ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 12-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
88.015 |
87.940 |
-0.075 |
-0.1% |
87.350 |
| High |
88.345 |
88.145 |
-0.200 |
-0.2% |
88.505 |
| Low |
87.635 |
87.660 |
0.025 |
0.0% |
87.175 |
| Close |
87.912 |
88.091 |
0.179 |
0.2% |
87.919 |
| Range |
0.710 |
0.485 |
-0.225 |
-31.7% |
1.330 |
| ATR |
0.622 |
0.612 |
-0.010 |
-1.6% |
0.000 |
| Volume |
1,249 |
661 |
-588 |
-47.1% |
5,175 |
|
| Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.420 |
89.241 |
88.358 |
|
| R3 |
88.935 |
88.756 |
88.224 |
|
| R2 |
88.450 |
88.450 |
88.180 |
|
| R1 |
88.271 |
88.271 |
88.135 |
88.361 |
| PP |
87.965 |
87.965 |
87.965 |
88.010 |
| S1 |
87.786 |
87.786 |
88.047 |
87.876 |
| S2 |
87.480 |
87.480 |
88.002 |
|
| S3 |
86.995 |
87.301 |
87.958 |
|
| S4 |
86.510 |
86.816 |
87.824 |
|
|
| 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 |
87.430 |
1.075 |
1.2% |
0.720 |
0.8% |
61% |
False |
False |
1,019 |
| 10 |
88.505 |
86.275 |
2.230 |
2.5% |
0.644 |
0.7% |
81% |
False |
False |
931 |
| 20 |
88.505 |
84.985 |
3.520 |
4.0% |
0.561 |
0.6% |
88% |
False |
False |
668 |
| 40 |
88.505 |
84.500 |
4.005 |
4.5% |
0.587 |
0.7% |
90% |
False |
False |
457 |
| 60 |
88.505 |
82.240 |
6.265 |
7.1% |
0.504 |
0.6% |
93% |
False |
False |
330 |
| 80 |
88.505 |
81.120 |
7.385 |
8.4% |
0.400 |
0.5% |
94% |
False |
False |
249 |
| 100 |
88.505 |
80.058 |
8.447 |
9.6% |
0.326 |
0.4% |
95% |
False |
False |
200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.206 |
|
2.618 |
89.415 |
|
1.618 |
88.930 |
|
1.000 |
88.630 |
|
0.618 |
88.445 |
|
HIGH |
88.145 |
|
0.618 |
87.960 |
|
0.500 |
87.903 |
|
0.382 |
87.845 |
|
LOW |
87.660 |
|
0.618 |
87.360 |
|
1.000 |
87.175 |
|
1.618 |
86.875 |
|
2.618 |
86.390 |
|
4.250 |
85.599 |
|
|
| Fisher Pivots for day following 12-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
88.028 |
88.032 |
| PP |
87.965 |
87.972 |
| S1 |
87.903 |
87.913 |
|