ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 20-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
88.145 |
88.105 |
-0.040 |
0.0% |
87.800 |
High |
88.230 |
88.300 |
0.070 |
0.1% |
88.720 |
Low |
87.995 |
88.105 |
0.110 |
0.1% |
87.715 |
Close |
88.089 |
88.045 |
-0.044 |
0.0% |
87.971 |
Range |
0.235 |
0.195 |
-0.040 |
-17.0% |
1.005 |
ATR |
0.438 |
0.422 |
-0.016 |
-3.7% |
0.000 |
Volume |
74 |
8 |
-66 |
-89.2% |
196 |
|
Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.735 |
88.585 |
88.152 |
|
R3 |
88.540 |
88.390 |
88.099 |
|
R2 |
88.345 |
88.345 |
88.081 |
|
R1 |
88.195 |
88.195 |
88.063 |
88.173 |
PP |
88.150 |
88.150 |
88.150 |
88.139 |
S1 |
88.000 |
88.000 |
88.027 |
87.978 |
S2 |
87.955 |
87.955 |
88.009 |
|
S3 |
87.760 |
87.805 |
87.991 |
|
S4 |
87.565 |
87.610 |
87.938 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.150 |
90.566 |
88.524 |
|
R3 |
90.145 |
89.561 |
88.247 |
|
R2 |
89.140 |
89.140 |
88.155 |
|
R1 |
88.556 |
88.556 |
88.063 |
88.848 |
PP |
88.135 |
88.135 |
88.135 |
88.282 |
S1 |
87.551 |
87.551 |
87.879 |
87.843 |
S2 |
87.130 |
87.130 |
87.787 |
|
S3 |
86.125 |
86.546 |
87.695 |
|
S4 |
85.120 |
85.541 |
87.418 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.720 |
87.500 |
1.220 |
1.4% |
0.433 |
0.5% |
45% |
False |
False |
44 |
10 |
88.720 |
87.500 |
1.220 |
1.4% |
0.389 |
0.4% |
45% |
False |
False |
37 |
20 |
88.720 |
85.565 |
3.155 |
3.6% |
0.394 |
0.4% |
79% |
False |
False |
28 |
40 |
88.720 |
84.895 |
3.825 |
4.3% |
0.372 |
0.4% |
82% |
False |
False |
21 |
60 |
88.720 |
82.860 |
5.860 |
6.7% |
0.284 |
0.3% |
88% |
False |
False |
18 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.129 |
2.618 |
88.811 |
1.618 |
88.616 |
1.000 |
88.495 |
0.618 |
88.421 |
HIGH |
88.300 |
0.618 |
88.226 |
0.500 |
88.203 |
0.382 |
88.179 |
LOW |
88.105 |
0.618 |
87.984 |
1.000 |
87.910 |
1.618 |
87.789 |
2.618 |
87.594 |
4.250 |
87.276 |
|
|
Fisher Pivots for day following 20-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
88.203 |
88.148 |
PP |
88.150 |
88.113 |
S1 |
88.098 |
88.079 |
|