ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 21-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
87.780 |
87.720 |
-0.060 |
-0.1% |
87.650 |
High |
88.010 |
88.480 |
0.470 |
0.5% |
88.480 |
Low |
87.540 |
87.505 |
-0.035 |
0.0% |
87.230 |
Close |
87.667 |
88.405 |
0.738 |
0.8% |
88.405 |
Range |
0.470 |
0.975 |
0.505 |
107.4% |
1.250 |
ATR |
0.617 |
0.642 |
0.026 |
4.2% |
0.000 |
Volume |
38,420 |
55,316 |
16,896 |
44.0% |
194,609 |
|
Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.055 |
90.705 |
88.941 |
|
R3 |
90.080 |
89.730 |
88.673 |
|
R2 |
89.105 |
89.105 |
88.584 |
|
R1 |
88.755 |
88.755 |
88.494 |
88.930 |
PP |
88.130 |
88.130 |
88.130 |
88.218 |
S1 |
87.780 |
87.780 |
88.316 |
87.955 |
S2 |
87.155 |
87.155 |
88.226 |
|
S3 |
86.180 |
86.805 |
88.137 |
|
S4 |
85.205 |
85.830 |
87.869 |
|
|
Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.788 |
91.347 |
89.093 |
|
R3 |
90.538 |
90.097 |
88.749 |
|
R2 |
89.288 |
89.288 |
88.634 |
|
R1 |
88.847 |
88.847 |
88.520 |
89.068 |
PP |
88.038 |
88.038 |
88.038 |
88.149 |
S1 |
87.597 |
87.597 |
88.290 |
87.818 |
S2 |
86.788 |
86.788 |
88.176 |
|
S3 |
85.538 |
86.347 |
88.061 |
|
S4 |
84.288 |
85.097 |
87.718 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.480 |
87.230 |
1.250 |
1.4% |
0.632 |
0.7% |
94% |
True |
False |
38,921 |
10 |
88.480 |
87.210 |
1.270 |
1.4% |
0.629 |
0.7% |
94% |
True |
False |
36,776 |
20 |
88.480 |
85.245 |
3.235 |
3.7% |
0.639 |
0.7% |
98% |
True |
False |
39,098 |
40 |
88.480 |
84.525 |
3.955 |
4.5% |
0.656 |
0.7% |
98% |
True |
False |
39,788 |
60 |
88.480 |
82.555 |
5.925 |
6.7% |
0.592 |
0.7% |
99% |
True |
False |
35,027 |
80 |
88.480 |
81.355 |
7.125 |
8.1% |
0.509 |
0.6% |
99% |
True |
False |
26,384 |
100 |
88.480 |
80.110 |
8.370 |
9.5% |
0.442 |
0.5% |
99% |
True |
False |
21,138 |
120 |
88.480 |
79.885 |
8.595 |
9.7% |
0.404 |
0.5% |
99% |
True |
False |
17,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.624 |
2.618 |
91.033 |
1.618 |
90.058 |
1.000 |
89.455 |
0.618 |
89.083 |
HIGH |
88.480 |
0.618 |
88.108 |
0.500 |
87.993 |
0.382 |
87.877 |
LOW |
87.505 |
0.618 |
86.902 |
1.000 |
86.530 |
1.618 |
85.927 |
2.618 |
84.952 |
4.250 |
83.361 |
|
|
Fisher Pivots for day following 21-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
88.268 |
88.244 |
PP |
88.130 |
88.083 |
S1 |
87.993 |
87.923 |
|