ICE US Dollar Index Future December 2014


Trading Metrics calculated at close of trading on 11-Nov-2014
Day Change Summary
Previous Current
10-Nov-2014 11-Nov-2014 Change Change % Previous Week
Open 87.630 87.830 0.200 0.2% 87.130
High 87.930 88.155 0.225 0.3% 88.315
Low 87.210 87.430 0.220 0.3% 86.975
Close 87.911 87.719 -0.192 -0.2% 87.726
Range 0.720 0.725 0.005 0.7% 1.340
ATR 0.653 0.658 0.005 0.8% 0.000
Volume 35,395 26,759 -8,636 -24.4% 228,071
Daily Pivots for day following 11-Nov-2014
Classic Woodie Camarilla DeMark
R4 89.943 89.556 88.118
R3 89.218 88.831 87.918
R2 88.493 88.493 87.852
R1 88.106 88.106 87.785 87.937
PP 87.768 87.768 87.768 87.684
S1 87.381 87.381 87.653 87.212
S2 87.043 87.043 87.586
S3 86.318 86.656 87.520
S4 85.593 85.931 87.320
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 87.050 1.265 1.4% 0.785 0.9% 53% False False 43,530
10 88.315 85.245 3.070 3.5% 0.716 0.8% 81% False False 42,586
20 88.315 84.525 3.790 4.3% 0.658 0.7% 84% False False 40,438
40 88.315 84.075 4.240 4.8% 0.641 0.7% 86% False False 38,977
60 88.315 81.755 6.560 7.5% 0.550 0.6% 91% False False 30,017
80 88.315 80.710 7.605 8.7% 0.469 0.5% 92% False False 22,582
100 88.315 79.885 8.430 9.6% 0.412 0.5% 93% False False 18,088
120 88.315 79.885 8.430 9.6% 0.374 0.4% 93% False False 15,086
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.143
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.236
2.618 90.053
1.618 89.328
1.000 88.880
0.618 88.603
HIGH 88.155
0.618 87.878
0.500 87.793
0.382 87.707
LOW 87.430
0.618 86.982
1.000 86.705
1.618 86.257
2.618 85.532
4.250 84.349
Fisher Pivots for day following 11-Nov-2014
Pivot 1 day 3 day
R1 87.793 87.763
PP 87.768 87.748
S1 87.744 87.734

These figures are updated between 7pm and 10pm EST after a trading day.

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