ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 26-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
88.695 |
88.380 |
-0.315 |
-0.4% |
87.965 |
| High |
88.700 |
88.465 |
-0.235 |
-0.3% |
88.800 |
| Low |
88.310 |
88.000 |
-0.310 |
-0.4% |
87.500 |
| Close |
88.345 |
88.033 |
-0.312 |
-0.4% |
88.781 |
| Range |
0.390 |
0.465 |
0.075 |
19.2% |
1.300 |
| ATR |
0.433 |
0.436 |
0.002 |
0.5% |
0.000 |
| Volume |
24 |
29 |
5 |
20.8% |
169 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.561 |
89.262 |
88.289 |
|
| R3 |
89.096 |
88.797 |
88.161 |
|
| R2 |
88.631 |
88.631 |
88.118 |
|
| R1 |
88.332 |
88.332 |
88.076 |
88.249 |
| PP |
88.166 |
88.166 |
88.166 |
88.125 |
| S1 |
87.867 |
87.867 |
87.990 |
87.784 |
| S2 |
87.701 |
87.701 |
87.948 |
|
| S3 |
87.236 |
87.402 |
87.905 |
|
| S4 |
86.771 |
86.937 |
87.777 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.260 |
91.821 |
89.496 |
|
| R3 |
90.960 |
90.521 |
89.139 |
|
| R2 |
89.660 |
89.660 |
89.019 |
|
| R1 |
89.221 |
89.221 |
88.900 |
89.441 |
| PP |
88.360 |
88.360 |
88.360 |
88.470 |
| S1 |
87.921 |
87.921 |
88.662 |
88.141 |
| S2 |
87.060 |
87.060 |
88.543 |
|
| S3 |
85.760 |
86.621 |
88.424 |
|
| S4 |
84.460 |
85.321 |
88.066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.845 |
87.965 |
0.880 |
1.0% |
0.426 |
0.5% |
8% |
False |
False |
22 |
| 10 |
88.845 |
87.500 |
1.345 |
1.5% |
0.426 |
0.5% |
40% |
False |
False |
32 |
| 20 |
88.845 |
86.430 |
2.415 |
2.7% |
0.431 |
0.5% |
66% |
False |
False |
33 |
| 40 |
88.845 |
84.895 |
3.950 |
4.5% |
0.403 |
0.5% |
79% |
False |
False |
21 |
| 60 |
88.845 |
83.740 |
5.105 |
5.8% |
0.314 |
0.4% |
84% |
False |
False |
19 |
| 80 |
88.845 |
81.780 |
7.065 |
8.0% |
0.260 |
0.3% |
89% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.441 |
|
2.618 |
89.682 |
|
1.618 |
89.217 |
|
1.000 |
88.930 |
|
0.618 |
88.752 |
|
HIGH |
88.465 |
|
0.618 |
88.287 |
|
0.500 |
88.233 |
|
0.382 |
88.178 |
|
LOW |
88.000 |
|
0.618 |
87.713 |
|
1.000 |
87.535 |
|
1.618 |
87.248 |
|
2.618 |
86.783 |
|
4.250 |
86.024 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
88.233 |
88.423 |
| PP |
88.166 |
88.293 |
| S1 |
88.100 |
88.163 |
|