ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
89.095 |
88.955 |
-0.140 |
-0.2% |
89.780 |
| High |
89.155 |
89.135 |
-0.020 |
0.0% |
89.995 |
| Low |
88.640 |
88.665 |
0.025 |
0.0% |
88.540 |
| Close |
88.870 |
88.937 |
0.067 |
0.1% |
88.870 |
| Range |
0.515 |
0.470 |
-0.045 |
-8.7% |
1.455 |
| ATR |
0.586 |
0.578 |
-0.008 |
-1.4% |
0.000 |
| Volume |
113 |
114 |
1 |
0.9% |
940 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.322 |
90.100 |
89.196 |
|
| R3 |
89.852 |
89.630 |
89.066 |
|
| R2 |
89.382 |
89.382 |
89.023 |
|
| R1 |
89.160 |
89.160 |
88.980 |
89.036 |
| PP |
88.912 |
88.912 |
88.912 |
88.851 |
| S1 |
88.690 |
88.690 |
88.894 |
88.566 |
| S2 |
88.442 |
88.442 |
88.851 |
|
| S3 |
87.972 |
88.220 |
88.808 |
|
| S4 |
87.502 |
87.750 |
88.679 |
|
|
| 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 |
89.730 |
88.540 |
1.190 |
1.3% |
0.651 |
0.7% |
33% |
False |
False |
198 |
| 10 |
89.995 |
88.540 |
1.455 |
1.6% |
0.677 |
0.8% |
27% |
False |
False |
156 |
| 20 |
89.995 |
87.500 |
2.495 |
2.8% |
0.553 |
0.6% |
58% |
False |
False |
94 |
| 40 |
89.995 |
85.520 |
4.475 |
5.0% |
0.454 |
0.5% |
76% |
False |
False |
57 |
| 60 |
89.995 |
84.820 |
5.175 |
5.8% |
0.419 |
0.5% |
80% |
False |
False |
43 |
| 80 |
89.995 |
82.485 |
7.510 |
8.4% |
0.348 |
0.4% |
86% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.133 |
|
2.618 |
90.365 |
|
1.618 |
89.895 |
|
1.000 |
89.605 |
|
0.618 |
89.425 |
|
HIGH |
89.135 |
|
0.618 |
88.955 |
|
0.500 |
88.900 |
|
0.382 |
88.845 |
|
LOW |
88.665 |
|
0.618 |
88.375 |
|
1.000 |
88.195 |
|
1.618 |
87.905 |
|
2.618 |
87.435 |
|
4.250 |
86.668 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
88.925 |
88.930 |
| PP |
88.912 |
88.922 |
| S1 |
88.900 |
88.915 |
|