ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 03-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
86.620 |
87.735 |
1.115 |
1.3% |
85.931 |
| High |
87.605 |
87.775 |
0.170 |
0.2% |
87.605 |
| Low |
86.620 |
87.610 |
0.990 |
1.1% |
85.565 |
| Close |
87.394 |
87.807 |
0.413 |
0.5% |
87.394 |
| Range |
0.985 |
0.165 |
-0.820 |
-83.2% |
2.040 |
| ATR |
0.446 |
0.441 |
-0.005 |
-1.0% |
0.000 |
| Volume |
15 |
37 |
22 |
146.7% |
102 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.226 |
88.181 |
87.898 |
|
| R3 |
88.061 |
88.016 |
87.852 |
|
| R2 |
87.896 |
87.896 |
87.837 |
|
| R1 |
87.851 |
87.851 |
87.822 |
87.874 |
| PP |
87.731 |
87.731 |
87.731 |
87.742 |
| S1 |
87.686 |
87.686 |
87.792 |
87.709 |
| S2 |
87.566 |
87.566 |
87.777 |
|
| S3 |
87.401 |
87.521 |
87.762 |
|
| S4 |
87.236 |
87.356 |
87.716 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.975 |
92.224 |
88.516 |
|
| R3 |
90.935 |
90.184 |
87.955 |
|
| R2 |
88.895 |
88.895 |
87.768 |
|
| R1 |
88.144 |
88.144 |
87.581 |
88.520 |
| PP |
86.855 |
86.855 |
86.855 |
87.042 |
| S1 |
86.104 |
86.104 |
87.207 |
86.480 |
| S2 |
84.815 |
84.815 |
87.020 |
|
| S3 |
82.775 |
84.064 |
86.833 |
|
| S4 |
80.735 |
82.024 |
86.272 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.775 |
85.565 |
2.210 |
2.5% |
0.448 |
0.5% |
101% |
True |
False |
27 |
| 10 |
87.775 |
85.565 |
2.210 |
2.5% |
0.299 |
0.3% |
101% |
True |
False |
17 |
| 20 |
87.775 |
84.895 |
2.880 |
3.3% |
0.381 |
0.4% |
101% |
True |
False |
16 |
| 40 |
87.775 |
84.485 |
3.290 |
3.7% |
0.280 |
0.3% |
101% |
True |
False |
14 |
| 60 |
87.775 |
81.780 |
5.995 |
6.8% |
0.224 |
0.3% |
101% |
True |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.476 |
|
2.618 |
88.207 |
|
1.618 |
88.042 |
|
1.000 |
87.940 |
|
0.618 |
87.877 |
|
HIGH |
87.775 |
|
0.618 |
87.712 |
|
0.500 |
87.693 |
|
0.382 |
87.673 |
|
LOW |
87.610 |
|
0.618 |
87.508 |
|
1.000 |
87.445 |
|
1.618 |
87.343 |
|
2.618 |
87.178 |
|
4.250 |
86.909 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
87.769 |
87.572 |
| PP |
87.731 |
87.337 |
| S1 |
87.693 |
87.103 |
|