ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 16-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
88.465 |
88.680 |
0.215 |
0.2% |
89.620 |
High |
88.870 |
88.735 |
-0.135 |
-0.2% |
89.785 |
Low |
88.365 |
87.830 |
-0.535 |
-0.6% |
88.195 |
Close |
88.682 |
88.297 |
-0.385 |
-0.4% |
88.595 |
Range |
0.505 |
0.905 |
0.400 |
79.2% |
1.590 |
ATR |
0.672 |
0.689 |
0.017 |
2.5% |
0.000 |
Volume |
37,802 |
56,867 |
19,065 |
50.4% |
182,871 |
|
Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.002 |
90.555 |
88.795 |
|
R3 |
90.097 |
89.650 |
88.546 |
|
R2 |
89.192 |
89.192 |
88.463 |
|
R1 |
88.745 |
88.745 |
88.380 |
88.516 |
PP |
88.287 |
88.287 |
88.287 |
88.173 |
S1 |
87.840 |
87.840 |
88.214 |
87.611 |
S2 |
87.382 |
87.382 |
88.131 |
|
S3 |
86.477 |
86.935 |
88.048 |
|
S4 |
85.572 |
86.030 |
87.799 |
|
|
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 |
89.070 |
87.830 |
1.240 |
1.4% |
0.691 |
0.8% |
38% |
False |
True |
47,568 |
10 |
89.785 |
87.830 |
1.955 |
2.2% |
0.748 |
0.8% |
24% |
False |
True |
30,145 |
20 |
89.785 |
87.595 |
2.190 |
2.5% |
0.655 |
0.7% |
32% |
False |
False |
16,078 |
40 |
89.785 |
84.985 |
4.800 |
5.4% |
0.619 |
0.7% |
69% |
False |
False |
8,356 |
60 |
89.785 |
84.620 |
5.165 |
5.8% |
0.620 |
0.7% |
71% |
False |
False |
5,686 |
80 |
89.785 |
82.575 |
7.210 |
8.2% |
0.557 |
0.6% |
79% |
False |
False |
4,288 |
100 |
89.785 |
81.330 |
8.455 |
9.6% |
0.469 |
0.5% |
82% |
False |
False |
3,432 |
120 |
89.785 |
80.058 |
9.727 |
11.0% |
0.397 |
0.4% |
85% |
False |
False |
2,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.581 |
2.618 |
91.104 |
1.618 |
90.199 |
1.000 |
89.640 |
0.618 |
89.294 |
HIGH |
88.735 |
0.618 |
88.389 |
0.500 |
88.283 |
0.382 |
88.176 |
LOW |
87.830 |
0.618 |
87.271 |
1.000 |
86.925 |
1.618 |
86.366 |
2.618 |
85.461 |
4.250 |
83.984 |
|
|
Fisher Pivots for day following 16-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
88.292 |
88.368 |
PP |
88.287 |
88.344 |
S1 |
88.283 |
88.321 |
|