ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 17-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
88.680 |
88.190 |
-0.490 |
-0.6% |
89.620 |
High |
88.735 |
89.365 |
0.630 |
0.7% |
89.785 |
Low |
87.830 |
88.085 |
0.255 |
0.3% |
88.195 |
Close |
88.297 |
89.326 |
1.029 |
1.2% |
88.595 |
Range |
0.905 |
1.280 |
0.375 |
41.4% |
1.590 |
ATR |
0.689 |
0.731 |
0.042 |
6.1% |
0.000 |
Volume |
56,867 |
60,781 |
3,914 |
6.9% |
182,871 |
|
Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.765 |
92.326 |
90.030 |
|
R3 |
91.485 |
91.046 |
89.678 |
|
R2 |
90.205 |
90.205 |
89.561 |
|
R1 |
89.766 |
89.766 |
89.443 |
89.986 |
PP |
88.925 |
88.925 |
88.925 |
89.035 |
S1 |
88.486 |
88.486 |
89.209 |
88.706 |
S2 |
87.645 |
87.645 |
89.091 |
|
S3 |
86.365 |
87.206 |
88.974 |
|
S4 |
85.085 |
85.926 |
88.622 |
|
|
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 |
89.365 |
87.830 |
1.535 |
1.7% |
0.820 |
0.9% |
97% |
True |
False |
54,061 |
10 |
89.785 |
87.830 |
1.955 |
2.2% |
0.833 |
0.9% |
77% |
False |
False |
35,407 |
20 |
89.785 |
87.595 |
2.190 |
2.5% |
0.700 |
0.8% |
79% |
False |
False |
19,068 |
40 |
89.785 |
85.420 |
4.365 |
4.9% |
0.635 |
0.7% |
89% |
False |
False |
9,864 |
60 |
89.785 |
84.765 |
5.020 |
5.6% |
0.635 |
0.7% |
91% |
False |
False |
6,697 |
80 |
89.785 |
82.575 |
7.210 |
8.1% |
0.572 |
0.6% |
94% |
False |
False |
5,047 |
100 |
89.785 |
81.415 |
8.370 |
9.4% |
0.482 |
0.5% |
95% |
False |
False |
4,040 |
120 |
89.785 |
80.058 |
9.727 |
10.9% |
0.407 |
0.5% |
95% |
False |
False |
3,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.805 |
2.618 |
92.716 |
1.618 |
91.436 |
1.000 |
90.645 |
0.618 |
90.156 |
HIGH |
89.365 |
0.618 |
88.876 |
0.500 |
88.725 |
0.382 |
88.574 |
LOW |
88.085 |
0.618 |
87.294 |
1.000 |
86.805 |
1.618 |
86.014 |
2.618 |
84.734 |
4.250 |
82.645 |
|
|
Fisher Pivots for day following 17-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
89.126 |
89.083 |
PP |
88.925 |
88.840 |
S1 |
88.725 |
88.598 |
|