ICE US Dollar Index Future December 2014
| Trading Metrics calculated at close of trading on 07-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
87.580 |
88.175 |
0.595 |
0.7% |
87.130 |
| High |
88.270 |
88.315 |
0.045 |
0.1% |
88.315 |
| Low |
87.230 |
87.545 |
0.315 |
0.4% |
86.975 |
| Close |
88.134 |
87.726 |
-0.408 |
-0.5% |
87.726 |
| Range |
1.040 |
0.770 |
-0.270 |
-26.0% |
1.340 |
| ATR |
0.638 |
0.648 |
0.009 |
1.5% |
0.000 |
| Volume |
55,058 |
65,234 |
10,176 |
18.5% |
228,071 |
|
| Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.172 |
89.719 |
88.150 |
|
| R3 |
89.402 |
88.949 |
87.938 |
|
| R2 |
88.632 |
88.632 |
87.867 |
|
| R1 |
88.179 |
88.179 |
87.797 |
88.021 |
| PP |
87.862 |
87.862 |
87.862 |
87.783 |
| S1 |
87.409 |
87.409 |
87.655 |
87.251 |
| S2 |
87.092 |
87.092 |
87.585 |
|
| S3 |
86.322 |
86.639 |
87.514 |
|
| S4 |
85.552 |
85.869 |
87.303 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.692 |
91.049 |
88.463 |
|
| R3 |
90.352 |
89.709 |
88.095 |
|
| R2 |
89.012 |
89.012 |
87.972 |
|
| R1 |
88.369 |
88.369 |
87.849 |
88.691 |
| PP |
87.672 |
87.672 |
87.672 |
87.833 |
| S1 |
87.029 |
87.029 |
87.603 |
87.351 |
| S2 |
86.332 |
86.332 |
87.480 |
|
| S3 |
84.992 |
85.689 |
87.358 |
|
| S4 |
83.652 |
84.349 |
86.989 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.315 |
86.975 |
1.340 |
1.5% |
0.661 |
0.8% |
56% |
True |
False |
45,614 |
| 10 |
88.315 |
85.245 |
3.070 |
3.5% |
0.650 |
0.7% |
81% |
True |
False |
41,420 |
| 20 |
88.315 |
84.525 |
3.790 |
4.3% |
0.653 |
0.7% |
84% |
True |
False |
39,904 |
| 40 |
88.315 |
84.005 |
4.310 |
4.9% |
0.624 |
0.7% |
86% |
True |
False |
38,736 |
| 60 |
88.315 |
81.500 |
6.815 |
7.8% |
0.534 |
0.6% |
91% |
True |
False |
28,992 |
| 80 |
88.315 |
80.615 |
7.700 |
8.8% |
0.454 |
0.5% |
92% |
True |
False |
21,809 |
| 100 |
88.315 |
79.885 |
8.430 |
9.6% |
0.401 |
0.5% |
93% |
True |
False |
17,469 |
| 120 |
88.315 |
79.885 |
8.430 |
9.6% |
0.365 |
0.4% |
93% |
True |
False |
14,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.588 |
|
2.618 |
90.331 |
|
1.618 |
89.561 |
|
1.000 |
89.085 |
|
0.618 |
88.791 |
|
HIGH |
88.315 |
|
0.618 |
88.021 |
|
0.500 |
87.930 |
|
0.382 |
87.839 |
|
LOW |
87.545 |
|
0.618 |
87.069 |
|
1.000 |
86.775 |
|
1.618 |
86.299 |
|
2.618 |
85.529 |
|
4.250 |
84.273 |
|
|
| Fisher Pivots for day following 07-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
87.930 |
87.712 |
| PP |
87.862 |
87.697 |
| S1 |
87.794 |
87.683 |
|