ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
89.470 |
88.945 |
-0.525 |
-0.6% |
88.565 |
| High |
89.530 |
89.070 |
-0.460 |
-0.5% |
89.700 |
| Low |
88.395 |
88.435 |
0.040 |
0.0% |
88.020 |
| Close |
88.940 |
88.537 |
-0.403 |
-0.5% |
89.575 |
| Range |
1.135 |
0.635 |
-0.500 |
-44.1% |
1.680 |
| ATR |
0.684 |
0.680 |
-0.003 |
-0.5% |
0.000 |
| Volume |
23,859 |
28,314 |
4,455 |
18.7% |
37,247 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.586 |
90.196 |
88.886 |
|
| R3 |
89.951 |
89.561 |
88.712 |
|
| R2 |
89.316 |
89.316 |
88.653 |
|
| R1 |
88.926 |
88.926 |
88.595 |
88.804 |
| PP |
88.681 |
88.681 |
88.681 |
88.619 |
| S1 |
88.291 |
88.291 |
88.479 |
88.169 |
| S2 |
88.046 |
88.046 |
88.421 |
|
| S3 |
87.411 |
87.656 |
88.362 |
|
| S4 |
86.776 |
87.021 |
88.188 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.138 |
93.537 |
90.499 |
|
| R3 |
92.458 |
91.857 |
90.037 |
|
| R2 |
90.778 |
90.778 |
89.883 |
|
| R1 |
90.177 |
90.177 |
89.729 |
90.478 |
| PP |
89.098 |
89.098 |
89.098 |
89.249 |
| S1 |
88.497 |
88.497 |
89.421 |
88.798 |
| S2 |
87.418 |
87.418 |
89.267 |
|
| S3 |
85.738 |
86.817 |
89.113 |
|
| S4 |
84.058 |
85.137 |
88.651 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.785 |
88.395 |
1.390 |
1.6% |
0.846 |
1.0% |
10% |
False |
False |
16,754 |
| 10 |
89.785 |
87.760 |
2.025 |
2.3% |
0.706 |
0.8% |
38% |
False |
False |
10,704 |
| 20 |
89.785 |
87.425 |
2.360 |
2.7% |
0.636 |
0.7% |
47% |
False |
False |
5,721 |
| 40 |
89.785 |
84.765 |
5.020 |
5.7% |
0.625 |
0.7% |
75% |
False |
False |
3,183 |
| 60 |
89.785 |
84.295 |
5.490 |
6.2% |
0.606 |
0.7% |
77% |
False |
False |
2,202 |
| 80 |
89.785 |
81.915 |
7.870 |
8.9% |
0.534 |
0.6% |
84% |
False |
False |
1,670 |
| 100 |
89.785 |
80.940 |
8.845 |
10.0% |
0.443 |
0.5% |
86% |
False |
False |
1,337 |
| 120 |
89.785 |
80.058 |
9.727 |
11.0% |
0.373 |
0.4% |
87% |
False |
False |
1,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.769 |
|
2.618 |
90.732 |
|
1.618 |
90.097 |
|
1.000 |
89.705 |
|
0.618 |
89.462 |
|
HIGH |
89.070 |
|
0.618 |
88.827 |
|
0.500 |
88.753 |
|
0.382 |
88.678 |
|
LOW |
88.435 |
|
0.618 |
88.043 |
|
1.000 |
87.800 |
|
1.618 |
87.408 |
|
2.618 |
86.773 |
|
4.250 |
85.736 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
88.753 |
89.090 |
| PP |
88.681 |
88.906 |
| S1 |
88.609 |
88.721 |
|