ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 08-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
88.665 |
89.435 |
0.770 |
0.9% |
88.370 |
High |
89.495 |
89.565 |
0.070 |
0.1% |
89.495 |
Low |
88.650 |
88.910 |
0.260 |
0.3% |
87.805 |
Close |
89.360 |
89.047 |
-0.313 |
-0.4% |
89.360 |
Range |
0.845 |
0.655 |
-0.190 |
-22.5% |
1.690 |
ATR |
0.663 |
0.662 |
-0.001 |
-0.1% |
0.000 |
Volume |
42,735 |
45,090 |
2,355 |
5.5% |
224,721 |
|
Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.139 |
90.748 |
89.407 |
|
R3 |
90.484 |
90.093 |
89.227 |
|
R2 |
89.829 |
89.829 |
89.167 |
|
R1 |
89.438 |
89.438 |
89.107 |
89.306 |
PP |
89.174 |
89.174 |
89.174 |
89.108 |
S1 |
88.783 |
88.783 |
88.987 |
88.651 |
S2 |
88.519 |
88.519 |
88.927 |
|
S3 |
87.864 |
88.128 |
88.867 |
|
S4 |
87.209 |
87.473 |
88.687 |
|
|
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 |
89.565 |
87.995 |
1.570 |
1.8% |
0.727 |
0.8% |
67% |
True |
False |
45,293 |
10 |
89.565 |
87.560 |
2.005 |
2.3% |
0.624 |
0.7% |
74% |
True |
False |
38,415 |
20 |
89.565 |
87.210 |
2.355 |
2.6% |
0.626 |
0.7% |
78% |
True |
False |
37,596 |
40 |
89.565 |
84.525 |
5.040 |
5.7% |
0.640 |
0.7% |
90% |
True |
False |
38,750 |
60 |
89.565 |
84.005 |
5.560 |
6.2% |
0.625 |
0.7% |
91% |
True |
False |
38,356 |
80 |
89.565 |
81.500 |
8.065 |
9.1% |
0.557 |
0.6% |
94% |
True |
False |
31,143 |
100 |
89.565 |
80.615 |
8.950 |
10.1% |
0.489 |
0.5% |
94% |
True |
False |
24,967 |
120 |
89.565 |
79.885 |
9.680 |
10.9% |
0.438 |
0.5% |
95% |
True |
False |
20,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.349 |
2.618 |
91.280 |
1.618 |
90.625 |
1.000 |
90.220 |
0.618 |
89.970 |
HIGH |
89.565 |
0.618 |
89.315 |
0.500 |
89.238 |
0.382 |
89.160 |
LOW |
88.910 |
0.618 |
88.505 |
1.000 |
88.255 |
1.618 |
87.850 |
2.618 |
87.195 |
4.250 |
86.126 |
|
|
Fisher Pivots for day following 08-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
89.238 |
88.997 |
PP |
89.174 |
88.947 |
S1 |
89.111 |
88.898 |
|