ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 02-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
88.565 |
88.210 |
-0.355 |
-0.4% |
88.700 |
High |
88.705 |
88.955 |
0.250 |
0.3% |
88.800 |
Low |
88.020 |
88.210 |
0.190 |
0.2% |
87.760 |
Close |
88.190 |
88.931 |
0.741 |
0.8% |
88.601 |
Range |
0.685 |
0.745 |
0.060 |
8.8% |
1.040 |
ATR |
0.612 |
0.623 |
0.011 |
1.8% |
0.000 |
Volume |
4,690 |
8,640 |
3,950 |
84.2% |
3,989 |
|
Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.934 |
90.677 |
89.341 |
|
R3 |
90.189 |
89.932 |
89.136 |
|
R2 |
89.444 |
89.444 |
89.068 |
|
R1 |
89.187 |
89.187 |
88.999 |
89.316 |
PP |
88.699 |
88.699 |
88.699 |
88.763 |
S1 |
88.442 |
88.442 |
88.863 |
88.571 |
S2 |
87.954 |
87.954 |
88.794 |
|
S3 |
87.209 |
87.697 |
88.726 |
|
S4 |
86.464 |
86.952 |
88.521 |
|
|
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 |
88.955 |
87.760 |
1.195 |
1.3% |
0.585 |
0.7% |
98% |
True |
False |
3,211 |
10 |
88.955 |
87.595 |
1.360 |
1.5% |
0.563 |
0.6% |
98% |
True |
False |
2,011 |
20 |
88.955 |
87.175 |
1.780 |
2.0% |
0.611 |
0.7% |
99% |
True |
False |
1,442 |
40 |
88.955 |
84.765 |
4.190 |
4.7% |
0.600 |
0.7% |
99% |
True |
False |
938 |
60 |
88.955 |
84.185 |
4.770 |
5.4% |
0.557 |
0.6% |
99% |
True |
False |
685 |
80 |
88.955 |
81.689 |
7.266 |
8.2% |
0.479 |
0.5% |
100% |
True |
False |
521 |
100 |
88.955 |
80.470 |
8.485 |
9.5% |
0.399 |
0.4% |
100% |
True |
False |
418 |
120 |
88.955 |
80.058 |
8.897 |
10.0% |
0.335 |
0.4% |
100% |
True |
False |
349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.121 |
2.618 |
90.905 |
1.618 |
90.160 |
1.000 |
89.700 |
0.618 |
89.415 |
HIGH |
88.955 |
0.618 |
88.670 |
0.500 |
88.583 |
0.382 |
88.495 |
LOW |
88.210 |
0.618 |
87.750 |
1.000 |
87.465 |
1.618 |
87.005 |
2.618 |
86.260 |
4.250 |
85.044 |
|
|
Fisher Pivots for day following 02-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
88.815 |
88.783 |
PP |
88.699 |
88.635 |
S1 |
88.583 |
88.488 |
|