0.7% |
84% |
False |
False |
592 |
60 |
88.800 |
83.095 |
5.705 |
6.5% |
0.555 |
0.6% |
89% |
False |
False |
437 |
80 |
88.800 |
81.620 |
7.180 |
8.1% |
0.456 |
0.5% |
91% |
False |
False |
333 |
100 |
88.800 |
80.245 |
8.555 |
9.7% |
0.375 |
0.4% |
92% |
False |
False |
267 |
120 |
88.800 |
80.058 |
8.742 |
9.9% |
0.316 |
0.4% |
93% |
False |
False |
223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.843 |
2.618 |
89.978 |
1.618 |
89.448 |
1.000 |
89.120 |
0.618 |
88.918 |
HIGH |
88.590 |
0.618 |
88.388 |
0.500 |
88.325 |
0.382 |
88.262 |
LOW |
88.060 |
0.618 |
87.732 |
1.000 |
87.530 |
1.618 |
87.202 |
2.618 |
86.672 |
4.250 |
85.808 |
|
|
Fisher Pivots for day following 25-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
88.325 |
88.250 |
PP |
88.268 |
88.218 |
S1 |
88.212 |
88.187 |
|