ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 07-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
87.785 |
88.370 |
0.585 |
0.7% |
87.350 |
| High |
88.450 |
88.505 |
0.055 |
0.1% |
88.505 |
| Low |
87.430 |
87.750 |
0.320 |
0.4% |
87.175 |
| Close |
88.332 |
87.919 |
-0.413 |
-0.5% |
87.919 |
| Range |
1.020 |
0.755 |
-0.265 |
-26.0% |
1.330 |
| ATR |
0.603 |
0.614 |
0.011 |
1.8% |
0.000 |
| Volume |
940 |
1,028 |
88 |
9.4% |
5,175 |
|
| Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.323 |
89.876 |
88.334 |
|
| R3 |
89.568 |
89.121 |
88.127 |
|
| R2 |
88.813 |
88.813 |
88.057 |
|
| R1 |
88.366 |
88.366 |
87.988 |
88.212 |
| PP |
88.058 |
88.058 |
88.058 |
87.981 |
| S1 |
87.611 |
87.611 |
87.850 |
87.457 |
| S2 |
87.303 |
87.303 |
87.781 |
|
| S3 |
86.548 |
86.856 |
87.711 |
|
| S4 |
85.793 |
86.101 |
87.504 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.856 |
91.218 |
88.651 |
|
| R3 |
90.526 |
89.888 |
88.285 |
|
| R2 |
89.196 |
89.196 |
88.163 |
|
| R1 |
88.558 |
88.558 |
88.041 |
88.877 |
| PP |
87.866 |
87.866 |
87.866 |
88.026 |
| S1 |
87.228 |
87.228 |
87.797 |
87.547 |
| S2 |
86.536 |
86.536 |
87.675 |
|
| S3 |
85.206 |
85.898 |
87.553 |
|
| S4 |
83.876 |
84.568 |
87.188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.505 |
87.175 |
1.330 |
1.5% |
0.634 |
0.7% |
56% |
True |
False |
1,035 |
| 10 |
88.505 |
85.420 |
3.085 |
3.5% |
0.618 |
0.7% |
81% |
True |
False |
659 |
| 20 |
88.505 |
84.765 |
3.740 |
4.3% |
0.606 |
0.7% |
84% |
True |
False |
550 |
| 40 |
88.505 |
84.185 |
4.320 |
4.9% |
0.572 |
0.7% |
86% |
True |
False |
383 |
| 60 |
88.505 |
81.689 |
6.816 |
7.8% |
0.478 |
0.5% |
91% |
True |
False |
278 |
| 80 |
88.505 |
80.705 |
7.800 |
8.9% |
0.381 |
0.4% |
92% |
True |
False |
210 |
| 100 |
88.505 |
80.058 |
8.447 |
9.6% |
0.308 |
0.3% |
93% |
True |
False |
169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.714 |
|
2.618 |
90.482 |
|
1.618 |
89.727 |
|
1.000 |
89.260 |
|
0.618 |
88.972 |
|
HIGH |
88.505 |
|
0.618 |
88.217 |
|
0.500 |
88.128 |
|
0.382 |
88.038 |
|
LOW |
87.750 |
|
0.618 |
87.283 |
|
1.000 |
86.995 |
|
1.618 |
86.528 |
|
2.618 |
85.773 |
|
4.250 |
84.541 |
|
|
| Fisher Pivots for day following 07-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
88.128 |
87.906 |
| PP |
88.058 |
87.893 |
| S1 |
87.989 |
87.880 |
|