ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 09-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
89.435 |
89.210 |
-0.225 |
-0.3% |
88.370 |
High |
89.565 |
89.280 |
-0.285 |
-0.3% |
89.495 |
Low |
88.910 |
88.155 |
-0.755 |
-0.8% |
87.805 |
Close |
89.047 |
88.692 |
-0.355 |
-0.4% |
89.360 |
Range |
0.655 |
1.125 |
0.470 |
71.8% |
1.690 |
ATR |
0.662 |
0.695 |
0.033 |
5.0% |
0.000 |
Volume |
45,090 |
64,118 |
19,028 |
42.2% |
224,721 |
|
Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.084 |
91.513 |
89.311 |
|
R3 |
90.959 |
90.388 |
89.001 |
|
R2 |
89.834 |
89.834 |
88.898 |
|
R1 |
89.263 |
89.263 |
88.795 |
88.986 |
PP |
88.709 |
88.709 |
88.709 |
88.571 |
S1 |
88.138 |
88.138 |
88.589 |
87.861 |
S2 |
87.584 |
87.584 |
88.486 |
|
S3 |
86.459 |
87.013 |
88.383 |
|
S4 |
85.334 |
85.888 |
88.073 |
|
|
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 |
88.155 |
1.410 |
1.6% |
0.805 |
0.9% |
38% |
False |
True |
50,828 |
10 |
89.565 |
87.560 |
2.005 |
2.3% |
0.700 |
0.8% |
56% |
False |
False |
42,219 |
20 |
89.565 |
87.230 |
2.335 |
2.6% |
0.647 |
0.7% |
63% |
False |
False |
39,032 |
40 |
89.565 |
84.525 |
5.040 |
5.7% |
0.650 |
0.7% |
83% |
False |
False |
39,814 |
60 |
89.565 |
84.005 |
5.560 |
6.3% |
0.639 |
0.7% |
84% |
False |
False |
39,137 |
80 |
89.565 |
81.500 |
8.065 |
9.1% |
0.568 |
0.6% |
89% |
False |
False |
31,942 |
100 |
89.565 |
80.615 |
8.950 |
10.1% |
0.498 |
0.6% |
90% |
False |
False |
25,608 |
120 |
89.565 |
79.885 |
9.680 |
10.9% |
0.446 |
0.5% |
91% |
False |
False |
21,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.061 |
2.618 |
92.225 |
1.618 |
91.100 |
1.000 |
90.405 |
0.618 |
89.975 |
HIGH |
89.280 |
0.618 |
88.850 |
0.500 |
88.718 |
0.382 |
88.585 |
LOW |
88.155 |
0.618 |
87.460 |
1.000 |
87.030 |
1.618 |
86.335 |
2.618 |
85.210 |
4.250 |
83.374 |
|
|
Fisher Pivots for day following 09-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
88.718 |
88.860 |
PP |
88.709 |
88.804 |
S1 |
88.701 |
88.748 |
|