ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 06-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
87.105 |
87.580 |
0.475 |
0.5% |
85.800 |
High |
87.720 |
88.270 |
0.550 |
0.6% |
87.245 |
Low |
87.050 |
87.230 |
0.180 |
0.2% |
85.245 |
Close |
87.567 |
88.134 |
0.567 |
0.6% |
87.016 |
Range |
0.670 |
1.040 |
0.370 |
55.2% |
2.000 |
ATR |
0.607 |
0.638 |
0.031 |
5.1% |
0.000 |
Volume |
35,204 |
55,058 |
19,854 |
56.4% |
186,137 |
|
Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.998 |
90.606 |
88.706 |
|
R3 |
89.958 |
89.566 |
88.420 |
|
R2 |
88.918 |
88.918 |
88.325 |
|
R1 |
88.526 |
88.526 |
88.229 |
88.722 |
PP |
87.878 |
87.878 |
87.878 |
87.976 |
S1 |
87.486 |
87.486 |
88.039 |
87.682 |
S2 |
86.838 |
86.838 |
87.943 |
|
S3 |
85.798 |
86.446 |
87.848 |
|
S4 |
84.758 |
85.406 |
87.562 |
|
|
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 |
88.270 |
86.230 |
2.040 |
2.3% |
0.710 |
0.8% |
93% |
True |
False |
45,521 |
10 |
88.270 |
85.245 |
3.025 |
3.4% |
0.613 |
0.7% |
96% |
True |
False |
37,418 |
20 |
88.270 |
84.525 |
3.745 |
4.2% |
0.644 |
0.7% |
96% |
True |
False |
38,051 |
40 |
88.270 |
84.005 |
4.265 |
4.8% |
0.614 |
0.7% |
97% |
True |
False |
38,236 |
60 |
88.270 |
81.500 |
6.770 |
7.7% |
0.526 |
0.6% |
98% |
True |
False |
27,910 |
80 |
88.270 |
80.615 |
7.655 |
8.7% |
0.446 |
0.5% |
98% |
True |
False |
20,996 |
100 |
88.270 |
79.885 |
8.385 |
9.5% |
0.396 |
0.4% |
98% |
True |
False |
16,817 |
120 |
88.270 |
79.885 |
8.385 |
9.5% |
0.360 |
0.4% |
98% |
True |
False |
14,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.690 |
2.618 |
90.993 |
1.618 |
89.953 |
1.000 |
89.310 |
0.618 |
88.913 |
HIGH |
88.270 |
0.618 |
87.873 |
0.500 |
87.750 |
0.382 |
87.627 |
LOW |
87.230 |
0.618 |
86.587 |
1.000 |
86.190 |
1.618 |
85.547 |
2.618 |
84.507 |
4.250 |
82.810 |
|
|
Fisher Pivots for day following 06-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
88.006 |
87.964 |
PP |
87.878 |
87.793 |
S1 |
87.750 |
87.623 |
|