ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 26-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
90.245 |
90.120 |
-0.125 |
-0.1% |
89.920 |
High |
90.315 |
90.370 |
0.055 |
0.1% |
90.405 |
Low |
90.080 |
90.070 |
-0.010 |
0.0% |
89.580 |
Close |
90.223 |
90.310 |
0.087 |
0.1% |
90.310 |
Range |
0.235 |
0.300 |
0.065 |
27.7% |
0.825 |
ATR |
0.639 |
0.615 |
-0.024 |
-3.8% |
0.000 |
Volume |
13,080 |
6,651 |
-6,429 |
-49.2% |
62,278 |
|
Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.150 |
91.030 |
90.475 |
|
R3 |
90.850 |
90.730 |
90.393 |
|
R2 |
90.550 |
90.550 |
90.365 |
|
R1 |
90.430 |
90.430 |
90.338 |
90.490 |
PP |
90.250 |
90.250 |
90.250 |
90.280 |
S1 |
90.130 |
90.130 |
90.283 |
90.190 |
S2 |
89.950 |
89.950 |
90.255 |
|
S3 |
89.650 |
89.830 |
90.228 |
|
S4 |
89.350 |
89.530 |
90.145 |
|
|
Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.573 |
92.267 |
90.764 |
|
R3 |
91.748 |
91.442 |
90.537 |
|
R2 |
90.923 |
90.923 |
90.461 |
|
R1 |
90.617 |
90.617 |
90.386 |
90.770 |
PP |
90.098 |
90.098 |
90.098 |
90.175 |
S1 |
89.792 |
89.792 |
90.234 |
89.945 |
S2 |
89.273 |
89.273 |
90.159 |
|
S3 |
88.448 |
88.967 |
90.083 |
|
S4 |
87.623 |
88.142 |
89.856 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.405 |
89.380 |
1.025 |
1.1% |
0.400 |
0.4% |
91% |
False |
False |
18,134 |
10 |
90.405 |
87.830 |
2.575 |
2.9% |
0.574 |
0.6% |
96% |
False |
False |
32,217 |
20 |
90.405 |
87.830 |
2.575 |
2.9% |
0.657 |
0.7% |
96% |
False |
False |
25,011 |
40 |
90.405 |
86.275 |
4.130 |
4.6% |
0.632 |
0.7% |
98% |
False |
False |
12,931 |
60 |
90.405 |
84.765 |
5.640 |
6.2% |
0.630 |
0.7% |
98% |
False |
False |
8,743 |
80 |
90.405 |
83.130 |
7.275 |
8.1% |
0.584 |
0.6% |
99% |
False |
False |
6,593 |
100 |
90.405 |
81.620 |
8.785 |
9.7% |
0.500 |
0.6% |
99% |
False |
False |
5,278 |
120 |
90.405 |
80.245 |
10.160 |
11.3% |
0.426 |
0.5% |
99% |
False |
False |
4,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.645 |
2.618 |
91.155 |
1.618 |
90.855 |
1.000 |
90.670 |
0.618 |
90.555 |
HIGH |
90.370 |
0.618 |
90.255 |
0.500 |
90.220 |
0.382 |
90.185 |
LOW |
90.070 |
0.618 |
89.885 |
1.000 |
89.770 |
1.618 |
89.585 |
2.618 |
89.285 |
4.250 |
88.795 |
|
|
Fisher Pivots for day following 26-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
90.280 |
90.248 |
PP |
90.250 |
90.187 |
S1 |
90.220 |
90.125 |
|