ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 03-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
88.210 |
88.900 |
0.690 |
0.8% |
88.700 |
High |
88.955 |
89.300 |
0.345 |
0.4% |
88.800 |
Low |
88.210 |
88.870 |
0.660 |
0.7% |
87.760 |
Close |
88.931 |
89.245 |
0.314 |
0.4% |
88.601 |
Range |
0.745 |
0.430 |
-0.315 |
-42.3% |
1.040 |
ATR |
0.623 |
0.609 |
-0.014 |
-2.2% |
0.000 |
Volume |
8,640 |
8,160 |
-480 |
-5.6% |
3,989 |
|
Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.428 |
90.267 |
89.482 |
|
R3 |
89.998 |
89.837 |
89.363 |
|
R2 |
89.568 |
89.568 |
89.324 |
|
R1 |
89.407 |
89.407 |
89.284 |
89.488 |
PP |
89.138 |
89.138 |
89.138 |
89.179 |
S1 |
88.977 |
88.977 |
89.206 |
89.058 |
S2 |
88.708 |
88.708 |
89.166 |
|
S3 |
88.278 |
88.547 |
89.127 |
|
S4 |
87.848 |
88.117 |
89.009 |
|
|
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 |
89.300 |
87.760 |
1.540 |
1.7% |
0.565 |
0.6% |
96% |
True |
False |
4,655 |
10 |
89.300 |
87.595 |
1.705 |
1.9% |
0.566 |
0.6% |
97% |
True |
False |
2,729 |
20 |
89.300 |
87.255 |
2.045 |
2.3% |
0.613 |
0.7% |
97% |
True |
False |
1,806 |
40 |
89.300 |
84.765 |
4.535 |
5.1% |
0.598 |
0.7% |
99% |
True |
False |
1,132 |
60 |
89.300 |
84.185 |
5.115 |
5.7% |
0.558 |
0.6% |
99% |
True |
False |
809 |
80 |
89.300 |
81.689 |
7.611 |
8.5% |
0.484 |
0.5% |
99% |
True |
False |
623 |
100 |
89.300 |
80.644 |
8.656 |
9.7% |
0.403 |
0.5% |
99% |
True |
False |
500 |
120 |
89.300 |
80.058 |
9.242 |
10.4% |
0.338 |
0.4% |
99% |
True |
False |
417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.128 |
2.618 |
90.426 |
1.618 |
89.996 |
1.000 |
89.730 |
0.618 |
89.566 |
HIGH |
89.300 |
0.618 |
89.136 |
0.500 |
89.085 |
0.382 |
89.034 |
LOW |
88.870 |
0.618 |
88.604 |
1.000 |
88.440 |
1.618 |
88.174 |
2.618 |
87.744 |
4.250 |
87.043 |
|
|
Fisher Pivots for day following 03-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
89.192 |
89.050 |
PP |
89.138 |
88.855 |
S1 |
89.085 |
88.660 |
|