ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
87.735 |
88.015 |
0.280 |
0.3% |
87.350 |
| High |
88.110 |
88.345 |
0.235 |
0.3% |
88.505 |
| Low |
87.480 |
87.635 |
0.155 |
0.2% |
87.175 |
| Close |
88.101 |
87.912 |
-0.189 |
-0.2% |
87.919 |
| Range |
0.630 |
0.710 |
0.080 |
12.7% |
1.330 |
| ATR |
0.615 |
0.622 |
0.007 |
1.1% |
0.000 |
| Volume |
1,220 |
1,249 |
29 |
2.4% |
5,175 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.094 |
89.713 |
88.303 |
|
| R3 |
89.384 |
89.003 |
88.107 |
|
| R2 |
88.674 |
88.674 |
88.042 |
|
| R1 |
88.293 |
88.293 |
87.977 |
88.129 |
| PP |
87.964 |
87.964 |
87.964 |
87.882 |
| S1 |
87.583 |
87.583 |
87.847 |
87.419 |
| S2 |
87.254 |
87.254 |
87.782 |
|
| S3 |
86.544 |
86.873 |
87.717 |
|
| S4 |
85.834 |
86.163 |
87.522 |
|
|
| 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 |
87.255 |
1.250 |
1.4% |
0.754 |
0.9% |
53% |
False |
False |
1,095 |
| 10 |
88.505 |
85.420 |
3.085 |
3.5% |
0.682 |
0.8% |
81% |
False |
False |
880 |
| 20 |
88.505 |
84.765 |
3.740 |
4.3% |
0.614 |
0.7% |
84% |
False |
False |
644 |
| 40 |
88.505 |
84.295 |
4.210 |
4.8% |
0.592 |
0.7% |
86% |
False |
False |
443 |
| 60 |
88.505 |
81.915 |
6.590 |
7.5% |
0.500 |
0.6% |
91% |
False |
False |
319 |
| 80 |
88.505 |
80.940 |
7.565 |
8.6% |
0.395 |
0.4% |
92% |
False |
False |
241 |
| 100 |
88.505 |
80.058 |
8.447 |
9.6% |
0.321 |
0.4% |
93% |
False |
False |
194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.363 |
|
2.618 |
90.204 |
|
1.618 |
89.494 |
|
1.000 |
89.055 |
|
0.618 |
88.784 |
|
HIGH |
88.345 |
|
0.618 |
88.074 |
|
0.500 |
87.990 |
|
0.382 |
87.906 |
|
LOW |
87.635 |
|
0.618 |
87.196 |
|
1.000 |
86.925 |
|
1.618 |
86.486 |
|
2.618 |
85.776 |
|
4.250 |
84.618 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
87.990 |
87.993 |
| PP |
87.964 |
87.966 |
| S1 |
87.938 |
87.939 |
|