ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
88.540 |
89.095 |
0.555 |
0.6% |
89.780 |
| High |
89.290 |
89.155 |
-0.135 |
-0.2% |
89.995 |
| Low |
88.540 |
88.640 |
0.100 |
0.1% |
88.540 |
| Close |
89.212 |
88.870 |
-0.342 |
-0.4% |
88.870 |
| Range |
0.750 |
0.515 |
-0.235 |
-31.3% |
1.455 |
| ATR |
0.587 |
0.586 |
-0.001 |
-0.2% |
0.000 |
| Volume |
36 |
113 |
77 |
213.9% |
940 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.433 |
90.167 |
89.153 |
|
| R3 |
89.918 |
89.652 |
89.012 |
|
| R2 |
89.403 |
89.403 |
88.964 |
|
| R1 |
89.137 |
89.137 |
88.917 |
89.013 |
| PP |
88.888 |
88.888 |
88.888 |
88.826 |
| S1 |
88.622 |
88.622 |
88.823 |
88.498 |
| S2 |
88.373 |
88.373 |
88.776 |
|
| S3 |
87.858 |
88.107 |
88.728 |
|
| S4 |
87.343 |
87.592 |
88.587 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.500 |
92.640 |
89.670 |
|
| R3 |
92.045 |
91.185 |
89.270 |
|
| R2 |
90.590 |
90.590 |
89.137 |
|
| R1 |
89.730 |
89.730 |
89.003 |
89.433 |
| PP |
89.135 |
89.135 |
89.135 |
88.986 |
| S1 |
88.275 |
88.275 |
88.737 |
87.978 |
| S2 |
87.680 |
87.680 |
88.603 |
|
| S3 |
86.225 |
86.820 |
88.470 |
|
| S4 |
84.770 |
85.365 |
88.070 |
|
|
| 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% |
0.658 |
0.7% |
23% |
False |
False |
188 |
| 10 |
89.995 |
88.280 |
1.715 |
1.9% |
0.684 |
0.8% |
34% |
False |
False |
149 |
| 20 |
89.995 |
87.500 |
2.495 |
2.8% |
0.566 |
0.6% |
55% |
False |
False |
91 |
| 40 |
89.995 |
85.520 |
4.475 |
5.0% |
0.442 |
0.5% |
75% |
False |
False |
55 |
| 60 |
89.995 |
84.820 |
5.175 |
5.8% |
0.411 |
0.5% |
78% |
False |
False |
41 |
| 80 |
89.995 |
82.485 |
7.510 |
8.5% |
0.343 |
0.4% |
85% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.344 |
|
2.618 |
90.503 |
|
1.618 |
89.988 |
|
1.000 |
89.670 |
|
0.618 |
89.473 |
|
HIGH |
89.155 |
|
0.618 |
88.958 |
|
0.500 |
88.898 |
|
0.382 |
88.837 |
|
LOW |
88.640 |
|
0.618 |
88.322 |
|
1.000 |
88.125 |
|
1.618 |
87.807 |
|
2.618 |
87.292 |
|
4.250 |
86.451 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
88.898 |
88.915 |
| PP |
88.888 |
88.900 |
| S1 |
88.879 |
88.885 |
|