ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 18-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
87.650 |
87.950 |
0.300 |
0.3% |
87.630 |
High |
88.055 |
87.970 |
-0.085 |
-0.1% |
88.365 |
Low |
87.230 |
87.565 |
0.335 |
0.4% |
87.210 |
Close |
88.010 |
87.645 |
-0.365 |
-0.4% |
87.593 |
Range |
0.825 |
0.405 |
-0.420 |
-50.9% |
1.155 |
ATR |
0.654 |
0.639 |
-0.015 |
-2.3% |
0.000 |
Volume |
28,651 |
26,249 |
-2,402 |
-8.4% |
173,153 |
|
Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.942 |
88.698 |
87.868 |
|
R3 |
88.537 |
88.293 |
87.756 |
|
R2 |
88.132 |
88.132 |
87.719 |
|
R1 |
87.888 |
87.888 |
87.682 |
87.808 |
PP |
87.727 |
87.727 |
87.727 |
87.686 |
S1 |
87.483 |
87.483 |
87.608 |
87.403 |
S2 |
87.322 |
87.322 |
87.571 |
|
S3 |
86.917 |
87.078 |
87.534 |
|
S4 |
86.512 |
86.673 |
87.422 |
|
|
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% |
0.582 |
0.7% |
37% |
False |
False |
33,179 |
10 |
88.365 |
87.050 |
1.315 |
1.5% |
0.684 |
0.8% |
45% |
False |
False |
38,354 |
20 |
88.365 |
85.245 |
3.120 |
3.6% |
0.606 |
0.7% |
77% |
False |
False |
36,088 |
40 |
88.365 |
84.525 |
3.840 |
4.4% |
0.646 |
0.7% |
81% |
False |
False |
38,652 |
60 |
88.365 |
82.450 |
5.915 |
6.7% |
0.574 |
0.7% |
88% |
False |
False |
32,745 |
80 |
88.365 |
81.200 |
7.165 |
8.2% |
0.495 |
0.6% |
90% |
False |
False |
24,648 |
100 |
88.365 |
79.885 |
8.480 |
9.7% |
0.431 |
0.5% |
92% |
False |
False |
19,744 |
120 |
88.365 |
79.885 |
8.480 |
9.7% |
0.394 |
0.4% |
92% |
False |
False |
16,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.691 |
2.618 |
89.030 |
1.618 |
88.625 |
1.000 |
88.375 |
0.618 |
88.220 |
HIGH |
87.970 |
0.618 |
87.815 |
0.500 |
87.768 |
0.382 |
87.720 |
LOW |
87.565 |
0.618 |
87.315 |
1.000 |
87.160 |
1.618 |
86.910 |
2.618 |
86.505 |
4.250 |
85.844 |
|
|
Fisher Pivots for day following 18-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
87.768 |
87.798 |
PP |
87.727 |
87.747 |
S1 |
87.686 |
87.696 |
|