ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 01-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
88.135 |
88.370 |
0.235 |
0.3% |
88.445 |
High |
88.455 |
88.505 |
0.050 |
0.1% |
88.515 |
Low |
87.995 |
87.805 |
-0.190 |
-0.2% |
87.560 |
Close |
88.413 |
87.982 |
-0.431 |
-0.5% |
88.413 |
Range |
0.460 |
0.700 |
0.240 |
52.2% |
0.955 |
ATR |
0.625 |
0.630 |
0.005 |
0.9% |
0.000 |
Volume |
26,820 |
43,344 |
16,524 |
61.6% |
114,348 |
|
Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.197 |
89.790 |
88.367 |
|
R3 |
89.497 |
89.090 |
88.175 |
|
R2 |
88.797 |
88.797 |
88.110 |
|
R1 |
88.390 |
88.390 |
88.046 |
88.244 |
PP |
88.097 |
88.097 |
88.097 |
88.024 |
S1 |
87.690 |
87.690 |
87.918 |
87.544 |
S2 |
87.397 |
87.397 |
87.854 |
|
S3 |
86.697 |
86.990 |
87.790 |
|
S4 |
85.997 |
86.290 |
87.597 |
|
|
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 |
87.560 |
0.955 |
1.1% |
0.521 |
0.6% |
44% |
False |
False |
31,538 |
10 |
88.515 |
87.230 |
1.285 |
1.5% |
0.577 |
0.7% |
59% |
False |
False |
35,230 |
20 |
88.515 |
86.975 |
1.540 |
1.8% |
0.610 |
0.7% |
65% |
False |
False |
37,676 |
40 |
88.515 |
84.525 |
3.990 |
4.5% |
0.644 |
0.7% |
87% |
False |
False |
38,607 |
60 |
88.515 |
83.935 |
4.580 |
5.2% |
0.598 |
0.7% |
88% |
False |
False |
37,343 |
80 |
88.515 |
81.445 |
7.070 |
8.0% |
0.525 |
0.6% |
92% |
False |
False |
28,330 |
100 |
88.515 |
80.165 |
8.350 |
9.5% |
0.461 |
0.5% |
94% |
False |
False |
22,712 |
120 |
88.515 |
79.885 |
8.630 |
9.8% |
0.418 |
0.5% |
94% |
False |
False |
18,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.480 |
2.618 |
90.338 |
1.618 |
89.638 |
1.000 |
89.205 |
0.618 |
88.938 |
HIGH |
88.505 |
0.618 |
88.238 |
0.500 |
88.155 |
0.382 |
88.072 |
LOW |
87.805 |
0.618 |
87.372 |
1.000 |
87.105 |
1.618 |
86.672 |
2.618 |
85.972 |
4.250 |
84.830 |
|
|
Fisher Pivots for day following 01-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
88.155 |
88.033 |
PP |
88.097 |
88.016 |
S1 |
88.040 |
87.999 |
|