ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 05-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
87.765 |
87.610 |
-0.155 |
-0.2% |
85.931 |
High |
87.800 |
88.035 |
0.235 |
0.3% |
87.605 |
Low |
87.400 |
87.610 |
0.210 |
0.2% |
85.565 |
Close |
87.475 |
87.945 |
0.470 |
0.5% |
87.394 |
Range |
0.400 |
0.425 |
0.025 |
6.3% |
2.040 |
ATR |
0.439 |
0.447 |
0.009 |
2.0% |
0.000 |
Volume |
41 |
14 |
-27 |
-65.9% |
102 |
|
Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.138 |
88.967 |
88.179 |
|
R3 |
88.713 |
88.542 |
88.062 |
|
R2 |
88.288 |
88.288 |
88.023 |
|
R1 |
88.117 |
88.117 |
87.984 |
88.203 |
PP |
87.863 |
87.863 |
87.863 |
87.906 |
S1 |
87.692 |
87.692 |
87.906 |
87.778 |
S2 |
87.438 |
87.438 |
87.867 |
|
S3 |
87.013 |
87.267 |
87.828 |
|
S4 |
86.588 |
86.842 |
87.711 |
|
|
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 |
88.035 |
86.430 |
1.605 |
1.8% |
0.446 |
0.5% |
94% |
True |
False |
36 |
10 |
88.035 |
85.565 |
2.470 |
2.8% |
0.343 |
0.4% |
96% |
True |
False |
20 |
20 |
88.035 |
84.895 |
3.140 |
3.6% |
0.365 |
0.4% |
97% |
True |
False |
17 |
40 |
88.035 |
84.485 |
3.550 |
4.0% |
0.301 |
0.3% |
97% |
True |
False |
15 |
60 |
88.035 |
81.780 |
6.255 |
7.1% |
0.238 |
0.3% |
99% |
True |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.841 |
2.618 |
89.148 |
1.618 |
88.723 |
1.000 |
88.460 |
0.618 |
88.298 |
HIGH |
88.035 |
0.618 |
87.873 |
0.500 |
87.823 |
0.382 |
87.772 |
LOW |
87.610 |
0.618 |
87.347 |
1.000 |
87.185 |
1.618 |
86.922 |
2.618 |
86.497 |
4.250 |
85.804 |
|
|
Fisher Pivots for day following 05-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
87.904 |
87.869 |
PP |
87.863 |
87.793 |
S1 |
87.823 |
87.718 |
|