ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 11-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
88.685 |
87.970 |
-0.715 |
-0.8% |
88.370 |
High |
88.820 |
88.795 |
-0.025 |
0.0% |
89.495 |
Low |
88.195 |
87.935 |
-0.260 |
-0.3% |
87.805 |
Close |
88.287 |
88.682 |
0.395 |
0.4% |
89.360 |
Range |
0.625 |
0.860 |
0.235 |
37.6% |
1.690 |
ATR |
0.690 |
0.702 |
0.012 |
1.8% |
0.000 |
Volume |
57,047 |
45,949 |
-11,098 |
-19.5% |
224,721 |
|
Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.051 |
90.726 |
89.155 |
|
R3 |
90.191 |
89.866 |
88.919 |
|
R2 |
89.331 |
89.331 |
88.840 |
|
R1 |
89.006 |
89.006 |
88.761 |
89.169 |
PP |
88.471 |
88.471 |
88.471 |
88.552 |
S1 |
88.146 |
88.146 |
88.603 |
88.309 |
S2 |
87.611 |
87.611 |
88.524 |
|
S3 |
86.751 |
87.286 |
88.446 |
|
S4 |
85.891 |
86.426 |
88.209 |
|
|
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 |
87.935 |
1.630 |
1.8% |
0.822 |
0.9% |
46% |
False |
True |
50,987 |
10 |
89.565 |
87.805 |
1.760 |
2.0% |
0.741 |
0.8% |
50% |
False |
False |
46,374 |
20 |
89.565 |
87.230 |
2.335 |
2.6% |
0.659 |
0.7% |
62% |
False |
False |
41,218 |
40 |
89.565 |
84.795 |
4.770 |
5.4% |
0.631 |
0.7% |
81% |
False |
False |
38,731 |
60 |
89.565 |
84.335 |
5.230 |
5.9% |
0.642 |
0.7% |
83% |
False |
False |
39,156 |
80 |
89.565 |
82.035 |
7.530 |
8.5% |
0.580 |
0.7% |
88% |
False |
False |
33,222 |
100 |
89.565 |
80.905 |
8.660 |
9.8% |
0.509 |
0.6% |
90% |
False |
False |
26,634 |
120 |
89.565 |
79.885 |
9.680 |
10.9% |
0.456 |
0.5% |
91% |
False |
False |
22,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.450 |
2.618 |
91.046 |
1.618 |
90.186 |
1.000 |
89.655 |
0.618 |
89.326 |
HIGH |
88.795 |
0.618 |
88.466 |
0.500 |
88.365 |
0.382 |
88.264 |
LOW |
87.935 |
0.618 |
87.404 |
1.000 |
87.075 |
1.618 |
86.544 |
2.618 |
85.684 |
4.250 |
84.280 |
|
|
Fisher Pivots for day following 11-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
88.576 |
88.657 |
PP |
88.471 |
88.632 |
S1 |
88.365 |
88.608 |
|