ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
87.810 |
88.110 |
0.300 |
0.3% |
87.735 |
| High |
88.225 |
88.155 |
-0.070 |
-0.1% |
88.550 |
| Low |
87.425 |
87.760 |
0.335 |
0.4% |
87.480 |
| Close |
88.195 |
87.833 |
-0.362 |
-0.4% |
87.781 |
| Range |
0.800 |
0.395 |
-0.405 |
-50.6% |
1.070 |
| ATR |
0.622 |
0.609 |
-0.013 |
-2.1% |
0.000 |
| Volume |
939 |
981 |
42 |
4.5% |
3,910 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.101 |
88.862 |
88.050 |
|
| R3 |
88.706 |
88.467 |
87.942 |
|
| R2 |
88.311 |
88.311 |
87.905 |
|
| R1 |
88.072 |
88.072 |
87.869 |
87.994 |
| PP |
87.916 |
87.916 |
87.916 |
87.877 |
| S1 |
87.677 |
87.677 |
87.797 |
87.599 |
| S2 |
87.521 |
87.521 |
87.761 |
|
| S3 |
87.126 |
87.282 |
87.724 |
|
| S4 |
86.731 |
86.887 |
87.616 |
|
|
| 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% |
0.565 |
0.6% |
36% |
False |
False |
672 |
| 10 |
88.550 |
87.255 |
1.295 |
1.5% |
0.660 |
0.8% |
45% |
False |
False |
883 |
| 20 |
88.550 |
85.420 |
3.130 |
3.6% |
0.570 |
0.6% |
77% |
False |
False |
660 |
| 40 |
88.550 |
84.765 |
3.785 |
4.3% |
0.603 |
0.7% |
81% |
False |
False |
511 |
| 60 |
88.550 |
82.575 |
5.975 |
6.8% |
0.530 |
0.6% |
88% |
False |
False |
373 |
| 80 |
88.550 |
81.415 |
7.135 |
8.1% |
0.428 |
0.5% |
90% |
False |
False |
283 |
| 100 |
88.550 |
80.058 |
8.492 |
9.7% |
0.349 |
0.4% |
92% |
False |
False |
227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.834 |
|
2.618 |
89.189 |
|
1.618 |
88.794 |
|
1.000 |
88.550 |
|
0.618 |
88.399 |
|
HIGH |
88.155 |
|
0.618 |
88.004 |
|
0.500 |
87.958 |
|
0.382 |
87.911 |
|
LOW |
87.760 |
|
0.618 |
87.516 |
|
1.000 |
87.365 |
|
1.618 |
87.121 |
|
2.618 |
86.726 |
|
4.250 |
86.081 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
87.958 |
87.988 |
| PP |
87.916 |
87.936 |
| S1 |
87.875 |
87.885 |
|