ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
89.515 |
89.245 |
-0.270 |
-0.3% |
88.700 |
| High |
89.595 |
89.910 |
0.315 |
0.4% |
89.910 |
| Low |
88.685 |
89.020 |
0.335 |
0.4% |
88.280 |
| Close |
89.203 |
89.825 |
0.622 |
0.7% |
89.825 |
| Range |
0.910 |
0.890 |
-0.020 |
-2.2% |
1.630 |
| ATR |
0.524 |
0.550 |
0.026 |
5.0% |
0.000 |
| Volume |
199 |
195 |
-4 |
-2.0% |
551 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.255 |
91.930 |
90.315 |
|
| R3 |
91.365 |
91.040 |
90.070 |
|
| R2 |
90.475 |
90.475 |
89.988 |
|
| R1 |
90.150 |
90.150 |
89.907 |
90.313 |
| PP |
89.585 |
89.585 |
89.585 |
89.666 |
| S1 |
89.260 |
89.260 |
89.743 |
89.423 |
| S2 |
88.695 |
88.695 |
89.662 |
|
| S3 |
87.805 |
88.370 |
89.580 |
|
| S4 |
86.915 |
87.480 |
89.336 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.228 |
93.657 |
90.722 |
|
| R3 |
92.598 |
92.027 |
90.273 |
|
| R2 |
90.968 |
90.968 |
90.124 |
|
| R1 |
90.397 |
90.397 |
89.974 |
90.683 |
| PP |
89.338 |
89.338 |
89.338 |
89.481 |
| S1 |
88.767 |
88.767 |
89.676 |
89.053 |
| S2 |
87.708 |
87.708 |
89.526 |
|
| S3 |
86.078 |
87.137 |
89.377 |
|
| S4 |
84.448 |
85.507 |
88.929 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.910 |
88.280 |
1.630 |
1.8% |
0.709 |
0.8% |
95% |
True |
False |
110 |
| 10 |
89.910 |
87.965 |
1.945 |
2.2% |
0.586 |
0.7% |
96% |
True |
False |
66 |
| 20 |
89.910 |
87.500 |
2.410 |
2.7% |
0.487 |
0.5% |
96% |
True |
False |
51 |
| 40 |
89.910 |
84.895 |
5.015 |
5.6% |
0.422 |
0.5% |
98% |
True |
False |
34 |
| 60 |
89.910 |
84.485 |
5.425 |
6.0% |
0.371 |
0.4% |
98% |
True |
False |
27 |
| 80 |
89.910 |
81.890 |
8.020 |
8.9% |
0.306 |
0.3% |
99% |
True |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.693 |
|
2.618 |
92.240 |
|
1.618 |
91.350 |
|
1.000 |
90.800 |
|
0.618 |
90.460 |
|
HIGH |
89.910 |
|
0.618 |
89.570 |
|
0.500 |
89.465 |
|
0.382 |
89.360 |
|
LOW |
89.020 |
|
0.618 |
88.470 |
|
1.000 |
88.130 |
|
1.618 |
87.580 |
|
2.618 |
86.690 |
|
4.250 |
85.238 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
89.705 |
89.649 |
| PP |
89.585 |
89.473 |
| S1 |
89.465 |
89.298 |
|