ICE US Dollar Index Future December 2014
| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
88.590 |
88.145 |
-0.445 |
-0.5% |
89.435 |
| High |
88.640 |
88.600 |
-0.040 |
0.0% |
89.565 |
| Low |
88.120 |
88.145 |
0.025 |
0.0% |
87.935 |
| Close |
88.345 |
88.570 |
0.225 |
0.3% |
88.345 |
| Range |
0.520 |
0.455 |
-0.065 |
-12.5% |
1.630 |
| ATR |
0.692 |
0.675 |
-0.017 |
-2.4% |
0.000 |
| Volume |
13,160 |
13,160 |
0 |
0.0% |
225,364 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.803 |
89.642 |
88.820 |
|
| R3 |
89.348 |
89.187 |
88.695 |
|
| R2 |
88.893 |
88.893 |
88.653 |
|
| R1 |
88.732 |
88.732 |
88.612 |
88.813 |
| PP |
88.438 |
88.438 |
88.438 |
88.479 |
| S1 |
88.277 |
88.277 |
88.528 |
88.358 |
| S2 |
87.983 |
87.983 |
88.487 |
|
| S3 |
87.528 |
87.822 |
88.445 |
|
| S4 |
87.073 |
87.367 |
88.320 |
|
|
| 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 |
89.280 |
87.935 |
1.345 |
1.5% |
0.717 |
0.8% |
47% |
False |
False |
38,686 |
| 10 |
89.565 |
87.935 |
1.630 |
1.8% |
0.722 |
0.8% |
39% |
False |
False |
41,990 |
| 20 |
89.565 |
87.230 |
2.335 |
2.6% |
0.649 |
0.7% |
57% |
False |
False |
38,610 |
| 40 |
89.565 |
84.795 |
4.770 |
5.4% |
0.626 |
0.7% |
79% |
False |
False |
37,228 |
| 60 |
89.565 |
84.460 |
5.105 |
5.8% |
0.639 |
0.7% |
81% |
False |
False |
38,438 |
| 80 |
89.565 |
82.230 |
7.335 |
8.3% |
0.584 |
0.7% |
86% |
False |
False |
33,537 |
| 100 |
89.565 |
80.995 |
8.570 |
9.7% |
0.517 |
0.6% |
88% |
False |
False |
26,894 |
| 120 |
89.565 |
79.885 |
9.680 |
10.9% |
0.460 |
0.5% |
90% |
False |
False |
22,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.534 |
|
2.618 |
89.791 |
|
1.618 |
89.336 |
|
1.000 |
89.055 |
|
0.618 |
88.881 |
|
HIGH |
88.600 |
|
0.618 |
88.426 |
|
0.500 |
88.373 |
|
0.382 |
88.319 |
|
LOW |
88.145 |
|
0.618 |
87.864 |
|
1.000 |
87.690 |
|
1.618 |
87.409 |
|
2.618 |
86.954 |
|
4.250 |
86.211 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
88.504 |
88.502 |
| PP |
88.438 |
88.433 |
| S1 |
88.373 |
88.365 |
|