ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 26-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
88.225 |
87.925 |
-0.300 |
-0.3% |
87.650 |
High |
88.400 |
88.105 |
-0.295 |
-0.3% |
88.480 |
Low |
87.870 |
87.560 |
-0.310 |
-0.4% |
87.230 |
Close |
87.962 |
87.649 |
-0.313 |
-0.4% |
88.405 |
Range |
0.530 |
0.545 |
0.015 |
2.8% |
1.250 |
ATR |
0.616 |
0.611 |
-0.005 |
-0.8% |
0.000 |
Volume |
33,882 |
27,565 |
-6,317 |
-18.6% |
194,609 |
|
Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.406 |
89.073 |
87.949 |
|
R3 |
88.861 |
88.528 |
87.799 |
|
R2 |
88.316 |
88.316 |
87.749 |
|
R1 |
87.983 |
87.983 |
87.699 |
87.877 |
PP |
87.771 |
87.771 |
87.771 |
87.719 |
S1 |
87.438 |
87.438 |
87.599 |
87.332 |
S2 |
87.226 |
87.226 |
87.549 |
|
S3 |
86.681 |
86.893 |
87.499 |
|
S4 |
86.136 |
86.348 |
87.349 |
|
|
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 |
87.505 |
1.010 |
1.2% |
0.578 |
0.7% |
14% |
False |
False |
36,252 |
10 |
88.515 |
87.230 |
1.285 |
1.5% |
0.578 |
0.7% |
33% |
False |
False |
36,062 |
20 |
88.515 |
86.075 |
2.440 |
2.8% |
0.628 |
0.7% |
65% |
False |
False |
39,167 |
40 |
88.515 |
84.525 |
3.990 |
4.6% |
0.655 |
0.7% |
78% |
False |
False |
39,569 |
60 |
88.515 |
82.975 |
5.540 |
6.3% |
0.602 |
0.7% |
84% |
False |
False |
36,390 |
80 |
88.515 |
81.445 |
7.070 |
8.1% |
0.517 |
0.6% |
88% |
False |
False |
27,467 |
100 |
88.515 |
80.110 |
8.405 |
9.6% |
0.454 |
0.5% |
90% |
False |
False |
22,013 |
120 |
88.515 |
79.885 |
8.630 |
9.8% |
0.411 |
0.5% |
90% |
False |
False |
18,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.421 |
2.618 |
89.532 |
1.618 |
88.987 |
1.000 |
88.650 |
0.618 |
88.442 |
HIGH |
88.105 |
0.618 |
87.897 |
0.500 |
87.833 |
0.382 |
87.768 |
LOW |
87.560 |
0.618 |
87.223 |
1.000 |
87.015 |
1.618 |
86.678 |
2.618 |
86.133 |
4.250 |
85.244 |
|
|
Fisher Pivots for day following 26-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
87.833 |
88.038 |
PP |
87.771 |
87.908 |
S1 |
87.710 |
87.779 |
|