ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 15-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
88.825 |
88.465 |
-0.360 |
-0.4% |
89.620 |
High |
88.905 |
88.870 |
-0.035 |
0.0% |
89.785 |
Low |
88.350 |
88.365 |
0.015 |
0.0% |
88.195 |
Close |
88.595 |
88.682 |
0.087 |
0.1% |
88.595 |
Range |
0.555 |
0.505 |
-0.050 |
-9.0% |
1.590 |
ATR |
0.685 |
0.672 |
-0.013 |
-1.9% |
0.000 |
Volume |
42,834 |
37,802 |
-5,032 |
-11.7% |
182,871 |
|
Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.154 |
89.923 |
88.960 |
|
R3 |
89.649 |
89.418 |
88.821 |
|
R2 |
89.144 |
89.144 |
88.775 |
|
R1 |
88.913 |
88.913 |
88.728 |
89.029 |
PP |
88.639 |
88.639 |
88.639 |
88.697 |
S1 |
88.408 |
88.408 |
88.636 |
88.524 |
S2 |
88.134 |
88.134 |
88.589 |
|
S3 |
87.629 |
87.903 |
88.543 |
|
S4 |
87.124 |
87.398 |
88.404 |
|
|
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 |
89.530 |
88.195 |
1.335 |
1.5% |
0.737 |
0.8% |
36% |
False |
False |
40,966 |
10 |
89.785 |
88.195 |
1.590 |
1.8% |
0.732 |
0.8% |
31% |
False |
False |
25,323 |
20 |
89.785 |
87.425 |
2.360 |
2.7% |
0.650 |
0.7% |
53% |
False |
False |
13,282 |
40 |
89.785 |
84.985 |
4.800 |
5.4% |
0.606 |
0.7% |
77% |
False |
False |
6,938 |
60 |
89.785 |
84.620 |
5.165 |
5.8% |
0.610 |
0.7% |
79% |
False |
False |
4,741 |
80 |
89.785 |
82.380 |
7.405 |
8.4% |
0.549 |
0.6% |
85% |
False |
False |
3,577 |
100 |
89.785 |
81.230 |
8.555 |
9.6% |
0.462 |
0.5% |
87% |
False |
False |
2,864 |
120 |
89.785 |
80.058 |
9.727 |
11.0% |
0.389 |
0.4% |
89% |
False |
False |
2,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.016 |
2.618 |
90.192 |
1.618 |
89.687 |
1.000 |
89.375 |
0.618 |
89.182 |
HIGH |
88.870 |
0.618 |
88.677 |
0.500 |
88.618 |
0.382 |
88.558 |
LOW |
88.365 |
0.618 |
88.053 |
1.000 |
87.860 |
1.618 |
87.548 |
2.618 |
87.043 |
4.250 |
86.219 |
|
|
Fisher Pivots for day following 15-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
88.661 |
88.662 |
PP |
88.639 |
88.642 |
S1 |
88.618 |
88.623 |
|