ICE US Dollar Index Future December 2014
| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
87.720 |
88.445 |
0.725 |
0.8% |
87.650 |
| High |
88.480 |
88.515 |
0.035 |
0.0% |
88.480 |
| Low |
87.505 |
88.145 |
0.640 |
0.7% |
87.230 |
| Close |
88.405 |
88.206 |
-0.199 |
-0.2% |
88.405 |
| Range |
0.975 |
0.370 |
-0.605 |
-62.1% |
1.250 |
| ATR |
0.642 |
0.623 |
-0.019 |
-3.0% |
0.000 |
| Volume |
55,316 |
26,081 |
-29,235 |
-52.9% |
194,609 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.399 |
89.172 |
88.410 |
|
| R3 |
89.029 |
88.802 |
88.308 |
|
| R2 |
88.659 |
88.659 |
88.274 |
|
| R1 |
88.432 |
88.432 |
88.240 |
88.361 |
| PP |
88.289 |
88.289 |
88.289 |
88.253 |
| S1 |
88.062 |
88.062 |
88.172 |
87.991 |
| S2 |
87.919 |
87.919 |
88.138 |
|
| S3 |
87.549 |
87.692 |
88.104 |
|
| S4 |
87.179 |
87.322 |
88.003 |
|
|
| 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 |
88.515 |
87.365 |
1.150 |
1.3% |
0.541 |
0.6% |
73% |
True |
False |
38,407 |
| 10 |
88.515 |
87.230 |
1.285 |
1.5% |
0.594 |
0.7% |
76% |
True |
False |
35,844 |
| 20 |
88.515 |
85.245 |
3.270 |
3.7% |
0.642 |
0.7% |
91% |
True |
False |
39,290 |
| 40 |
88.515 |
84.525 |
3.990 |
4.5% |
0.656 |
0.7% |
92% |
True |
False |
39,893 |
| 60 |
88.515 |
82.900 |
5.615 |
6.4% |
0.592 |
0.7% |
94% |
True |
False |
35,449 |
| 80 |
88.515 |
81.445 |
7.070 |
8.0% |
0.509 |
0.6% |
96% |
True |
False |
26,706 |
| 100 |
88.515 |
80.110 |
8.405 |
9.5% |
0.445 |
0.5% |
96% |
True |
False |
21,399 |
| 120 |
88.515 |
79.885 |
8.630 |
9.8% |
0.406 |
0.5% |
96% |
True |
False |
17,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.088 |
|
2.618 |
89.484 |
|
1.618 |
89.114 |
|
1.000 |
88.885 |
|
0.618 |
88.744 |
|
HIGH |
88.515 |
|
0.618 |
88.374 |
|
0.500 |
88.330 |
|
0.382 |
88.286 |
|
LOW |
88.145 |
|
0.618 |
87.916 |
|
1.000 |
87.775 |
|
1.618 |
87.546 |
|
2.618 |
87.176 |
|
4.250 |
86.573 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
88.330 |
88.141 |
| PP |
88.289 |
88.075 |
| S1 |
88.247 |
88.010 |
|