ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 22-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
89.510 |
89.920 |
0.410 |
0.5% |
88.465 |
High |
89.880 |
89.985 |
0.105 |
0.1% |
89.880 |
Low |
89.380 |
89.580 |
0.200 |
0.2% |
87.830 |
Close |
89.841 |
89.949 |
0.108 |
0.1% |
89.841 |
Range |
0.500 |
0.405 |
-0.095 |
-19.0% |
2.050 |
ATR |
0.699 |
0.678 |
-0.021 |
-3.0% |
0.000 |
Volume |
28,393 |
16,464 |
-11,929 |
-42.0% |
217,058 |
|
Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.053 |
90.906 |
90.172 |
|
R3 |
90.648 |
90.501 |
90.060 |
|
R2 |
90.243 |
90.243 |
90.023 |
|
R1 |
90.096 |
90.096 |
89.986 |
90.170 |
PP |
89.838 |
89.838 |
89.838 |
89.875 |
S1 |
89.691 |
89.691 |
89.912 |
89.765 |
S2 |
89.433 |
89.433 |
89.875 |
|
S3 |
89.028 |
89.286 |
89.838 |
|
S4 |
88.623 |
88.881 |
89.726 |
|
|
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 |
89.985 |
87.830 |
2.155 |
2.4% |
0.717 |
0.8% |
98% |
True |
False |
39,144 |
10 |
89.985 |
87.830 |
2.155 |
2.4% |
0.727 |
0.8% |
98% |
True |
False |
40,055 |
20 |
89.985 |
87.760 |
2.225 |
2.5% |
0.677 |
0.8% |
98% |
True |
False |
22,881 |
40 |
89.985 |
85.420 |
4.565 |
5.1% |
0.643 |
0.7% |
99% |
True |
False |
11,796 |
60 |
89.985 |
84.765 |
5.220 |
5.8% |
0.635 |
0.7% |
99% |
True |
False |
7,989 |
80 |
89.985 |
82.700 |
7.285 |
8.1% |
0.580 |
0.6% |
100% |
True |
False |
6,021 |
100 |
89.985 |
81.590 |
8.395 |
9.3% |
0.493 |
0.5% |
100% |
True |
False |
4,820 |
120 |
89.985 |
80.245 |
9.740 |
10.8% |
0.417 |
0.5% |
100% |
True |
False |
4,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.706 |
2.618 |
91.045 |
1.618 |
90.640 |
1.000 |
90.390 |
0.618 |
90.235 |
HIGH |
89.985 |
0.618 |
89.830 |
0.500 |
89.783 |
0.382 |
89.735 |
LOW |
89.580 |
0.618 |
89.330 |
1.000 |
89.175 |
1.618 |
88.925 |
2.618 |
88.520 |
4.250 |
87.859 |
|
|
Fisher Pivots for day following 22-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
89.894 |
89.817 |
PP |
89.838 |
89.685 |
S1 |
89.783 |
89.553 |
|