ICE US Dollar Index Future December 2014
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 |
87.365 |
87.105 |
-0.260 |
-0.3% |
85.800 |
High |
87.385 |
87.720 |
0.335 |
0.4% |
87.245 |
Low |
86.975 |
87.050 |
0.075 |
0.1% |
85.245 |
Close |
87.092 |
87.567 |
0.475 |
0.5% |
87.016 |
Range |
0.410 |
0.670 |
0.260 |
63.4% |
2.000 |
ATR |
0.603 |
0.607 |
0.005 |
0.8% |
0.000 |
Volume |
32,505 |
35,204 |
2,699 |
8.3% |
186,137 |
|
Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.456 |
89.181 |
87.936 |
|
R3 |
88.786 |
88.511 |
87.751 |
|
R2 |
88.116 |
88.116 |
87.690 |
|
R1 |
87.841 |
87.841 |
87.628 |
87.979 |
PP |
87.446 |
87.446 |
87.446 |
87.514 |
S1 |
87.171 |
87.171 |
87.506 |
87.309 |
S2 |
86.776 |
86.776 |
87.444 |
|
S3 |
86.106 |
86.501 |
87.383 |
|
S4 |
85.436 |
85.831 |
87.199 |
|
|
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 |
87.720 |
86.075 |
1.645 |
1.9% |
0.604 |
0.7% |
91% |
True |
False |
41,552 |
10 |
87.720 |
85.245 |
2.475 |
2.8% |
0.539 |
0.6% |
94% |
True |
False |
33,918 |
20 |
87.720 |
84.525 |
3.195 |
3.6% |
0.631 |
0.7% |
95% |
True |
False |
38,071 |
40 |
87.720 |
84.005 |
3.715 |
4.2% |
0.594 |
0.7% |
96% |
True |
False |
38,078 |
60 |
87.720 |
81.500 |
6.220 |
7.1% |
0.513 |
0.6% |
98% |
True |
False |
26,998 |
80 |
87.720 |
80.540 |
7.180 |
8.2% |
0.435 |
0.5% |
98% |
True |
False |
20,310 |
100 |
87.720 |
79.885 |
7.835 |
8.9% |
0.389 |
0.4% |
98% |
True |
False |
16,267 |
120 |
87.720 |
79.885 |
7.835 |
8.9% |
0.352 |
0.4% |
98% |
True |
False |
13,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.568 |
2.618 |
89.474 |
1.618 |
88.804 |
1.000 |
88.390 |
0.618 |
88.134 |
HIGH |
87.720 |
0.618 |
87.464 |
0.500 |
87.385 |
0.382 |
87.306 |
LOW |
87.050 |
0.618 |
86.636 |
1.000 |
86.380 |
1.618 |
85.966 |
2.618 |
85.296 |
4.250 |
84.203 |
|
|
Fisher Pivots for day following 05-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
87.506 |
87.494 |
PP |
87.446 |
87.421 |
S1 |
87.385 |
87.348 |
|