ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 04-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
88.675 |
88.970 |
0.295 |
0.3% |
88.445 |
High |
89.060 |
89.200 |
0.140 |
0.2% |
88.515 |
Low |
88.630 |
88.230 |
-0.400 |
-0.5% |
87.560 |
Close |
88.993 |
88.735 |
-0.258 |
-0.3% |
88.413 |
Range |
0.430 |
0.970 |
0.540 |
125.6% |
0.955 |
ATR |
0.624 |
0.649 |
0.025 |
4.0% |
0.000 |
Volume |
34,681 |
67,520 |
32,839 |
94.7% |
114,348 |
|
Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.632 |
91.153 |
89.269 |
|
R3 |
90.662 |
90.183 |
89.002 |
|
R2 |
89.692 |
89.692 |
88.913 |
|
R1 |
89.213 |
89.213 |
88.824 |
88.968 |
PP |
88.722 |
88.722 |
88.722 |
88.599 |
S1 |
88.243 |
88.243 |
88.646 |
87.998 |
S2 |
87.752 |
87.752 |
88.557 |
|
S3 |
86.782 |
87.273 |
88.468 |
|
S4 |
85.812 |
86.303 |
88.202 |
|
|
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 |
89.200 |
87.805 |
1.395 |
1.6% |
0.659 |
0.7% |
67% |
True |
False |
41,761 |
10 |
89.200 |
87.505 |
1.695 |
1.9% |
0.619 |
0.7% |
73% |
True |
False |
39,007 |
20 |
89.200 |
87.210 |
1.990 |
2.2% |
0.642 |
0.7% |
77% |
True |
False |
39,219 |
40 |
89.200 |
84.525 |
4.675 |
5.3% |
0.636 |
0.7% |
90% |
True |
False |
38,645 |
60 |
89.200 |
84.005 |
5.195 |
5.9% |
0.610 |
0.7% |
91% |
True |
False |
38,458 |
80 |
89.200 |
81.500 |
7.700 |
8.7% |
0.545 |
0.6% |
94% |
True |
False |
30,053 |
100 |
89.200 |
80.540 |
8.660 |
9.8% |
0.476 |
0.5% |
95% |
True |
False |
24,092 |
120 |
89.200 |
79.885 |
9.315 |
10.5% |
0.431 |
0.5% |
95% |
True |
False |
20,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.323 |
2.618 |
91.739 |
1.618 |
90.769 |
1.000 |
90.170 |
0.618 |
89.799 |
HIGH |
89.200 |
0.618 |
88.829 |
0.500 |
88.715 |
0.382 |
88.601 |
LOW |
88.230 |
0.618 |
87.631 |
1.000 |
87.260 |
1.618 |
86.661 |
2.618 |
85.691 |
4.250 |
84.108 |
|
|
Fisher Pivots for day following 04-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
88.728 |
88.689 |
PP |
88.722 |
88.643 |
S1 |
88.715 |
88.598 |
|