ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
88.140 |
87.810 |
-0.330 |
-0.4% |
87.735 |
| High |
88.550 |
88.225 |
-0.325 |
-0.4% |
88.550 |
| Low |
87.640 |
87.425 |
-0.215 |
-0.2% |
87.480 |
| Close |
87.781 |
88.195 |
0.414 |
0.5% |
87.781 |
| Range |
0.910 |
0.800 |
-0.110 |
-12.1% |
1.070 |
| ATR |
0.608 |
0.622 |
0.014 |
2.3% |
0.000 |
| Volume |
325 |
939 |
614 |
188.9% |
3,910 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.348 |
90.072 |
88.635 |
|
| R3 |
89.548 |
89.272 |
88.415 |
|
| R2 |
88.748 |
88.748 |
88.342 |
|
| R1 |
88.472 |
88.472 |
88.268 |
88.610 |
| PP |
87.948 |
87.948 |
87.948 |
88.018 |
| S1 |
87.672 |
87.672 |
88.122 |
87.810 |
| S2 |
87.148 |
87.148 |
88.048 |
|
| S3 |
86.348 |
86.872 |
87.975 |
|
| S4 |
85.548 |
86.072 |
87.755 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.147 |
90.534 |
88.370 |
|
| R3 |
90.077 |
89.464 |
88.075 |
|
| R2 |
89.007 |
89.007 |
87.977 |
|
| R1 |
88.394 |
88.394 |
87.879 |
88.701 |
| PP |
87.937 |
87.937 |
87.937 |
88.090 |
| S1 |
87.324 |
87.324 |
87.683 |
87.631 |
| S2 |
86.867 |
86.867 |
87.585 |
|
| S3 |
85.797 |
86.254 |
87.487 |
|
| S4 |
84.727 |
85.184 |
87.193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.550 |
87.425 |
1.125 |
1.3% |
0.628 |
0.7% |
68% |
False |
True |
725 |
| 10 |
88.550 |
87.175 |
1.375 |
1.6% |
0.659 |
0.7% |
74% |
False |
False |
873 |
| 20 |
88.550 |
84.985 |
3.565 |
4.0% |
0.582 |
0.7% |
90% |
False |
False |
633 |
| 40 |
88.550 |
84.620 |
3.930 |
4.5% |
0.602 |
0.7% |
91% |
False |
False |
490 |
| 60 |
88.550 |
82.575 |
5.975 |
6.8% |
0.524 |
0.6% |
94% |
False |
False |
358 |
| 80 |
88.550 |
81.330 |
7.220 |
8.2% |
0.423 |
0.5% |
95% |
False |
False |
271 |
| 100 |
88.550 |
80.058 |
8.492 |
9.6% |
0.345 |
0.4% |
96% |
False |
False |
217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.625 |
|
2.618 |
90.319 |
|
1.618 |
89.519 |
|
1.000 |
89.025 |
|
0.618 |
88.719 |
|
HIGH |
88.225 |
|
0.618 |
87.919 |
|
0.500 |
87.825 |
|
0.382 |
87.731 |
|
LOW |
87.425 |
|
0.618 |
86.931 |
|
1.000 |
86.625 |
|
1.618 |
86.131 |
|
2.618 |
85.331 |
|
4.250 |
84.025 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
88.072 |
88.126 |
| PP |
87.948 |
88.057 |
| S1 |
87.825 |
87.988 |
|