ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 13-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
87.940 |
88.115 |
0.175 |
0.2% |
87.350 |
| High |
88.145 |
88.125 |
-0.020 |
0.0% |
88.505 |
| Low |
87.660 |
87.890 |
0.230 |
0.3% |
87.175 |
| Close |
88.091 |
87.940 |
-0.151 |
-0.2% |
87.919 |
| Range |
0.485 |
0.235 |
-0.250 |
-51.5% |
1.330 |
| ATR |
0.612 |
0.585 |
-0.027 |
-4.4% |
0.000 |
| Volume |
661 |
455 |
-206 |
-31.2% |
5,175 |
|
| Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.690 |
88.550 |
88.069 |
|
| R3 |
88.455 |
88.315 |
88.005 |
|
| R2 |
88.220 |
88.220 |
87.983 |
|
| R1 |
88.080 |
88.080 |
87.962 |
88.033 |
| PP |
87.985 |
87.985 |
87.985 |
87.961 |
| S1 |
87.845 |
87.845 |
87.918 |
87.798 |
| S2 |
87.750 |
87.750 |
87.897 |
|
| S3 |
87.515 |
87.610 |
87.875 |
|
| S4 |
87.280 |
87.375 |
87.811 |
|
|
| 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 |
87.480 |
1.025 |
1.2% |
0.563 |
0.6% |
45% |
False |
False |
922 |
| 10 |
88.505 |
86.420 |
2.085 |
2.4% |
0.625 |
0.7% |
73% |
False |
False |
916 |
| 20 |
88.505 |
84.985 |
3.520 |
4.0% |
0.539 |
0.6% |
84% |
False |
False |
614 |
| 40 |
88.505 |
84.500 |
4.005 |
4.6% |
0.580 |
0.7% |
86% |
False |
False |
468 |
| 60 |
88.505 |
82.380 |
6.125 |
7.0% |
0.503 |
0.6% |
91% |
False |
False |
337 |
| 80 |
88.505 |
81.165 |
7.340 |
8.3% |
0.403 |
0.5% |
92% |
False |
False |
255 |
| 100 |
88.505 |
80.058 |
8.447 |
9.6% |
0.328 |
0.4% |
93% |
False |
False |
204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.124 |
|
2.618 |
88.740 |
|
1.618 |
88.505 |
|
1.000 |
88.360 |
|
0.618 |
88.270 |
|
HIGH |
88.125 |
|
0.618 |
88.035 |
|
0.500 |
88.008 |
|
0.382 |
87.980 |
|
LOW |
87.890 |
|
0.618 |
87.745 |
|
1.000 |
87.655 |
|
1.618 |
87.510 |
|
2.618 |
87.275 |
|
4.250 |
86.891 |
|
|
| Fisher Pivots for day following 13-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
88.008 |
87.990 |
| PP |
87.985 |
87.973 |
| S1 |
87.963 |
87.957 |
|