ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 17-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
87.950 |
87.650 |
-0.300 |
-0.3% |
87.630 |
High |
88.365 |
88.055 |
-0.310 |
-0.4% |
88.365 |
Low |
87.455 |
87.230 |
-0.225 |
-0.3% |
87.210 |
Close |
87.593 |
88.010 |
0.417 |
0.5% |
87.593 |
Range |
0.910 |
0.825 |
-0.085 |
-9.3% |
1.155 |
ATR |
0.641 |
0.654 |
0.013 |
2.1% |
0.000 |
Volume |
54,439 |
28,651 |
-25,788 |
-47.4% |
173,153 |
|
Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.240 |
89.950 |
88.464 |
|
R3 |
89.415 |
89.125 |
88.237 |
|
R2 |
88.590 |
88.590 |
88.161 |
|
R1 |
88.300 |
88.300 |
88.086 |
88.445 |
PP |
87.765 |
87.765 |
87.765 |
87.838 |
S1 |
87.475 |
87.475 |
87.934 |
87.620 |
S2 |
86.940 |
86.940 |
87.859 |
|
S3 |
86.115 |
86.650 |
87.783 |
|
S4 |
85.290 |
85.825 |
87.556 |
|
|
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 |
87.230 |
1.135 |
1.3% |
0.646 |
0.7% |
69% |
False |
True |
33,281 |
10 |
88.365 |
86.975 |
1.390 |
1.6% |
0.684 |
0.8% |
74% |
False |
False |
38,980 |
20 |
88.365 |
84.795 |
3.570 |
4.1% |
0.619 |
0.7% |
90% |
False |
False |
36,396 |
40 |
88.365 |
84.460 |
3.905 |
4.4% |
0.647 |
0.7% |
91% |
False |
False |
38,614 |
60 |
88.365 |
82.450 |
5.915 |
6.7% |
0.570 |
0.6% |
94% |
False |
False |
32,318 |
80 |
88.365 |
81.175 |
7.190 |
8.2% |
0.490 |
0.6% |
95% |
False |
False |
24,322 |
100 |
88.365 |
79.885 |
8.480 |
9.6% |
0.430 |
0.5% |
96% |
False |
False |
19,482 |
120 |
88.365 |
79.885 |
8.480 |
9.6% |
0.391 |
0.4% |
96% |
False |
False |
16,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.561 |
2.618 |
90.215 |
1.618 |
89.390 |
1.000 |
88.880 |
0.618 |
88.565 |
HIGH |
88.055 |
0.618 |
87.740 |
0.500 |
87.643 |
0.382 |
87.545 |
LOW |
87.230 |
0.618 |
86.720 |
1.000 |
86.405 |
1.618 |
85.895 |
2.618 |
85.070 |
4.250 |
83.724 |
|
|
Fisher Pivots for day following 17-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
87.888 |
87.939 |
PP |
87.765 |
87.868 |
S1 |
87.643 |
87.798 |
|