ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 03-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
88.025 |
88.675 |
0.650 |
0.7% |
88.445 |
High |
88.730 |
89.060 |
0.330 |
0.4% |
88.515 |
Low |
87.995 |
88.630 |
0.635 |
0.7% |
87.560 |
Close |
88.703 |
88.993 |
0.290 |
0.3% |
88.413 |
Range |
0.735 |
0.430 |
-0.305 |
-41.5% |
0.955 |
ATR |
0.639 |
0.624 |
-0.015 |
-2.3% |
0.000 |
Volume |
36,441 |
34,681 |
-1,760 |
-4.8% |
114,348 |
|
Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.184 |
90.019 |
89.230 |
|
R3 |
89.754 |
89.589 |
89.111 |
|
R2 |
89.324 |
89.324 |
89.072 |
|
R1 |
89.159 |
89.159 |
89.032 |
89.242 |
PP |
88.894 |
88.894 |
88.894 |
88.936 |
S1 |
88.729 |
88.729 |
88.954 |
88.812 |
S2 |
88.464 |
88.464 |
88.914 |
|
S3 |
88.034 |
88.299 |
88.875 |
|
S4 |
87.604 |
87.869 |
88.757 |
|
|
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 |
89.060 |
87.560 |
1.500 |
1.7% |
0.574 |
0.6% |
96% |
True |
False |
33,770 |
10 |
89.060 |
87.365 |
1.695 |
1.9% |
0.570 |
0.6% |
96% |
True |
False |
36,852 |
20 |
89.060 |
87.050 |
2.010 |
2.3% |
0.627 |
0.7% |
97% |
True |
False |
37,603 |
40 |
89.060 |
84.525 |
4.535 |
5.1% |
0.630 |
0.7% |
99% |
True |
False |
38,232 |
60 |
89.060 |
84.005 |
5.055 |
5.7% |
0.600 |
0.7% |
99% |
True |
False |
37,891 |
80 |
89.060 |
81.500 |
7.560 |
8.5% |
0.535 |
0.6% |
99% |
True |
False |
29,210 |
100 |
89.060 |
80.280 |
8.780 |
9.9% |
0.469 |
0.5% |
99% |
True |
False |
23,417 |
120 |
89.060 |
79.885 |
9.175 |
10.3% |
0.425 |
0.5% |
99% |
True |
False |
19,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.888 |
2.618 |
90.186 |
1.618 |
89.756 |
1.000 |
89.490 |
0.618 |
89.326 |
HIGH |
89.060 |
0.618 |
88.896 |
0.500 |
88.845 |
0.382 |
88.794 |
LOW |
88.630 |
0.618 |
88.364 |
1.000 |
88.200 |
1.618 |
87.934 |
2.618 |
87.504 |
4.250 |
86.803 |
|
|
Fisher Pivots for day following 03-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
88.944 |
88.806 |
PP |
88.894 |
88.619 |
S1 |
88.845 |
88.433 |
|