ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 28-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
87.925 |
88.135 |
0.210 |
0.2% |
88.445 |
High |
88.105 |
88.455 |
0.350 |
0.4% |
88.515 |
Low |
87.560 |
87.995 |
0.435 |
0.5% |
87.560 |
Close |
87.649 |
88.413 |
0.764 |
0.9% |
88.413 |
Range |
0.545 |
0.460 |
-0.085 |
-15.6% |
0.955 |
ATR |
0.611 |
0.625 |
0.014 |
2.3% |
0.000 |
Volume |
27,565 |
26,820 |
-745 |
-2.7% |
114,348 |
|
Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.668 |
89.500 |
88.666 |
|
R3 |
89.208 |
89.040 |
88.540 |
|
R2 |
88.748 |
88.748 |
88.497 |
|
R1 |
88.580 |
88.580 |
88.455 |
88.664 |
PP |
88.288 |
88.288 |
88.288 |
88.330 |
S1 |
88.120 |
88.120 |
88.371 |
88.204 |
S2 |
87.828 |
87.828 |
88.329 |
|
S3 |
87.368 |
87.660 |
88.287 |
|
S4 |
86.908 |
87.200 |
88.160 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.028 |
90.675 |
88.938 |
|
R3 |
90.073 |
89.720 |
88.676 |
|
R2 |
89.118 |
89.118 |
88.588 |
|
R1 |
88.765 |
88.765 |
88.501 |
88.464 |
PP |
88.163 |
88.163 |
88.163 |
88.012 |
S1 |
87.810 |
87.810 |
88.325 |
87.509 |
S2 |
87.208 |
87.208 |
88.238 |
|
S3 |
86.253 |
86.855 |
88.150 |
|
S4 |
85.298 |
85.900 |
87.888 |
|
|
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 |
1.1% |
0.576 |
0.7% |
90% |
False |
False |
33,932 |
10 |
88.515 |
87.230 |
1.285 |
1.5% |
0.598 |
0.7% |
92% |
False |
False |
36,339 |
20 |
88.515 |
86.230 |
2.285 |
2.6% |
0.626 |
0.7% |
96% |
False |
False |
38,747 |
40 |
88.515 |
84.525 |
3.990 |
4.5% |
0.655 |
0.7% |
97% |
False |
False |
38,913 |
60 |
88.515 |
83.705 |
4.810 |
5.4% |
0.593 |
0.7% |
98% |
False |
False |
36,751 |
80 |
88.515 |
81.445 |
7.070 |
8.0% |
0.519 |
0.6% |
99% |
False |
False |
27,798 |
100 |
88.515 |
80.110 |
8.405 |
9.5% |
0.456 |
0.5% |
99% |
False |
False |
22,281 |
120 |
88.515 |
79.885 |
8.630 |
9.8% |
0.414 |
0.5% |
99% |
False |
False |
18,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.410 |
2.618 |
89.659 |
1.618 |
89.199 |
1.000 |
88.915 |
0.618 |
88.739 |
HIGH |
88.455 |
0.618 |
88.279 |
0.500 |
88.225 |
0.382 |
88.171 |
LOW |
87.995 |
0.618 |
87.711 |
1.000 |
87.535 |
1.618 |
87.251 |
2.618 |
86.791 |
4.250 |
86.040 |
|
|
Fisher Pivots for day following 28-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
88.350 |
88.278 |
PP |
88.288 |
88.143 |
S1 |
88.225 |
88.008 |
|