ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 02-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
88.700 |
88.570 |
-0.130 |
-0.1% |
88.845 |
High |
88.815 |
89.170 |
0.355 |
0.4% |
88.845 |
Low |
88.280 |
88.570 |
0.290 |
0.3% |
88.000 |
Close |
88.432 |
89.168 |
0.736 |
0.8% |
88.796 |
Range |
0.535 |
0.600 |
0.065 |
12.1% |
0.845 |
ATR |
0.465 |
0.485 |
0.019 |
4.2% |
0.000 |
Volume |
41 |
48 |
7 |
17.1% |
106 |
|
Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.769 |
90.569 |
89.498 |
|
R3 |
90.169 |
89.969 |
89.333 |
|
R2 |
89.569 |
89.569 |
89.278 |
|
R1 |
89.369 |
89.369 |
89.223 |
89.469 |
PP |
88.969 |
88.969 |
88.969 |
89.020 |
S1 |
88.769 |
88.769 |
89.113 |
88.869 |
S2 |
88.369 |
88.369 |
89.058 |
|
S3 |
87.769 |
88.169 |
89.003 |
|
S4 |
87.169 |
87.569 |
88.838 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.082 |
90.784 |
89.261 |
|
R3 |
90.237 |
89.939 |
89.028 |
|
R2 |
89.392 |
89.392 |
88.951 |
|
R1 |
89.094 |
89.094 |
88.873 |
88.821 |
PP |
88.547 |
88.547 |
88.547 |
88.410 |
S1 |
88.249 |
88.249 |
88.719 |
87.976 |
S2 |
87.702 |
87.702 |
88.641 |
|
S3 |
86.857 |
87.404 |
88.564 |
|
S4 |
86.012 |
86.559 |
88.331 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.170 |
88.000 |
1.170 |
1.3% |
0.474 |
0.5% |
100% |
True |
False |
29 |
10 |
89.170 |
87.965 |
1.205 |
1.4% |
0.418 |
0.5% |
100% |
True |
False |
35 |
20 |
89.170 |
87.400 |
1.770 |
2.0% |
0.436 |
0.5% |
100% |
True |
False |
31 |
40 |
89.170 |
84.895 |
4.275 |
4.8% |
0.408 |
0.5% |
100% |
True |
False |
23 |
60 |
89.170 |
84.485 |
4.685 |
5.3% |
0.332 |
0.4% |
100% |
True |
False |
20 |
80 |
89.170 |
81.780 |
7.390 |
8.3% |
0.277 |
0.3% |
100% |
True |
False |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.720 |
2.618 |
90.741 |
1.618 |
90.141 |
1.000 |
89.770 |
0.618 |
89.541 |
HIGH |
89.170 |
0.618 |
88.941 |
0.500 |
88.870 |
0.382 |
88.799 |
LOW |
88.570 |
0.618 |
88.199 |
1.000 |
87.970 |
1.618 |
87.599 |
2.618 |
86.999 |
4.250 |
86.020 |
|
|
Fisher Pivots for day following 02-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
89.069 |
89.020 |
PP |
88.969 |
88.873 |
S1 |
88.870 |
88.725 |
|