ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 23-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
89.920 |
89.945 |
0.025 |
0.0% |
88.465 |
High |
89.985 |
90.405 |
0.420 |
0.5% |
89.880 |
Low |
89.580 |
89.845 |
0.265 |
0.3% |
87.830 |
Close |
89.949 |
90.326 |
0.377 |
0.4% |
89.841 |
Range |
0.405 |
0.560 |
0.155 |
38.3% |
2.050 |
ATR |
0.678 |
0.670 |
-0.008 |
-1.2% |
0.000 |
Volume |
16,464 |
26,083 |
9,619 |
58.4% |
217,058 |
|
Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.872 |
91.659 |
90.634 |
|
R3 |
91.312 |
91.099 |
90.480 |
|
R2 |
90.752 |
90.752 |
90.429 |
|
R1 |
90.539 |
90.539 |
90.377 |
90.646 |
PP |
90.192 |
90.192 |
90.192 |
90.245 |
S1 |
89.979 |
89.979 |
90.275 |
90.086 |
S2 |
89.632 |
89.632 |
90.223 |
|
S3 |
89.072 |
89.419 |
90.172 |
|
S4 |
88.512 |
88.859 |
90.018 |
|
|
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 |
90.405 |
88.085 |
2.320 |
2.6% |
0.648 |
0.7% |
97% |
True |
False |
32,987 |
10 |
90.405 |
87.830 |
2.575 |
2.9% |
0.670 |
0.7% |
97% |
True |
False |
40,277 |
20 |
90.405 |
87.760 |
2.645 |
2.9% |
0.682 |
0.8% |
97% |
True |
False |
24,122 |
40 |
90.405 |
85.420 |
4.985 |
5.5% |
0.650 |
0.7% |
98% |
True |
False |
12,446 |
60 |
90.405 |
84.765 |
5.640 |
6.2% |
0.640 |
0.7% |
99% |
True |
False |
8,423 |
80 |
90.405 |
83.045 |
7.360 |
8.1% |
0.583 |
0.6% |
99% |
True |
False |
6,347 |
100 |
90.405 |
81.620 |
8.785 |
9.7% |
0.497 |
0.5% |
99% |
True |
False |
5,081 |
120 |
90.405 |
80.245 |
10.160 |
11.2% |
0.422 |
0.5% |
99% |
True |
False |
4,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.785 |
2.618 |
91.871 |
1.618 |
91.311 |
1.000 |
90.965 |
0.618 |
90.751 |
HIGH |
90.405 |
0.618 |
90.191 |
0.500 |
90.125 |
0.382 |
90.059 |
LOW |
89.845 |
0.618 |
89.499 |
1.000 |
89.285 |
1.618 |
88.939 |
2.618 |
88.379 |
4.250 |
87.465 |
|
|
Fisher Pivots for day following 23-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
90.259 |
90.182 |
PP |
90.192 |
90.037 |
S1 |
90.125 |
89.893 |
|