ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 11-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
87.800 |
88.355 |
0.555 |
0.6% |
87.735 |
High |
88.265 |
88.430 |
0.165 |
0.2% |
88.700 |
Low |
87.715 |
88.100 |
0.385 |
0.4% |
87.400 |
Close |
88.291 |
88.102 |
-0.189 |
-0.2% |
88.163 |
Range |
0.550 |
0.330 |
-0.220 |
-40.0% |
1.300 |
ATR |
0.478 |
0.467 |
-0.011 |
-2.2% |
0.000 |
Volume |
50 |
66 |
16 |
32.0% |
107 |
|
Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.201 |
88.981 |
88.284 |
|
R3 |
88.871 |
88.651 |
88.193 |
|
R2 |
88.541 |
88.541 |
88.163 |
|
R1 |
88.321 |
88.321 |
88.132 |
88.266 |
PP |
88.211 |
88.211 |
88.211 |
88.183 |
S1 |
87.991 |
87.991 |
88.072 |
87.936 |
S2 |
87.881 |
87.881 |
88.042 |
|
S3 |
87.551 |
87.661 |
88.011 |
|
S4 |
87.221 |
87.331 |
87.921 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.988 |
91.375 |
88.878 |
|
R3 |
90.688 |
90.075 |
88.521 |
|
R2 |
89.388 |
89.388 |
88.401 |
|
R1 |
88.775 |
88.775 |
88.282 |
89.082 |
PP |
88.088 |
88.088 |
88.088 |
88.241 |
S1 |
87.475 |
87.475 |
88.044 |
87.782 |
S2 |
86.788 |
86.788 |
87.925 |
|
S3 |
85.488 |
86.175 |
87.806 |
|
S4 |
84.188 |
84.875 |
87.448 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.700 |
87.610 |
1.090 |
1.2% |
0.510 |
0.6% |
45% |
False |
False |
29 |
10 |
88.700 |
85.565 |
3.135 |
3.6% |
0.519 |
0.6% |
81% |
False |
False |
31 |
20 |
88.700 |
84.895 |
3.805 |
4.3% |
0.403 |
0.5% |
84% |
False |
False |
22 |
40 |
88.700 |
84.485 |
4.215 |
4.8% |
0.346 |
0.4% |
86% |
False |
False |
17 |
60 |
88.700 |
82.080 |
6.620 |
7.5% |
0.271 |
0.3% |
91% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.833 |
2.618 |
89.294 |
1.618 |
88.964 |
1.000 |
88.760 |
0.618 |
88.634 |
HIGH |
88.430 |
0.618 |
88.304 |
0.500 |
88.265 |
0.382 |
88.226 |
LOW |
88.100 |
0.618 |
87.896 |
1.000 |
87.770 |
1.618 |
87.566 |
2.618 |
87.236 |
4.250 |
86.698 |
|
|
Fisher Pivots for day following 11-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
88.265 |
88.208 |
PP |
88.211 |
88.172 |
S1 |
88.156 |
88.137 |
|