ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 02-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
88.370 |
88.025 |
-0.345 |
-0.4% |
88.445 |
High |
88.505 |
88.730 |
0.225 |
0.3% |
88.515 |
Low |
87.805 |
87.995 |
0.190 |
0.2% |
87.560 |
Close |
87.982 |
88.703 |
0.721 |
0.8% |
88.413 |
Range |
0.700 |
0.735 |
0.035 |
5.0% |
0.955 |
ATR |
0.630 |
0.639 |
0.008 |
1.3% |
0.000 |
Volume |
43,344 |
36,441 |
-6,903 |
-15.9% |
114,348 |
|
Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.681 |
90.427 |
89.107 |
|
R3 |
89.946 |
89.692 |
88.905 |
|
R2 |
89.211 |
89.211 |
88.838 |
|
R1 |
88.957 |
88.957 |
88.770 |
89.084 |
PP |
88.476 |
88.476 |
88.476 |
88.540 |
S1 |
88.222 |
88.222 |
88.636 |
88.349 |
S2 |
87.741 |
87.741 |
88.568 |
|
S3 |
87.006 |
87.487 |
88.501 |
|
S4 |
86.271 |
86.752 |
88.299 |
|
|
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 |
88.730 |
87.560 |
1.170 |
1.3% |
0.594 |
0.7% |
98% |
True |
False |
33,610 |
10 |
88.730 |
87.365 |
1.365 |
1.5% |
0.568 |
0.6% |
98% |
True |
False |
36,009 |
20 |
88.730 |
86.975 |
1.755 |
2.0% |
0.626 |
0.7% |
98% |
True |
False |
37,494 |
40 |
88.730 |
84.525 |
4.205 |
4.7% |
0.634 |
0.7% |
99% |
True |
False |
38,433 |
60 |
88.730 |
84.005 |
4.725 |
5.3% |
0.601 |
0.7% |
99% |
True |
False |
37,664 |
80 |
88.730 |
81.500 |
7.230 |
8.2% |
0.530 |
0.6% |
100% |
True |
False |
28,782 |
100 |
88.730 |
80.250 |
8.480 |
9.6% |
0.466 |
0.5% |
100% |
True |
False |
23,072 |
120 |
88.730 |
79.885 |
8.845 |
10.0% |
0.422 |
0.5% |
100% |
True |
False |
19,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.854 |
2.618 |
90.654 |
1.618 |
89.919 |
1.000 |
89.465 |
0.618 |
89.184 |
HIGH |
88.730 |
0.618 |
88.449 |
0.500 |
88.363 |
0.382 |
88.276 |
LOW |
87.995 |
0.618 |
87.541 |
1.000 |
87.260 |
1.618 |
86.806 |
2.618 |
86.071 |
4.250 |
84.871 |
|
|
Fisher Pivots for day following 02-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
88.590 |
88.558 |
PP |
88.476 |
88.413 |
S1 |
88.363 |
88.268 |
|