ICE US Dollar Index Future June 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 |
88.405 |
87.965 |
-0.440 |
-0.5% |
87.800 |
| High |
88.720 |
88.220 |
-0.500 |
-0.6% |
88.720 |
| Low |
88.000 |
87.500 |
-0.500 |
-0.6% |
87.715 |
| Close |
87.971 |
88.385 |
0.414 |
0.5% |
87.971 |
| Range |
0.720 |
0.720 |
0.000 |
0.0% |
1.005 |
| ATR |
0.439 |
0.459 |
0.020 |
4.6% |
0.000 |
| Volume |
59 |
13 |
-46 |
-78.0% |
196 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.195 |
90.010 |
88.781 |
|
| R3 |
89.475 |
89.290 |
88.583 |
|
| R2 |
88.755 |
88.755 |
88.517 |
|
| R1 |
88.570 |
88.570 |
88.451 |
88.663 |
| PP |
88.035 |
88.035 |
88.035 |
88.081 |
| S1 |
87.850 |
87.850 |
88.319 |
87.943 |
| S2 |
87.315 |
87.315 |
88.253 |
|
| S3 |
86.595 |
87.130 |
88.187 |
|
| S4 |
85.875 |
86.410 |
87.989 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.150 |
90.566 |
88.524 |
|
| R3 |
90.145 |
89.561 |
88.247 |
|
| R2 |
89.140 |
89.140 |
88.155 |
|
| R1 |
88.556 |
88.556 |
88.063 |
88.848 |
| PP |
88.135 |
88.135 |
88.135 |
88.282 |
| S1 |
87.551 |
87.551 |
87.879 |
87.843 |
| S2 |
87.130 |
87.130 |
87.787 |
|
| S3 |
86.125 |
86.546 |
87.695 |
|
| S4 |
85.120 |
85.541 |
87.418 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.720 |
87.500 |
1.220 |
1.4% |
0.385 |
0.4% |
73% |
False |
True |
31 |
| 10 |
88.720 |
87.400 |
1.320 |
1.5% |
0.455 |
0.5% |
75% |
False |
False |
27 |
| 20 |
88.720 |
85.565 |
3.155 |
3.6% |
0.377 |
0.4% |
89% |
False |
False |
22 |
| 40 |
88.720 |
84.820 |
3.900 |
4.4% |
0.365 |
0.4% |
91% |
False |
False |
18 |
| 60 |
88.720 |
82.625 |
6.095 |
6.9% |
0.286 |
0.3% |
95% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.280 |
|
2.618 |
90.105 |
|
1.618 |
89.385 |
|
1.000 |
88.940 |
|
0.618 |
88.665 |
|
HIGH |
88.220 |
|
0.618 |
87.945 |
|
0.500 |
87.860 |
|
0.382 |
87.775 |
|
LOW |
87.500 |
|
0.618 |
87.055 |
|
1.000 |
86.780 |
|
1.618 |
86.335 |
|
2.618 |
85.615 |
|
4.250 |
84.440 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
88.210 |
88.293 |
| PP |
88.035 |
88.202 |
| S1 |
87.860 |
88.110 |
|