ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 01-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
88.575 |
88.700 |
0.125 |
0.1% |
88.845 |
| High |
88.810 |
88.815 |
0.005 |
0.0% |
88.845 |
| Low |
88.430 |
88.280 |
-0.150 |
-0.2% |
88.000 |
| Close |
88.796 |
88.432 |
-0.364 |
-0.4% |
88.796 |
| Range |
0.380 |
0.535 |
0.155 |
40.8% |
0.845 |
| ATR |
0.460 |
0.465 |
0.005 |
1.2% |
0.000 |
| Volume |
7 |
41 |
34 |
485.7% |
106 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.114 |
89.808 |
88.726 |
|
| R3 |
89.579 |
89.273 |
88.579 |
|
| R2 |
89.044 |
89.044 |
88.530 |
|
| R1 |
88.738 |
88.738 |
88.481 |
88.624 |
| PP |
88.509 |
88.509 |
88.509 |
88.452 |
| S1 |
88.203 |
88.203 |
88.383 |
88.089 |
| S2 |
87.974 |
87.974 |
88.334 |
|
| S3 |
87.439 |
87.668 |
88.285 |
|
| S4 |
86.904 |
87.133 |
88.138 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.082 |
90.784 |
89.261 |
|
| R3 |
90.237 |
89.939 |
89.028 |
|
| R2 |
89.392 |
89.392 |
88.951 |
|
| R1 |
89.094 |
89.094 |
88.873 |
88.821 |
| PP |
88.547 |
88.547 |
88.547 |
88.410 |
| S1 |
88.249 |
88.249 |
88.719 |
87.976 |
| S2 |
87.702 |
87.702 |
88.641 |
|
| S3 |
86.857 |
87.404 |
88.564 |
|
| S4 |
86.012 |
86.559 |
88.331 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.845 |
88.000 |
0.845 |
1.0% |
0.403 |
0.5% |
51% |
False |
False |
29 |
| 10 |
88.845 |
87.500 |
1.345 |
1.5% |
0.430 |
0.5% |
69% |
False |
False |
31 |
| 20 |
88.845 |
87.400 |
1.445 |
1.6% |
0.414 |
0.5% |
71% |
False |
False |
30 |
| 40 |
88.845 |
84.895 |
3.950 |
4.5% |
0.415 |
0.5% |
90% |
False |
False |
22 |
| 60 |
88.845 |
84.485 |
4.360 |
4.9% |
0.322 |
0.4% |
91% |
False |
False |
19 |
| 80 |
88.845 |
81.780 |
7.065 |
8.0% |
0.270 |
0.3% |
94% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.089 |
|
2.618 |
90.216 |
|
1.618 |
89.681 |
|
1.000 |
89.350 |
|
0.618 |
89.146 |
|
HIGH |
88.815 |
|
0.618 |
88.611 |
|
0.500 |
88.548 |
|
0.382 |
88.484 |
|
LOW |
88.280 |
|
0.618 |
87.949 |
|
1.000 |
87.745 |
|
1.618 |
87.414 |
|
2.618 |
86.879 |
|
4.250 |
86.006 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
88.548 |
88.424 |
| PP |
88.509 |
88.416 |
| S1 |
88.471 |
88.408 |
|