ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 31-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
86.095 |
86.250 |
0.155 |
0.2% |
85.800 |
High |
86.585 |
87.245 |
0.660 |
0.8% |
87.245 |
Low |
86.075 |
86.230 |
0.155 |
0.2% |
85.245 |
Close |
86.232 |
87.016 |
0.784 |
0.9% |
87.016 |
Range |
0.510 |
1.015 |
0.505 |
99.0% |
2.000 |
ATR |
0.593 |
0.623 |
0.030 |
5.1% |
0.000 |
Volume |
35,212 |
64,771 |
29,559 |
83.9% |
186,137 |
|
Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.875 |
89.461 |
87.574 |
|
R3 |
88.860 |
88.446 |
87.295 |
|
R2 |
87.845 |
87.845 |
87.202 |
|
R1 |
87.431 |
87.431 |
87.109 |
87.638 |
PP |
86.830 |
86.830 |
86.830 |
86.934 |
S1 |
86.416 |
86.416 |
86.923 |
86.623 |
S2 |
85.815 |
85.815 |
86.830 |
|
S3 |
84.800 |
85.401 |
86.737 |
|
S4 |
83.785 |
84.386 |
86.458 |
|
|
Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.502 |
91.759 |
88.116 |
|
R3 |
90.502 |
89.759 |
87.566 |
|
R2 |
88.502 |
88.502 |
87.383 |
|
R1 |
87.759 |
87.759 |
87.199 |
88.131 |
PP |
86.502 |
86.502 |
86.502 |
86.688 |
S1 |
85.759 |
85.759 |
86.833 |
86.131 |
S2 |
84.502 |
84.502 |
86.649 |
|
S3 |
82.502 |
83.759 |
86.466 |
|
S4 |
80.502 |
81.759 |
85.916 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
87.245 |
85.245 |
2.000 |
2.3% |
0.639 |
0.7% |
89% |
True |
False |
37,227 |
10 |
87.245 |
84.795 |
2.450 |
2.8% |
0.561 |
0.6% |
91% |
True |
False |
31,571 |
20 |
87.245 |
84.525 |
2.720 |
3.1% |
0.677 |
0.8% |
92% |
True |
False |
39,539 |
40 |
87.245 |
83.935 |
3.310 |
3.8% |
0.592 |
0.7% |
93% |
True |
False |
37,177 |
60 |
87.245 |
81.445 |
5.800 |
6.7% |
0.497 |
0.6% |
96% |
True |
False |
25,214 |
80 |
87.245 |
80.165 |
7.080 |
8.1% |
0.423 |
0.5% |
97% |
True |
False |
18,972 |
100 |
87.245 |
79.885 |
7.360 |
8.5% |
0.380 |
0.4% |
97% |
True |
False |
15,191 |
120 |
87.245 |
79.885 |
7.360 |
8.5% |
0.343 |
0.4% |
97% |
True |
False |
12,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.559 |
2.618 |
89.902 |
1.618 |
88.887 |
1.000 |
88.260 |
0.618 |
87.872 |
HIGH |
87.245 |
0.618 |
86.857 |
0.500 |
86.738 |
0.382 |
86.618 |
LOW |
86.230 |
0.618 |
85.603 |
1.000 |
85.215 |
1.618 |
84.588 |
2.618 |
83.573 |
4.250 |
81.916 |
|
|
Fisher Pivots for day following 31-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
86.923 |
86.759 |
PP |
86.830 |
86.502 |
S1 |
86.738 |
86.245 |
|