ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 05-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
88.970 |
88.665 |
-0.305 |
-0.3% |
88.370 |
High |
89.200 |
89.495 |
0.295 |
0.3% |
89.495 |
Low |
88.230 |
88.650 |
0.420 |
0.5% |
87.805 |
Close |
88.735 |
89.360 |
0.625 |
0.7% |
89.360 |
Range |
0.970 |
0.845 |
-0.125 |
-12.9% |
1.690 |
ATR |
0.649 |
0.663 |
0.014 |
2.2% |
0.000 |
Volume |
67,520 |
42,735 |
-24,785 |
-36.7% |
224,721 |
|
Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.703 |
91.377 |
89.825 |
|
R3 |
90.858 |
90.532 |
89.592 |
|
R2 |
90.013 |
90.013 |
89.515 |
|
R1 |
89.687 |
89.687 |
89.437 |
89.850 |
PP |
89.168 |
89.168 |
89.168 |
89.250 |
S1 |
88.842 |
88.842 |
89.283 |
89.005 |
S2 |
88.323 |
88.323 |
89.205 |
|
S3 |
87.478 |
87.997 |
89.128 |
|
S4 |
86.633 |
87.152 |
88.895 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.957 |
93.348 |
90.290 |
|
R3 |
92.267 |
91.658 |
89.825 |
|
R2 |
90.577 |
90.577 |
89.670 |
|
R1 |
89.968 |
89.968 |
89.515 |
90.273 |
PP |
88.887 |
88.887 |
88.887 |
89.039 |
S1 |
88.278 |
88.278 |
89.205 |
88.583 |
S2 |
87.197 |
87.197 |
89.050 |
|
S3 |
85.507 |
86.588 |
88.895 |
|
S4 |
83.817 |
84.898 |
88.431 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.495 |
87.805 |
1.690 |
1.9% |
0.736 |
0.8% |
92% |
True |
False |
44,944 |
10 |
89.495 |
87.505 |
1.990 |
2.2% |
0.656 |
0.7% |
93% |
True |
False |
39,438 |
20 |
89.495 |
87.210 |
2.285 |
2.6% |
0.632 |
0.7% |
94% |
True |
False |
38,603 |
40 |
89.495 |
84.525 |
4.970 |
5.6% |
0.638 |
0.7% |
97% |
True |
False |
38,327 |
60 |
89.495 |
84.005 |
5.490 |
6.1% |
0.620 |
0.7% |
98% |
True |
False |
38,358 |
80 |
89.495 |
81.500 |
7.995 |
8.9% |
0.552 |
0.6% |
98% |
True |
False |
30,583 |
100 |
89.495 |
80.615 |
8.880 |
9.9% |
0.483 |
0.5% |
98% |
True |
False |
24,517 |
120 |
89.495 |
79.885 |
9.610 |
10.8% |
0.435 |
0.5% |
99% |
True |
False |
20,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.086 |
2.618 |
91.707 |
1.618 |
90.862 |
1.000 |
90.340 |
0.618 |
90.017 |
HIGH |
89.495 |
0.618 |
89.172 |
0.500 |
89.073 |
0.382 |
88.973 |
LOW |
88.650 |
0.618 |
88.128 |
1.000 |
87.805 |
1.618 |
87.283 |
2.618 |
86.438 |
4.250 |
85.059 |
|
|
Fisher Pivots for day following 05-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
89.264 |
89.194 |
PP |
89.168 |
89.028 |
S1 |
89.073 |
88.863 |
|