ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 19-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
89.250 |
89.510 |
0.260 |
0.3% |
88.465 |
High |
89.615 |
89.880 |
0.265 |
0.3% |
89.880 |
Low |
89.120 |
89.380 |
0.260 |
0.3% |
87.830 |
Close |
89.477 |
89.841 |
0.364 |
0.4% |
89.841 |
Range |
0.495 |
0.500 |
0.005 |
1.0% |
2.050 |
ATR |
0.714 |
0.699 |
-0.015 |
-2.1% |
0.000 |
Volume |
33,215 |
28,393 |
-4,822 |
-14.5% |
217,058 |
|
Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.200 |
91.021 |
90.116 |
|
R3 |
90.700 |
90.521 |
89.979 |
|
R2 |
90.200 |
90.200 |
89.933 |
|
R1 |
90.021 |
90.021 |
89.887 |
90.111 |
PP |
89.700 |
89.700 |
89.700 |
89.745 |
S1 |
89.521 |
89.521 |
89.795 |
89.611 |
S2 |
89.200 |
89.200 |
89.749 |
|
S3 |
88.700 |
89.021 |
89.704 |
|
S4 |
88.200 |
88.521 |
89.566 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.334 |
94.637 |
90.969 |
|
R3 |
93.284 |
92.587 |
90.405 |
|
R2 |
91.234 |
91.234 |
90.217 |
|
R1 |
90.537 |
90.537 |
90.029 |
90.886 |
PP |
89.184 |
89.184 |
89.184 |
89.358 |
S1 |
88.487 |
88.487 |
89.653 |
88.836 |
S2 |
87.134 |
87.134 |
89.465 |
|
S3 |
85.084 |
86.437 |
89.277 |
|
S4 |
83.034 |
84.387 |
88.714 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.880 |
87.830 |
2.050 |
2.3% |
0.737 |
0.8% |
98% |
True |
False |
43,411 |
10 |
89.880 |
87.830 |
2.050 |
2.3% |
0.749 |
0.8% |
98% |
True |
False |
39,992 |
20 |
89.880 |
87.700 |
2.180 |
2.4% |
0.704 |
0.8% |
98% |
True |
False |
22,086 |
40 |
89.880 |
85.420 |
4.460 |
5.0% |
0.642 |
0.7% |
99% |
True |
False |
11,388 |
60 |
89.880 |
84.765 |
5.115 |
5.7% |
0.637 |
0.7% |
99% |
True |
False |
7,719 |
80 |
89.880 |
82.575 |
7.305 |
8.1% |
0.578 |
0.6% |
99% |
True |
False |
5,815 |
100 |
89.880 |
81.590 |
8.290 |
9.2% |
0.490 |
0.5% |
100% |
True |
False |
4,656 |
120 |
89.880 |
80.245 |
9.635 |
10.7% |
0.415 |
0.5% |
100% |
True |
False |
3,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.005 |
2.618 |
91.189 |
1.618 |
90.689 |
1.000 |
90.380 |
0.618 |
90.189 |
HIGH |
89.880 |
0.618 |
89.689 |
0.500 |
89.630 |
0.382 |
89.571 |
LOW |
89.380 |
0.618 |
89.071 |
1.000 |
88.880 |
1.618 |
88.571 |
2.618 |
88.071 |
4.250 |
87.255 |
|
|
Fisher Pivots for day following 19-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
89.771 |
89.555 |
PP |
89.700 |
89.269 |
S1 |
89.630 |
88.983 |
|