ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 13-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
87.765 |
87.900 |
0.135 |
0.2% |
87.130 |
High |
87.980 |
87.960 |
-0.020 |
0.0% |
88.315 |
Low |
87.470 |
87.700 |
0.230 |
0.3% |
86.975 |
Close |
87.906 |
87.752 |
-0.154 |
-0.2% |
87.726 |
Range |
0.510 |
0.260 |
-0.250 |
-49.0% |
1.340 |
ATR |
0.647 |
0.620 |
-0.028 |
-4.3% |
0.000 |
Volume |
32,512 |
24,048 |
-8,464 |
-26.0% |
228,071 |
|
Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.584 |
88.428 |
87.895 |
|
R3 |
88.324 |
88.168 |
87.824 |
|
R2 |
88.064 |
88.064 |
87.800 |
|
R1 |
87.908 |
87.908 |
87.776 |
87.856 |
PP |
87.804 |
87.804 |
87.804 |
87.778 |
S1 |
87.648 |
87.648 |
87.728 |
87.596 |
S2 |
87.544 |
87.544 |
87.704 |
|
S3 |
87.284 |
87.388 |
87.681 |
|
S4 |
87.024 |
87.128 |
87.609 |
|
|
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% |
0.597 |
0.7% |
49% |
False |
False |
36,789 |
10 |
88.315 |
86.230 |
2.085 |
2.4% |
0.654 |
0.7% |
73% |
False |
False |
41,155 |
20 |
88.315 |
84.795 |
3.520 |
4.0% |
0.581 |
0.7% |
84% |
False |
False |
34,453 |
40 |
88.315 |
84.335 |
3.980 |
4.5% |
0.626 |
0.7% |
86% |
False |
False |
37,919 |
60 |
88.315 |
82.230 |
6.085 |
6.9% |
0.551 |
0.6% |
91% |
False |
False |
30,946 |
80 |
88.315 |
80.920 |
7.395 |
8.4% |
0.474 |
0.5% |
92% |
False |
False |
23,285 |
100 |
88.315 |
79.885 |
8.430 |
9.6% |
0.416 |
0.5% |
93% |
False |
False |
18,653 |
120 |
88.315 |
79.885 |
8.430 |
9.6% |
0.379 |
0.4% |
93% |
False |
False |
15,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.065 |
2.618 |
88.641 |
1.618 |
88.381 |
1.000 |
88.220 |
0.618 |
88.121 |
HIGH |
87.960 |
0.618 |
87.861 |
0.500 |
87.830 |
0.382 |
87.799 |
LOW |
87.700 |
0.618 |
87.539 |
1.000 |
87.440 |
1.618 |
87.279 |
2.618 |
87.019 |
4.250 |
86.595 |
|
|
Fisher Pivots for day following 13-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
87.830 |
87.793 |
PP |
87.804 |
87.779 |
S1 |
87.778 |
87.766 |
|