ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 18-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
88.190 |
89.250 |
1.060 |
1.2% |
89.620 |
High |
89.365 |
89.615 |
0.250 |
0.3% |
89.785 |
Low |
88.085 |
89.120 |
1.035 |
1.2% |
88.195 |
Close |
89.326 |
89.477 |
0.151 |
0.2% |
88.595 |
Range |
1.280 |
0.495 |
-0.785 |
-61.3% |
1.590 |
ATR |
0.731 |
0.714 |
-0.017 |
-2.3% |
0.000 |
Volume |
60,781 |
33,215 |
-27,566 |
-45.4% |
182,871 |
|
Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.889 |
90.678 |
89.749 |
|
R3 |
90.394 |
90.183 |
89.613 |
|
R2 |
89.899 |
89.899 |
89.568 |
|
R1 |
89.688 |
89.688 |
89.522 |
89.794 |
PP |
89.404 |
89.404 |
89.404 |
89.457 |
S1 |
89.193 |
89.193 |
89.432 |
89.299 |
S2 |
88.909 |
88.909 |
89.386 |
|
S3 |
88.414 |
88.698 |
89.341 |
|
S4 |
87.919 |
88.203 |
89.205 |
|
|
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 |
89.615 |
87.830 |
1.785 |
2.0% |
0.748 |
0.8% |
92% |
True |
False |
46,299 |
10 |
89.785 |
87.830 |
1.955 |
2.2% |
0.783 |
0.9% |
84% |
False |
False |
37,666 |
20 |
89.785 |
87.700 |
2.085 |
2.3% |
0.702 |
0.8% |
85% |
False |
False |
20,684 |
40 |
89.785 |
85.420 |
4.365 |
4.9% |
0.634 |
0.7% |
93% |
False |
False |
10,689 |
60 |
89.785 |
84.765 |
5.020 |
5.6% |
0.636 |
0.7% |
94% |
False |
False |
7,249 |
80 |
89.785 |
82.575 |
7.210 |
8.1% |
0.576 |
0.6% |
96% |
False |
False |
5,461 |
100 |
89.785 |
81.590 |
8.195 |
9.2% |
0.486 |
0.5% |
96% |
False |
False |
4,372 |
120 |
89.785 |
80.160 |
9.625 |
10.8% |
0.411 |
0.5% |
97% |
False |
False |
3,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.719 |
2.618 |
90.911 |
1.618 |
90.416 |
1.000 |
90.110 |
0.618 |
89.921 |
HIGH |
89.615 |
0.618 |
89.426 |
0.500 |
89.368 |
0.382 |
89.309 |
LOW |
89.120 |
0.618 |
88.814 |
1.000 |
88.625 |
1.618 |
88.319 |
2.618 |
87.824 |
4.250 |
87.016 |
|
|
Fisher Pivots for day following 18-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
89.441 |
89.226 |
PP |
89.404 |
88.974 |
S1 |
89.368 |
88.723 |
|