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 |
|
|
|
| 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 |
|