ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 25-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
88.445 |
88.225 |
-0.220 |
-0.2% |
87.650 |
High |
88.515 |
88.400 |
-0.115 |
-0.1% |
88.480 |
Low |
88.145 |
87.870 |
-0.275 |
-0.3% |
87.230 |
Close |
88.206 |
87.962 |
-0.244 |
-0.3% |
88.405 |
Range |
0.370 |
0.530 |
0.160 |
43.2% |
1.250 |
ATR |
0.623 |
0.616 |
-0.007 |
-1.1% |
0.000 |
Volume |
26,081 |
33,882 |
7,801 |
29.9% |
194,609 |
|
Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.667 |
89.345 |
88.254 |
|
R3 |
89.137 |
88.815 |
88.108 |
|
R2 |
88.607 |
88.607 |
88.059 |
|
R1 |
88.285 |
88.285 |
88.011 |
88.181 |
PP |
88.077 |
88.077 |
88.077 |
88.026 |
S1 |
87.755 |
87.755 |
87.913 |
87.651 |
S2 |
87.547 |
87.547 |
87.865 |
|
S3 |
87.017 |
87.225 |
87.816 |
|
S4 |
86.487 |
86.695 |
87.671 |
|
|
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% |
0.566 |
0.6% |
52% |
False |
False |
39,934 |
10 |
88.515 |
87.230 |
1.285 |
1.5% |
0.574 |
0.7% |
57% |
False |
False |
36,557 |
20 |
88.515 |
85.245 |
3.270 |
3.7% |
0.645 |
0.7% |
83% |
False |
False |
39,571 |
40 |
88.515 |
84.525 |
3.990 |
4.5% |
0.652 |
0.7% |
86% |
False |
False |
39,854 |
60 |
88.515 |
82.970 |
5.545 |
6.3% |
0.597 |
0.7% |
90% |
False |
False |
35,978 |
80 |
88.515 |
81.445 |
7.070 |
8.0% |
0.515 |
0.6% |
92% |
False |
False |
27,124 |
100 |
88.515 |
80.110 |
8.405 |
9.6% |
0.449 |
0.5% |
93% |
False |
False |
21,737 |
120 |
88.515 |
79.885 |
8.630 |
9.8% |
0.407 |
0.5% |
94% |
False |
False |
18,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.653 |
2.618 |
89.788 |
1.618 |
89.258 |
1.000 |
88.930 |
0.618 |
88.728 |
HIGH |
88.400 |
0.618 |
88.198 |
0.500 |
88.135 |
0.382 |
88.072 |
LOW |
87.870 |
0.618 |
87.542 |
1.000 |
87.340 |
1.618 |
87.012 |
2.618 |
86.482 |
4.250 |
85.618 |
|
|
Fisher Pivots for day following 25-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
88.135 |
88.010 |
PP |
88.077 |
87.994 |
S1 |
88.020 |
87.978 |
|