ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 01-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
88.355 |
88.565 |
0.210 |
0.2% |
88.700 |
High |
88.640 |
88.705 |
0.065 |
0.1% |
88.800 |
Low |
88.195 |
88.020 |
-0.175 |
-0.2% |
87.760 |
Close |
88.601 |
88.190 |
-0.411 |
-0.5% |
88.601 |
Range |
0.445 |
0.685 |
0.240 |
53.9% |
1.040 |
ATR |
0.606 |
0.612 |
0.006 |
0.9% |
0.000 |
Volume |
783 |
4,690 |
3,907 |
499.0% |
3,989 |
|
Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.360 |
89.960 |
88.567 |
|
R3 |
89.675 |
89.275 |
88.378 |
|
R2 |
88.990 |
88.990 |
88.316 |
|
R1 |
88.590 |
88.590 |
88.253 |
88.448 |
PP |
88.305 |
88.305 |
88.305 |
88.234 |
S1 |
87.905 |
87.905 |
88.127 |
87.763 |
S2 |
87.620 |
87.620 |
88.064 |
|
S3 |
86.935 |
87.220 |
88.002 |
|
S4 |
86.250 |
86.535 |
87.813 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.507 |
91.094 |
89.173 |
|
R3 |
90.467 |
90.054 |
88.887 |
|
R2 |
89.427 |
89.427 |
88.792 |
|
R1 |
89.014 |
89.014 |
88.696 |
88.701 |
PP |
88.387 |
88.387 |
88.387 |
88.230 |
S1 |
87.974 |
87.974 |
88.506 |
87.661 |
S2 |
87.347 |
87.347 |
88.410 |
|
S3 |
86.307 |
86.934 |
88.315 |
|
S4 |
85.267 |
85.894 |
88.029 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.800 |
87.760 |
1.040 |
1.2% |
0.525 |
0.6% |
41% |
False |
False |
1,735 |
10 |
88.800 |
87.425 |
1.375 |
1.6% |
0.568 |
0.6% |
56% |
False |
False |
1,241 |
20 |
88.800 |
87.175 |
1.625 |
1.8% |
0.591 |
0.7% |
62% |
False |
False |
1,075 |
40 |
88.800 |
84.765 |
4.035 |
4.6% |
0.607 |
0.7% |
85% |
False |
False |
730 |
60 |
88.800 |
84.130 |
4.670 |
5.3% |
0.552 |
0.6% |
87% |
False |
False |
542 |
80 |
88.800 |
81.620 |
7.180 |
8.1% |
0.470 |
0.5% |
92% |
False |
False |
413 |
100 |
88.800 |
80.470 |
8.330 |
9.4% |
0.391 |
0.4% |
93% |
False |
False |
332 |
120 |
88.800 |
80.058 |
8.742 |
9.9% |
0.330 |
0.4% |
93% |
False |
False |
277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.616 |
2.618 |
90.498 |
1.618 |
89.813 |
1.000 |
89.390 |
0.618 |
89.128 |
HIGH |
88.705 |
0.618 |
88.443 |
0.500 |
88.363 |
0.382 |
88.282 |
LOW |
88.020 |
0.618 |
87.597 |
1.000 |
87.335 |
1.618 |
86.912 |
2.618 |
86.227 |
4.250 |
85.109 |
|
|
Fisher Pivots for day following 01-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
88.363 |
88.233 |
PP |
88.305 |
88.218 |
S1 |
88.248 |
88.204 |
|