ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 08-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
88.860 |
89.620 |
0.760 |
0.9% |
88.565 |
High |
89.700 |
89.785 |
0.085 |
0.1% |
89.700 |
Low |
88.860 |
89.160 |
0.300 |
0.3% |
88.020 |
Close |
89.575 |
89.297 |
-0.278 |
-0.3% |
89.575 |
Range |
0.840 |
0.625 |
-0.215 |
-25.6% |
1.680 |
ATR |
0.651 |
0.649 |
-0.002 |
-0.3% |
0.000 |
Volume |
5,129 |
15,841 |
10,712 |
208.9% |
37,247 |
|
Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.289 |
90.918 |
89.641 |
|
R3 |
90.664 |
90.293 |
89.469 |
|
R2 |
90.039 |
90.039 |
89.412 |
|
R1 |
89.668 |
89.668 |
89.354 |
89.541 |
PP |
89.414 |
89.414 |
89.414 |
89.351 |
S1 |
89.043 |
89.043 |
89.240 |
88.916 |
S2 |
88.789 |
88.789 |
89.182 |
|
S3 |
88.164 |
88.418 |
89.125 |
|
S4 |
87.539 |
87.793 |
88.953 |
|
|
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 |
89.785 |
88.210 |
1.575 |
1.8% |
0.727 |
0.8% |
69% |
True |
False |
9,679 |
10 |
89.785 |
87.760 |
2.025 |
2.3% |
0.626 |
0.7% |
76% |
True |
False |
5,707 |
20 |
89.785 |
87.425 |
2.360 |
2.6% |
0.614 |
0.7% |
79% |
True |
False |
3,236 |
40 |
89.785 |
84.765 |
5.020 |
5.6% |
0.610 |
0.7% |
90% |
True |
False |
1,893 |
60 |
89.785 |
84.185 |
5.600 |
6.3% |
0.586 |
0.7% |
91% |
True |
False |
1,334 |
80 |
89.785 |
81.689 |
8.096 |
9.1% |
0.512 |
0.6% |
94% |
True |
False |
1,018 |
100 |
89.785 |
80.705 |
9.080 |
10.2% |
0.427 |
0.5% |
95% |
True |
False |
816 |
120 |
89.785 |
80.058 |
9.727 |
10.9% |
0.359 |
0.4% |
95% |
True |
False |
680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.441 |
2.618 |
91.421 |
1.618 |
90.796 |
1.000 |
90.410 |
0.618 |
90.171 |
HIGH |
89.785 |
0.618 |
89.546 |
0.500 |
89.473 |
0.382 |
89.399 |
LOW |
89.160 |
0.618 |
88.774 |
1.000 |
88.535 |
1.618 |
88.149 |
2.618 |
87.524 |
4.250 |
86.504 |
|
|
Fisher Pivots for day following 08-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
89.473 |
89.236 |
PP |
89.414 |
89.174 |
S1 |
89.356 |
89.113 |
|