ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 19-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
87.950 |
87.740 |
-0.210 |
-0.2% |
87.630 |
High |
87.970 |
87.850 |
-0.120 |
-0.1% |
88.365 |
Low |
87.565 |
87.365 |
-0.200 |
-0.2% |
87.210 |
Close |
87.645 |
87.711 |
0.066 |
0.1% |
87.593 |
Range |
0.405 |
0.485 |
0.080 |
19.8% |
1.155 |
ATR |
0.639 |
0.628 |
-0.011 |
-1.7% |
0.000 |
Volume |
26,249 |
45,973 |
19,724 |
75.1% |
173,153 |
|
Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.097 |
88.889 |
87.978 |
|
R3 |
88.612 |
88.404 |
87.844 |
|
R2 |
88.127 |
88.127 |
87.800 |
|
R1 |
87.919 |
87.919 |
87.755 |
87.781 |
PP |
87.642 |
87.642 |
87.642 |
87.573 |
S1 |
87.434 |
87.434 |
87.667 |
87.296 |
S2 |
87.157 |
87.157 |
87.622 |
|
S3 |
86.672 |
86.949 |
87.578 |
|
S4 |
86.187 |
86.464 |
87.444 |
|
|
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% |
0.577 |
0.7% |
42% |
False |
False |
35,872 |
10 |
88.365 |
87.210 |
1.155 |
1.3% |
0.665 |
0.8% |
43% |
False |
False |
39,431 |
20 |
88.365 |
85.245 |
3.120 |
3.6% |
0.602 |
0.7% |
79% |
False |
False |
36,675 |
40 |
88.365 |
84.525 |
3.840 |
4.4% |
0.646 |
0.7% |
83% |
False |
False |
39,029 |
60 |
88.365 |
82.450 |
5.915 |
6.7% |
0.578 |
0.7% |
89% |
False |
False |
33,498 |
80 |
88.365 |
81.355 |
7.010 |
8.0% |
0.498 |
0.6% |
91% |
False |
False |
25,223 |
100 |
88.365 |
79.950 |
8.415 |
9.6% |
0.434 |
0.5% |
92% |
False |
False |
20,203 |
120 |
88.365 |
79.885 |
8.480 |
9.7% |
0.397 |
0.5% |
92% |
False |
False |
16,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.911 |
2.618 |
89.120 |
1.618 |
88.635 |
1.000 |
88.335 |
0.618 |
88.150 |
HIGH |
87.850 |
0.618 |
87.665 |
0.500 |
87.608 |
0.382 |
87.550 |
LOW |
87.365 |
0.618 |
87.065 |
1.000 |
86.880 |
1.618 |
86.580 |
2.618 |
86.095 |
4.250 |
85.304 |
|
|
Fisher Pivots for day following 19-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
87.677 |
87.688 |
PP |
87.642 |
87.665 |
S1 |
87.608 |
87.643 |
|