ICE US Dollar Index Future December 2014
| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
89.210 |
88.685 |
-0.525 |
-0.6% |
88.370 |
| High |
89.280 |
88.820 |
-0.460 |
-0.5% |
89.495 |
| Low |
88.155 |
88.195 |
0.040 |
0.0% |
87.805 |
| Close |
88.692 |
88.287 |
-0.405 |
-0.5% |
89.360 |
| Range |
1.125 |
0.625 |
-0.500 |
-44.4% |
1.690 |
| ATR |
0.695 |
0.690 |
-0.005 |
-0.7% |
0.000 |
| Volume |
64,118 |
57,047 |
-7,071 |
-11.0% |
224,721 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.309 |
89.923 |
88.631 |
|
| R3 |
89.684 |
89.298 |
88.459 |
|
| R2 |
89.059 |
89.059 |
88.402 |
|
| R1 |
88.673 |
88.673 |
88.344 |
88.554 |
| PP |
88.434 |
88.434 |
88.434 |
88.374 |
| S1 |
88.048 |
88.048 |
88.230 |
87.929 |
| S2 |
87.809 |
87.809 |
88.172 |
|
| S3 |
87.184 |
87.423 |
88.115 |
|
| S4 |
86.559 |
86.798 |
87.943 |
|
|
| 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% |
0.844 |
1.0% |
9% |
False |
False |
55,302 |
| 10 |
89.565 |
87.560 |
2.005 |
2.3% |
0.709 |
0.8% |
36% |
False |
False |
44,536 |
| 20 |
89.565 |
87.230 |
2.335 |
2.6% |
0.642 |
0.7% |
45% |
False |
False |
40,546 |
| 40 |
89.565 |
84.525 |
5.040 |
5.7% |
0.650 |
0.7% |
75% |
False |
False |
40,492 |
| 60 |
89.565 |
84.075 |
5.490 |
6.2% |
0.641 |
0.7% |
77% |
False |
False |
39,500 |
| 80 |
89.565 |
81.755 |
7.810 |
8.8% |
0.573 |
0.6% |
84% |
False |
False |
32,649 |
| 100 |
89.565 |
80.710 |
8.855 |
10.0% |
0.503 |
0.6% |
86% |
False |
False |
26,175 |
| 120 |
89.565 |
79.885 |
9.680 |
11.0% |
0.450 |
0.5% |
87% |
False |
False |
21,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.476 |
|
2.618 |
90.456 |
|
1.618 |
89.831 |
|
1.000 |
89.445 |
|
0.618 |
89.206 |
|
HIGH |
88.820 |
|
0.618 |
88.581 |
|
0.500 |
88.508 |
|
0.382 |
88.434 |
|
LOW |
88.195 |
|
0.618 |
87.809 |
|
1.000 |
87.570 |
|
1.618 |
87.184 |
|
2.618 |
86.559 |
|
4.250 |
85.539 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
88.508 |
88.860 |
| PP |
88.434 |
88.669 |
| S1 |
88.361 |
88.478 |
|