ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 04-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
87.735 |
87.765 |
0.030 |
0.0% |
85.931 |
High |
87.775 |
87.800 |
0.025 |
0.0% |
87.605 |
Low |
87.610 |
87.400 |
-0.210 |
-0.2% |
85.565 |
Close |
87.807 |
87.475 |
-0.332 |
-0.4% |
87.394 |
Range |
0.165 |
0.400 |
0.235 |
142.4% |
2.040 |
ATR |
0.441 |
0.439 |
-0.002 |
-0.5% |
0.000 |
Volume |
37 |
41 |
4 |
10.8% |
102 |
|
Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.758 |
88.517 |
87.695 |
|
R3 |
88.358 |
88.117 |
87.585 |
|
R2 |
87.958 |
87.958 |
87.548 |
|
R1 |
87.717 |
87.717 |
87.512 |
87.638 |
PP |
87.558 |
87.558 |
87.558 |
87.519 |
S1 |
87.317 |
87.317 |
87.438 |
87.238 |
S2 |
87.158 |
87.158 |
87.402 |
|
S3 |
86.758 |
86.917 |
87.365 |
|
S4 |
86.358 |
86.517 |
87.255 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.975 |
92.224 |
88.516 |
|
R3 |
90.935 |
90.184 |
87.955 |
|
R2 |
88.895 |
88.895 |
87.768 |
|
R1 |
88.144 |
88.144 |
87.581 |
88.520 |
PP |
86.855 |
86.855 |
86.855 |
87.042 |
S1 |
86.104 |
86.104 |
87.207 |
86.480 |
S2 |
84.815 |
84.815 |
87.020 |
|
S3 |
82.775 |
84.064 |
86.833 |
|
S4 |
80.735 |
82.024 |
86.272 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
87.800 |
85.565 |
2.235 |
2.6% |
0.528 |
0.6% |
85% |
True |
False |
34 |
10 |
87.800 |
85.565 |
2.235 |
2.6% |
0.339 |
0.4% |
85% |
True |
False |
20 |
20 |
87.800 |
84.895 |
2.905 |
3.3% |
0.379 |
0.4% |
89% |
True |
False |
17 |
40 |
87.800 |
84.485 |
3.315 |
3.8% |
0.290 |
0.3% |
90% |
True |
False |
14 |
60 |
87.800 |
81.780 |
6.020 |
6.9% |
0.231 |
0.3% |
95% |
True |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.500 |
2.618 |
88.847 |
1.618 |
88.447 |
1.000 |
88.200 |
0.618 |
88.047 |
HIGH |
87.800 |
0.618 |
87.647 |
0.500 |
87.600 |
0.382 |
87.553 |
LOW |
87.400 |
0.618 |
87.153 |
1.000 |
87.000 |
1.618 |
86.753 |
2.618 |
86.353 |
4.250 |
85.700 |
|
|
Fisher Pivots for day following 04-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
87.600 |
87.387 |
PP |
87.558 |
87.298 |
S1 |
87.517 |
87.210 |
|