ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 24-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
89.945 |
90.245 |
0.300 |
0.3% |
88.465 |
High |
90.405 |
90.315 |
-0.090 |
-0.1% |
89.880 |
Low |
89.845 |
90.080 |
0.235 |
0.3% |
87.830 |
Close |
90.326 |
90.223 |
-0.103 |
-0.1% |
89.841 |
Range |
0.560 |
0.235 |
-0.325 |
-58.0% |
2.050 |
ATR |
0.670 |
0.639 |
-0.030 |
-4.5% |
0.000 |
Volume |
26,083 |
13,080 |
-13,003 |
-49.9% |
217,058 |
|
Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.911 |
90.802 |
90.352 |
|
R3 |
90.676 |
90.567 |
90.288 |
|
R2 |
90.441 |
90.441 |
90.266 |
|
R1 |
90.332 |
90.332 |
90.245 |
90.269 |
PP |
90.206 |
90.206 |
90.206 |
90.175 |
S1 |
90.097 |
90.097 |
90.201 |
90.034 |
S2 |
89.971 |
89.971 |
90.180 |
|
S3 |
89.736 |
89.862 |
90.158 |
|
S4 |
89.501 |
89.627 |
90.094 |
|
|
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 |
89.120 |
1.285 |
1.4% |
0.439 |
0.5% |
86% |
False |
False |
23,447 |
10 |
90.405 |
87.830 |
2.575 |
2.9% |
0.630 |
0.7% |
93% |
False |
False |
38,754 |
20 |
90.405 |
87.760 |
2.645 |
2.9% |
0.668 |
0.7% |
93% |
False |
False |
24,729 |
40 |
90.405 |
85.420 |
4.985 |
5.5% |
0.646 |
0.7% |
96% |
False |
False |
12,769 |
60 |
90.405 |
84.765 |
5.640 |
6.3% |
0.632 |
0.7% |
97% |
False |
False |
8,638 |
80 |
90.405 |
83.095 |
7.310 |
8.1% |
0.583 |
0.6% |
98% |
False |
False |
6,510 |
100 |
90.405 |
81.620 |
8.785 |
9.7% |
0.499 |
0.6% |
98% |
False |
False |
5,212 |
120 |
90.405 |
80.245 |
10.160 |
11.3% |
0.424 |
0.5% |
98% |
False |
False |
4,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.314 |
2.618 |
90.930 |
1.618 |
90.695 |
1.000 |
90.550 |
0.618 |
90.460 |
HIGH |
90.315 |
0.618 |
90.225 |
0.500 |
90.198 |
0.382 |
90.170 |
LOW |
90.080 |
0.618 |
89.935 |
1.000 |
89.845 |
1.618 |
89.700 |
2.618 |
89.465 |
4.250 |
89.081 |
|
|
Fisher Pivots for day following 24-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
90.215 |
90.146 |
PP |
90.206 |
90.069 |
S1 |
90.198 |
89.993 |
|