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 |
|