ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 26-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
88.435 |
88.110 |
-0.325 |
-0.4% |
87.810 |
High |
88.590 |
88.280 |
-0.310 |
-0.3% |
88.660 |
Low |
88.060 |
87.760 |
-0.300 |
-0.3% |
87.425 |
Close |
88.155 |
87.837 |
-0.318 |
-0.4% |
88.593 |
Range |
0.530 |
0.520 |
-0.010 |
-1.9% |
1.235 |
ATR |
0.596 |
0.591 |
-0.005 |
-0.9% |
0.000 |
Volume |
940 |
1,002 |
62 |
6.6% |
3,739 |
|
Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.519 |
89.198 |
88.123 |
|
R3 |
88.999 |
88.678 |
87.980 |
|
R2 |
88.479 |
88.479 |
87.932 |
|
R1 |
88.158 |
88.158 |
87.885 |
88.059 |
PP |
87.959 |
87.959 |
87.959 |
87.909 |
S1 |
87.638 |
87.638 |
87.789 |
87.539 |
S2 |
87.439 |
87.439 |
87.742 |
|
S3 |
86.919 |
87.118 |
87.694 |
|
S4 |
86.399 |
86.598 |
87.551 |
|
|
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 |
87.700 |
1.100 |
1.3% |
0.583 |
0.7% |
12% |
False |
False |
825 |
10 |
88.800 |
87.425 |
1.375 |
1.6% |
0.570 |
0.6% |
30% |
False |
False |
772 |
20 |
88.800 |
86.275 |
2.525 |
2.9% |
0.607 |
0.7% |
62% |
False |
False |
852 |
40 |
88.800 |
84.765 |
4.035 |
4.6% |
0.617 |
0.7% |
76% |
False |
False |
609 |
60 |
88.800 |
83.130 |
5.670 |
6.5% |
0.560 |
0.6% |
83% |
False |
False |
453 |
80 |
88.800 |
81.620 |
7.180 |
8.2% |
0.461 |
0.5% |
87% |
False |
False |
345 |
100 |
88.800 |
80.245 |
8.555 |
9.7% |
0.380 |
0.4% |
89% |
False |
False |
277 |
120 |
88.800 |
80.058 |
8.742 |
10.0% |
0.321 |
0.4% |
89% |
False |
False |
231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.490 |
2.618 |
89.641 |
1.618 |
89.121 |
1.000 |
88.800 |
0.618 |
88.601 |
HIGH |
88.280 |
0.618 |
88.081 |
0.500 |
88.020 |
0.382 |
87.959 |
LOW |
87.760 |
0.618 |
87.439 |
1.000 |
87.240 |
1.618 |
86.919 |
2.618 |
86.399 |
4.250 |
85.550 |
|
|
Fisher Pivots for day following 26-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
88.020 |
88.280 |
PP |
87.959 |
88.132 |
S1 |
87.898 |
87.985 |
|