ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 11-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
88.945 |
88.230 |
-0.715 |
-0.8% |
88.565 |
High |
89.070 |
89.050 |
-0.020 |
0.0% |
89.700 |
Low |
88.435 |
88.195 |
-0.240 |
-0.3% |
88.020 |
Close |
88.537 |
88.937 |
0.400 |
0.5% |
89.575 |
Range |
0.635 |
0.855 |
0.220 |
34.6% |
1.680 |
ATR |
0.680 |
0.693 |
0.012 |
1.8% |
0.000 |
Volume |
28,314 |
72,023 |
43,709 |
154.4% |
37,247 |
|
Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.292 |
90.970 |
89.407 |
|
R3 |
90.437 |
90.115 |
89.172 |
|
R2 |
89.582 |
89.582 |
89.094 |
|
R1 |
89.260 |
89.260 |
89.015 |
89.421 |
PP |
88.727 |
88.727 |
88.727 |
88.808 |
S1 |
88.405 |
88.405 |
88.859 |
88.566 |
S2 |
87.872 |
87.872 |
88.780 |
|
S3 |
87.017 |
87.550 |
88.702 |
|
S4 |
86.162 |
86.695 |
88.467 |
|
|
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 |
88.195 |
1.590 |
1.8% |
0.818 |
0.9% |
47% |
False |
True |
29,033 |
10 |
89.785 |
88.020 |
1.765 |
2.0% |
0.739 |
0.8% |
52% |
False |
False |
17,806 |
20 |
89.785 |
87.425 |
2.360 |
2.7% |
0.654 |
0.7% |
64% |
False |
False |
9,289 |
40 |
89.785 |
84.985 |
4.800 |
5.4% |
0.608 |
0.7% |
82% |
False |
False |
4,978 |
60 |
89.785 |
84.500 |
5.285 |
5.9% |
0.610 |
0.7% |
84% |
False |
False |
3,401 |
80 |
89.785 |
82.240 |
7.545 |
8.5% |
0.541 |
0.6% |
89% |
False |
False |
2,570 |
100 |
89.785 |
81.120 |
8.665 |
9.7% |
0.451 |
0.5% |
90% |
False |
False |
2,057 |
120 |
89.785 |
80.058 |
9.727 |
10.9% |
0.380 |
0.4% |
91% |
False |
False |
1,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.684 |
2.618 |
91.288 |
1.618 |
90.433 |
1.000 |
89.905 |
0.618 |
89.578 |
HIGH |
89.050 |
0.618 |
88.723 |
0.500 |
88.623 |
0.382 |
88.522 |
LOW |
88.195 |
0.618 |
87.667 |
1.000 |
87.340 |
1.618 |
86.812 |
2.618 |
85.957 |
4.250 |
84.561 |
|
|
Fisher Pivots for day following 11-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
88.832 |
88.912 |
PP |
88.727 |
88.887 |
S1 |
88.623 |
88.863 |
|