ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 12-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
87.830 |
87.765 |
-0.065 |
-0.1% |
87.130 |
High |
88.155 |
87.980 |
-0.175 |
-0.2% |
88.315 |
Low |
87.430 |
87.470 |
0.040 |
0.0% |
86.975 |
Close |
87.719 |
87.906 |
0.187 |
0.2% |
87.726 |
Range |
0.725 |
0.510 |
-0.215 |
-29.7% |
1.340 |
ATR |
0.658 |
0.647 |
-0.011 |
-1.6% |
0.000 |
Volume |
26,759 |
32,512 |
5,753 |
21.5% |
228,071 |
|
Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.315 |
89.121 |
88.187 |
|
R3 |
88.805 |
88.611 |
88.046 |
|
R2 |
88.295 |
88.295 |
88.000 |
|
R1 |
88.101 |
88.101 |
87.953 |
88.198 |
PP |
87.785 |
87.785 |
87.785 |
87.834 |
S1 |
87.591 |
87.591 |
87.859 |
87.688 |
S2 |
87.275 |
87.275 |
87.813 |
|
S3 |
86.765 |
87.081 |
87.766 |
|
S4 |
86.255 |
86.571 |
87.626 |
|
|
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 |
87.210 |
1.105 |
1.3% |
0.753 |
0.9% |
63% |
False |
False |
42,991 |
10 |
88.315 |
86.075 |
2.240 |
2.5% |
0.679 |
0.8% |
82% |
False |
False |
42,272 |
20 |
88.315 |
84.795 |
3.520 |
4.0% |
0.603 |
0.7% |
88% |
False |
False |
36,244 |
40 |
88.315 |
84.335 |
3.980 |
4.5% |
0.634 |
0.7% |
90% |
False |
False |
38,125 |
60 |
88.315 |
82.035 |
6.280 |
7.1% |
0.553 |
0.6% |
93% |
False |
False |
30,557 |
80 |
88.315 |
80.905 |
7.410 |
8.4% |
0.472 |
0.5% |
94% |
False |
False |
22,988 |
100 |
88.315 |
79.885 |
8.430 |
9.6% |
0.415 |
0.5% |
95% |
False |
False |
18,413 |
120 |
88.315 |
79.885 |
8.430 |
9.6% |
0.378 |
0.4% |
95% |
False |
False |
15,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.148 |
2.618 |
89.315 |
1.618 |
88.805 |
1.000 |
88.490 |
0.618 |
88.295 |
HIGH |
87.980 |
0.618 |
87.785 |
0.500 |
87.725 |
0.382 |
87.665 |
LOW |
87.470 |
0.618 |
87.155 |
1.000 |
86.960 |
1.618 |
86.645 |
2.618 |
86.135 |
4.250 |
85.303 |
|
|
Fisher Pivots for day following 12-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
87.846 |
87.832 |
PP |
87.785 |
87.757 |
S1 |
87.725 |
87.683 |
|