ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
89.780 |
89.730 |
-0.050 |
-0.1% |
88.700 |
| High |
89.995 |
89.730 |
-0.265 |
-0.3% |
89.910 |
| Low |
89.490 |
88.710 |
-0.780 |
-0.9% |
88.280 |
| Close |
89.547 |
89.216 |
-0.331 |
-0.4% |
89.825 |
| Range |
0.505 |
1.020 |
0.515 |
102.0% |
1.630 |
| ATR |
0.546 |
0.580 |
0.034 |
6.2% |
0.000 |
| Volume |
63 |
609 |
546 |
866.7% |
551 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.279 |
91.767 |
89.777 |
|
| R3 |
91.259 |
90.747 |
89.497 |
|
| R2 |
90.239 |
90.239 |
89.403 |
|
| R1 |
89.727 |
89.727 |
89.310 |
89.473 |
| PP |
89.219 |
89.219 |
89.219 |
89.092 |
| S1 |
88.707 |
88.707 |
89.123 |
88.453 |
| S2 |
88.199 |
88.199 |
89.029 |
|
| S3 |
87.179 |
87.687 |
88.936 |
|
| S4 |
86.159 |
86.667 |
88.655 |
|
|
| 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 |
89.995 |
88.685 |
1.310 |
1.5% |
0.787 |
0.9% |
41% |
False |
False |
226 |
| 10 |
89.995 |
88.000 |
1.995 |
2.2% |
0.631 |
0.7% |
61% |
False |
False |
128 |
| 20 |
89.995 |
87.500 |
2.495 |
2.8% |
0.502 |
0.6% |
69% |
False |
False |
82 |
| 40 |
89.995 |
84.895 |
5.100 |
5.7% |
0.455 |
0.5% |
85% |
False |
False |
50 |
| 60 |
89.995 |
84.485 |
5.510 |
6.2% |
0.396 |
0.4% |
86% |
False |
False |
38 |
| 80 |
89.995 |
81.974 |
8.021 |
9.0% |
0.325 |
0.4% |
90% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.065 |
|
2.618 |
92.400 |
|
1.618 |
91.380 |
|
1.000 |
90.750 |
|
0.618 |
90.360 |
|
HIGH |
89.730 |
|
0.618 |
89.340 |
|
0.500 |
89.220 |
|
0.382 |
89.100 |
|
LOW |
88.710 |
|
0.618 |
88.080 |
|
1.000 |
87.690 |
|
1.618 |
87.060 |
|
2.618 |
86.040 |
|
4.250 |
84.375 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
89.220 |
89.353 |
| PP |
89.219 |
89.307 |
| S1 |
89.217 |
89.262 |
|