ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
89.250 |
88.540 |
-0.710 |
-0.8% |
88.700 |
| High |
89.250 |
89.290 |
0.040 |
0.0% |
89.910 |
| Low |
88.750 |
88.540 |
-0.210 |
-0.2% |
88.280 |
| Close |
88.810 |
89.212 |
0.402 |
0.5% |
89.825 |
| Range |
0.500 |
0.750 |
0.250 |
50.0% |
1.630 |
| ATR |
0.575 |
0.587 |
0.013 |
2.2% |
0.000 |
| Volume |
119 |
36 |
-83 |
-69.7% |
551 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.264 |
90.988 |
89.625 |
|
| R3 |
90.514 |
90.238 |
89.418 |
|
| R2 |
89.764 |
89.764 |
89.350 |
|
| R1 |
89.488 |
89.488 |
89.281 |
89.626 |
| PP |
89.014 |
89.014 |
89.014 |
89.083 |
| S1 |
88.738 |
88.738 |
89.143 |
88.876 |
| S2 |
88.264 |
88.264 |
89.075 |
|
| S3 |
87.514 |
87.988 |
89.006 |
|
| S4 |
86.764 |
87.238 |
88.800 |
|
|
| 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 |
88.540 |
1.455 |
1.6% |
0.733 |
0.8% |
46% |
False |
True |
204 |
| 10 |
89.995 |
88.280 |
1.715 |
1.9% |
0.670 |
0.8% |
54% |
False |
False |
138 |
| 20 |
89.995 |
87.500 |
2.495 |
2.8% |
0.548 |
0.6% |
69% |
False |
False |
85 |
| 40 |
89.995 |
85.355 |
4.640 |
5.2% |
0.437 |
0.5% |
83% |
False |
False |
54 |
| 60 |
89.995 |
84.630 |
5.365 |
6.0% |
0.403 |
0.5% |
85% |
False |
False |
40 |
| 80 |
89.995 |
82.320 |
7.675 |
8.6% |
0.338 |
0.4% |
90% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.478 |
|
2.618 |
91.254 |
|
1.618 |
90.504 |
|
1.000 |
90.040 |
|
0.618 |
89.754 |
|
HIGH |
89.290 |
|
0.618 |
89.004 |
|
0.500 |
88.915 |
|
0.382 |
88.827 |
|
LOW |
88.540 |
|
0.618 |
88.077 |
|
1.000 |
87.790 |
|
1.618 |
87.327 |
|
2.618 |
86.577 |
|
4.250 |
85.353 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
89.113 |
89.186 |
| PP |
89.014 |
89.161 |
| S1 |
88.915 |
89.135 |
|