ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 14-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
87.900 |
87.950 |
0.050 |
0.1% |
87.630 |
High |
87.960 |
88.365 |
0.405 |
0.5% |
88.365 |
Low |
87.700 |
87.455 |
-0.245 |
-0.3% |
87.210 |
Close |
87.752 |
87.593 |
-0.159 |
-0.2% |
87.593 |
Range |
0.260 |
0.910 |
0.650 |
250.0% |
1.155 |
ATR |
0.620 |
0.641 |
0.021 |
3.3% |
0.000 |
Volume |
24,048 |
54,439 |
30,391 |
126.4% |
173,153 |
|
Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.534 |
89.974 |
88.094 |
|
R3 |
89.624 |
89.064 |
87.843 |
|
R2 |
88.714 |
88.714 |
87.760 |
|
R1 |
88.154 |
88.154 |
87.676 |
87.979 |
PP |
87.804 |
87.804 |
87.804 |
87.717 |
S1 |
87.244 |
87.244 |
87.510 |
87.069 |
S2 |
86.894 |
86.894 |
87.426 |
|
S3 |
85.984 |
86.334 |
87.343 |
|
S4 |
85.074 |
85.424 |
87.093 |
|
|
Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.188 |
90.545 |
88.228 |
|
R3 |
90.033 |
89.390 |
87.911 |
|
R2 |
88.878 |
88.878 |
87.805 |
|
R1 |
88.235 |
88.235 |
87.699 |
87.979 |
PP |
87.723 |
87.723 |
87.723 |
87.595 |
S1 |
87.080 |
87.080 |
87.487 |
86.824 |
S2 |
86.568 |
86.568 |
87.381 |
|
S3 |
85.413 |
85.925 |
87.275 |
|
S4 |
84.258 |
84.770 |
86.958 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.365 |
87.210 |
1.155 |
1.3% |
0.625 |
0.7% |
33% |
True |
False |
34,630 |
10 |
88.365 |
86.975 |
1.390 |
1.6% |
0.643 |
0.7% |
44% |
True |
False |
40,122 |
20 |
88.365 |
84.795 |
3.570 |
4.1% |
0.602 |
0.7% |
78% |
True |
False |
35,846 |
40 |
88.365 |
84.460 |
3.905 |
4.5% |
0.634 |
0.7% |
80% |
True |
False |
38,353 |
60 |
88.365 |
82.230 |
6.135 |
7.0% |
0.562 |
0.6% |
87% |
True |
False |
31,846 |
80 |
88.365 |
80.995 |
7.370 |
8.4% |
0.484 |
0.6% |
90% |
True |
False |
23,965 |
100 |
88.365 |
79.885 |
8.480 |
9.7% |
0.423 |
0.5% |
91% |
True |
False |
19,196 |
120 |
88.365 |
79.885 |
8.480 |
9.7% |
0.386 |
0.4% |
91% |
True |
False |
16,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.233 |
2.618 |
90.747 |
1.618 |
89.837 |
1.000 |
89.275 |
0.618 |
88.927 |
HIGH |
88.365 |
0.618 |
88.017 |
0.500 |
87.910 |
0.382 |
87.803 |
LOW |
87.455 |
0.618 |
86.893 |
1.000 |
86.545 |
1.618 |
85.983 |
2.618 |
85.073 |
4.250 |
83.588 |
|
|
Fisher Pivots for day following 14-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
87.910 |
87.910 |
PP |
87.804 |
87.804 |
S1 |
87.699 |
87.699 |
|