ICE US Dollar Index Future December 2014
Trading Metrics calculated at close of trading on 12-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
87.970 |
88.590 |
0.620 |
0.7% |
89.435 |
High |
88.795 |
88.640 |
-0.155 |
-0.2% |
89.565 |
Low |
87.935 |
88.120 |
0.185 |
0.2% |
87.935 |
Close |
88.682 |
88.345 |
-0.337 |
-0.4% |
88.345 |
Range |
0.860 |
0.520 |
-0.340 |
-39.5% |
1.630 |
ATR |
0.702 |
0.692 |
-0.010 |
-1.4% |
0.000 |
Volume |
45,949 |
13,160 |
-32,789 |
-71.4% |
225,364 |
|
Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.928 |
89.657 |
88.631 |
|
R3 |
89.408 |
89.137 |
88.488 |
|
R2 |
88.888 |
88.888 |
88.440 |
|
R1 |
88.617 |
88.617 |
88.393 |
88.493 |
PP |
88.368 |
88.368 |
88.368 |
88.306 |
S1 |
88.097 |
88.097 |
88.297 |
87.973 |
S2 |
87.848 |
87.848 |
88.250 |
|
S3 |
87.328 |
87.577 |
88.202 |
|
S4 |
86.808 |
87.057 |
88.059 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.505 |
92.555 |
89.242 |
|
R3 |
91.875 |
90.925 |
88.793 |
|
R2 |
90.245 |
90.245 |
88.644 |
|
R1 |
89.295 |
89.295 |
88.494 |
88.955 |
PP |
88.615 |
88.615 |
88.615 |
88.445 |
S1 |
87.665 |
87.665 |
88.196 |
87.325 |
S2 |
86.985 |
86.985 |
88.046 |
|
S3 |
85.355 |
86.035 |
87.897 |
|
S4 |
83.725 |
84.405 |
87.449 |
|
|
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% |
0.757 |
0.9% |
25% |
False |
False |
45,072 |
10 |
89.565 |
87.805 |
1.760 |
2.0% |
0.747 |
0.8% |
31% |
False |
False |
45,008 |
20 |
89.565 |
87.230 |
2.335 |
2.6% |
0.672 |
0.8% |
48% |
False |
False |
40,674 |
40 |
89.565 |
84.795 |
4.770 |
5.4% |
0.627 |
0.7% |
74% |
False |
False |
37,563 |
60 |
89.565 |
84.335 |
5.230 |
5.9% |
0.642 |
0.7% |
77% |
False |
False |
38,837 |
80 |
89.565 |
82.230 |
7.335 |
8.3% |
0.581 |
0.7% |
83% |
False |
False |
33,378 |
100 |
89.565 |
80.920 |
8.645 |
9.8% |
0.513 |
0.6% |
86% |
False |
False |
26,762 |
120 |
89.565 |
79.885 |
9.680 |
11.0% |
0.458 |
0.5% |
87% |
False |
False |
22,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.850 |
2.618 |
90.001 |
1.618 |
89.481 |
1.000 |
89.160 |
0.618 |
88.961 |
HIGH |
88.640 |
0.618 |
88.441 |
0.500 |
88.380 |
0.382 |
88.319 |
LOW |
88.120 |
0.618 |
87.799 |
1.000 |
87.600 |
1.618 |
87.279 |
2.618 |
86.759 |
4.250 |
85.910 |
|
|
Fisher Pivots for day following 12-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
88.380 |
88.378 |
PP |
88.368 |
88.367 |
S1 |
88.357 |
88.356 |
|