ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 05-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
89.230 |
88.860 |
-0.370 |
-0.4% |
88.565 |
High |
89.435 |
89.700 |
0.265 |
0.3% |
89.700 |
Low |
88.440 |
88.860 |
0.420 |
0.5% |
88.020 |
Close |
88.953 |
89.575 |
0.622 |
0.7% |
89.575 |
Range |
0.995 |
0.840 |
-0.155 |
-15.6% |
1.680 |
ATR |
0.636 |
0.651 |
0.015 |
2.3% |
0.000 |
Volume |
10,628 |
5,129 |
-5,499 |
-51.7% |
37,247 |
|
Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.898 |
91.577 |
90.037 |
|
R3 |
91.058 |
90.737 |
89.806 |
|
R2 |
90.218 |
90.218 |
89.729 |
|
R1 |
89.897 |
89.897 |
89.652 |
90.058 |
PP |
89.378 |
89.378 |
89.378 |
89.459 |
S1 |
89.057 |
89.057 |
89.498 |
89.218 |
S2 |
88.538 |
88.538 |
89.421 |
|
S3 |
87.698 |
88.217 |
89.344 |
|
S4 |
86.858 |
87.377 |
89.113 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.138 |
93.537 |
90.499 |
|
R3 |
92.458 |
91.857 |
90.037 |
|
R2 |
90.778 |
90.778 |
89.883 |
|
R1 |
90.177 |
90.177 |
89.729 |
90.478 |
PP |
89.098 |
89.098 |
89.098 |
89.249 |
S1 |
88.497 |
88.497 |
89.421 |
88.798 |
S2 |
87.418 |
87.418 |
89.267 |
|
S3 |
85.738 |
86.817 |
89.113 |
|
S4 |
84.058 |
85.137 |
88.651 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.700 |
88.020 |
1.680 |
1.9% |
0.739 |
0.8% |
93% |
True |
False |
7,449 |
10 |
89.700 |
87.700 |
2.000 |
2.2% |
0.660 |
0.7% |
94% |
True |
False |
4,179 |
20 |
89.700 |
87.425 |
2.275 |
2.5% |
0.621 |
0.7% |
95% |
True |
False |
2,495 |
40 |
89.700 |
84.765 |
4.935 |
5.5% |
0.609 |
0.7% |
97% |
True |
False |
1,512 |
60 |
89.700 |
84.185 |
5.515 |
6.2% |
0.580 |
0.6% |
98% |
True |
False |
1,071 |
80 |
89.700 |
81.689 |
8.011 |
8.9% |
0.505 |
0.6% |
98% |
True |
False |
820 |
100 |
89.700 |
80.705 |
8.995 |
10.0% |
0.421 |
0.5% |
99% |
True |
False |
657 |
120 |
89.700 |
80.058 |
9.642 |
10.8% |
0.354 |
0.4% |
99% |
True |
False |
548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.270 |
2.618 |
91.899 |
1.618 |
91.059 |
1.000 |
90.540 |
0.618 |
90.219 |
HIGH |
89.700 |
0.618 |
89.379 |
0.500 |
89.280 |
0.382 |
89.181 |
LOW |
88.860 |
0.618 |
88.341 |
1.000 |
88.020 |
1.618 |
87.501 |
2.618 |
86.661 |
4.250 |
85.290 |
|
|
Fisher Pivots for day following 05-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
89.477 |
89.407 |
PP |
89.378 |
89.238 |
S1 |
89.280 |
89.070 |
|