ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 28-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
88.110 |
88.355 |
0.245 |
0.3% |
88.700 |
| High |
88.280 |
88.640 |
0.360 |
0.4% |
88.800 |
| Low |
87.760 |
88.195 |
0.435 |
0.5% |
87.760 |
| Close |
87.837 |
88.601 |
0.764 |
0.9% |
88.601 |
| Range |
0.520 |
0.445 |
-0.075 |
-14.4% |
1.040 |
| ATR |
0.591 |
0.606 |
0.015 |
2.6% |
0.000 |
| Volume |
1,002 |
783 |
-219 |
-21.9% |
3,989 |
|
| Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.814 |
89.652 |
88.846 |
|
| R3 |
89.369 |
89.207 |
88.723 |
|
| R2 |
88.924 |
88.924 |
88.683 |
|
| R1 |
88.762 |
88.762 |
88.642 |
88.843 |
| PP |
88.479 |
88.479 |
88.479 |
88.519 |
| S1 |
88.317 |
88.317 |
88.560 |
88.398 |
| S2 |
88.034 |
88.034 |
88.519 |
|
| S3 |
87.589 |
87.872 |
88.479 |
|
| S4 |
87.144 |
87.427 |
88.356 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.507 |
91.094 |
89.173 |
|
| R3 |
90.467 |
90.054 |
88.887 |
|
| R2 |
89.427 |
89.427 |
88.792 |
|
| R1 |
89.014 |
89.014 |
88.696 |
88.701 |
| PP |
88.387 |
88.387 |
88.387 |
88.230 |
| S1 |
87.974 |
87.974 |
88.506 |
87.661 |
| S2 |
87.347 |
87.347 |
88.410 |
|
| S3 |
86.307 |
86.934 |
88.315 |
|
| S4 |
85.267 |
85.894 |
88.029 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.800 |
87.700 |
1.100 |
1.2% |
0.580 |
0.7% |
82% |
False |
False |
909 |
| 10 |
88.800 |
87.425 |
1.375 |
1.6% |
0.591 |
0.7% |
86% |
False |
False |
805 |
| 20 |
88.800 |
86.420 |
2.380 |
2.7% |
0.608 |
0.7% |
92% |
False |
False |
861 |
| 40 |
88.800 |
84.765 |
4.035 |
4.6% |
0.617 |
0.7% |
95% |
False |
False |
619 |
| 60 |
88.800 |
83.550 |
5.250 |
5.9% |
0.551 |
0.6% |
96% |
False |
False |
465 |
| 80 |
88.800 |
81.620 |
7.180 |
8.1% |
0.463 |
0.5% |
97% |
False |
False |
355 |
| 100 |
88.800 |
80.370 |
8.430 |
9.5% |
0.384 |
0.4% |
98% |
False |
False |
285 |
| 120 |
88.800 |
80.058 |
8.742 |
9.9% |
0.324 |
0.4% |
98% |
False |
False |
238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.531 |
|
2.618 |
89.805 |
|
1.618 |
89.360 |
|
1.000 |
89.085 |
|
0.618 |
88.915 |
|
HIGH |
88.640 |
|
0.618 |
88.470 |
|
0.500 |
88.418 |
|
0.382 |
88.365 |
|
LOW |
88.195 |
|
0.618 |
87.920 |
|
1.000 |
87.750 |
|
1.618 |
87.475 |
|
2.618 |
87.030 |
|
4.250 |
86.304 |
|
|
| Fisher Pivots for day following 28-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
88.540 |
88.467 |
| PP |
88.479 |
88.334 |
| S1 |
88.418 |
88.200 |
|