ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 12-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
88.230 |
88.825 |
0.595 |
0.7% |
89.620 |
High |
89.050 |
88.905 |
-0.145 |
-0.2% |
89.785 |
Low |
88.195 |
88.350 |
0.155 |
0.2% |
88.195 |
Close |
88.937 |
88.595 |
-0.342 |
-0.4% |
88.595 |
Range |
0.855 |
0.555 |
-0.300 |
-35.1% |
1.590 |
ATR |
0.693 |
0.685 |
-0.008 |
-1.1% |
0.000 |
Volume |
72,023 |
42,834 |
-29,189 |
-40.5% |
182,871 |
|
Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.282 |
89.993 |
88.900 |
|
R3 |
89.727 |
89.438 |
88.748 |
|
R2 |
89.172 |
89.172 |
88.697 |
|
R1 |
88.883 |
88.883 |
88.646 |
88.750 |
PP |
88.617 |
88.617 |
88.617 |
88.550 |
S1 |
88.328 |
88.328 |
88.544 |
88.195 |
S2 |
88.062 |
88.062 |
88.493 |
|
S3 |
87.507 |
87.773 |
88.442 |
|
S4 |
86.952 |
87.218 |
88.290 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.628 |
92.702 |
89.470 |
|
R3 |
92.038 |
91.112 |
89.032 |
|
R2 |
90.448 |
90.448 |
88.887 |
|
R1 |
89.522 |
89.522 |
88.741 |
89.190 |
PP |
88.858 |
88.858 |
88.858 |
88.693 |
S1 |
87.932 |
87.932 |
88.449 |
87.600 |
S2 |
87.268 |
87.268 |
88.304 |
|
S3 |
85.678 |
86.342 |
88.158 |
|
S4 |
84.088 |
84.752 |
87.721 |
|
|
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% |
0.761 |
0.9% |
25% |
False |
False |
36,574 |
10 |
89.785 |
88.020 |
1.765 |
2.0% |
0.750 |
0.8% |
33% |
False |
False |
22,011 |
20 |
89.785 |
87.425 |
2.360 |
2.7% |
0.670 |
0.8% |
50% |
False |
False |
11,408 |
40 |
89.785 |
84.985 |
4.800 |
5.4% |
0.605 |
0.7% |
75% |
False |
False |
6,011 |
60 |
89.785 |
84.500 |
5.285 |
6.0% |
0.610 |
0.7% |
77% |
False |
False |
4,115 |
80 |
89.785 |
82.380 |
7.405 |
8.4% |
0.545 |
0.6% |
84% |
False |
False |
3,105 |
100 |
89.785 |
81.165 |
8.620 |
9.7% |
0.457 |
0.5% |
86% |
False |
False |
2,486 |
120 |
89.785 |
80.058 |
9.727 |
11.0% |
0.385 |
0.4% |
88% |
False |
False |
2,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.264 |
2.618 |
90.358 |
1.618 |
89.803 |
1.000 |
89.460 |
0.618 |
89.248 |
HIGH |
88.905 |
0.618 |
88.693 |
0.500 |
88.628 |
0.382 |
88.562 |
LOW |
88.350 |
0.618 |
88.007 |
1.000 |
87.795 |
1.618 |
87.452 |
2.618 |
86.897 |
4.250 |
85.991 |
|
|
Fisher Pivots for day following 12-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
88.628 |
88.633 |
PP |
88.617 |
88.620 |
S1 |
88.606 |
88.608 |
|