ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 09-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
89.620 |
89.470 |
-0.150 |
-0.2% |
88.565 |
High |
89.785 |
89.530 |
-0.255 |
-0.3% |
89.700 |
Low |
89.160 |
88.395 |
-0.765 |
-0.9% |
88.020 |
Close |
89.297 |
88.940 |
-0.357 |
-0.4% |
89.575 |
Range |
0.625 |
1.135 |
0.510 |
81.6% |
1.680 |
ATR |
0.649 |
0.684 |
0.035 |
5.3% |
0.000 |
Volume |
15,841 |
23,859 |
8,018 |
50.6% |
37,247 |
|
Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.360 |
91.785 |
89.564 |
|
R3 |
91.225 |
90.650 |
89.252 |
|
R2 |
90.090 |
90.090 |
89.148 |
|
R1 |
89.515 |
89.515 |
89.044 |
89.235 |
PP |
88.955 |
88.955 |
88.955 |
88.815 |
S1 |
88.380 |
88.380 |
88.836 |
88.100 |
S2 |
87.820 |
87.820 |
88.732 |
|
S3 |
86.685 |
87.245 |
88.628 |
|
S4 |
85.550 |
86.110 |
88.316 |
|
|
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 |
88.395 |
1.390 |
1.6% |
0.805 |
0.9% |
39% |
False |
True |
12,723 |
10 |
89.785 |
87.760 |
2.025 |
2.3% |
0.695 |
0.8% |
58% |
False |
False |
7,967 |
20 |
89.785 |
87.425 |
2.360 |
2.7% |
0.640 |
0.7% |
64% |
False |
False |
4,368 |
40 |
89.785 |
84.765 |
5.020 |
5.6% |
0.624 |
0.7% |
83% |
False |
False |
2,480 |
60 |
89.785 |
84.185 |
5.600 |
6.3% |
0.603 |
0.7% |
85% |
False |
False |
1,731 |
80 |
89.785 |
81.855 |
7.930 |
8.9% |
0.526 |
0.6% |
89% |
False |
False |
1,316 |
100 |
89.785 |
80.820 |
8.965 |
10.1% |
0.437 |
0.5% |
91% |
False |
False |
1,054 |
120 |
89.785 |
80.058 |
9.727 |
10.9% |
0.368 |
0.4% |
91% |
False |
False |
879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.354 |
2.618 |
92.501 |
1.618 |
91.366 |
1.000 |
90.665 |
0.618 |
90.231 |
HIGH |
89.530 |
0.618 |
89.096 |
0.500 |
88.963 |
0.382 |
88.829 |
LOW |
88.395 |
0.618 |
87.694 |
1.000 |
87.260 |
1.618 |
86.559 |
2.618 |
85.424 |
4.250 |
83.571 |
|
|
Fisher Pivots for day following 09-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
88.963 |
89.090 |
PP |
88.955 |
89.040 |
S1 |
88.948 |
88.990 |
|