ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 04-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
88.900 |
89.230 |
0.330 |
0.4% |
88.700 |
High |
89.300 |
89.435 |
0.135 |
0.2% |
88.800 |
Low |
88.870 |
88.440 |
-0.430 |
-0.5% |
87.760 |
Close |
89.245 |
88.953 |
-0.292 |
-0.3% |
88.601 |
Range |
0.430 |
0.995 |
0.565 |
131.4% |
1.040 |
ATR |
0.609 |
0.636 |
0.028 |
4.5% |
0.000 |
Volume |
8,160 |
10,628 |
2,468 |
30.2% |
3,989 |
|
Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.928 |
91.435 |
89.500 |
|
R3 |
90.933 |
90.440 |
89.227 |
|
R2 |
89.938 |
89.938 |
89.135 |
|
R1 |
89.445 |
89.445 |
89.044 |
89.194 |
PP |
88.943 |
88.943 |
88.943 |
88.817 |
S1 |
88.450 |
88.450 |
88.862 |
88.199 |
S2 |
87.948 |
87.948 |
88.771 |
|
S3 |
86.953 |
87.455 |
88.679 |
|
S4 |
85.958 |
86.460 |
88.406 |
|
|
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 |
89.435 |
88.020 |
1.415 |
1.6% |
0.660 |
0.7% |
66% |
True |
False |
6,580 |
10 |
89.435 |
87.700 |
1.735 |
2.0% |
0.622 |
0.7% |
72% |
True |
False |
3,703 |
20 |
89.435 |
87.425 |
2.010 |
2.3% |
0.630 |
0.7% |
76% |
True |
False |
2,286 |
40 |
89.435 |
84.765 |
4.670 |
5.2% |
0.605 |
0.7% |
90% |
True |
False |
1,391 |
60 |
89.435 |
84.185 |
5.250 |
5.9% |
0.570 |
0.6% |
91% |
True |
False |
986 |
80 |
89.435 |
81.689 |
7.746 |
8.7% |
0.496 |
0.6% |
94% |
True |
False |
756 |
100 |
89.435 |
80.705 |
8.730 |
9.8% |
0.413 |
0.5% |
94% |
True |
False |
606 |
120 |
89.435 |
80.058 |
9.377 |
10.5% |
0.347 |
0.4% |
95% |
True |
False |
505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.664 |
2.618 |
92.040 |
1.618 |
91.045 |
1.000 |
90.430 |
0.618 |
90.050 |
HIGH |
89.435 |
0.618 |
89.055 |
0.500 |
88.938 |
0.382 |
88.820 |
LOW |
88.440 |
0.618 |
87.825 |
1.000 |
87.445 |
1.618 |
86.830 |
2.618 |
85.835 |
4.250 |
84.211 |
|
|
Fisher Pivots for day following 04-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
88.948 |
88.910 |
PP |
88.943 |
88.866 |
S1 |
88.938 |
88.823 |
|