ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
88.955 |
89.000 |
0.045 |
0.1% |
89.780 |
| High |
89.135 |
89.000 |
-0.135 |
-0.2% |
89.995 |
| Low |
88.665 |
88.115 |
-0.550 |
-0.6% |
88.540 |
| Close |
88.937 |
88.577 |
-0.360 |
-0.4% |
88.870 |
| Range |
0.470 |
0.885 |
0.415 |
88.3% |
1.455 |
| ATR |
0.578 |
0.600 |
0.022 |
3.8% |
0.000 |
| Volume |
114 |
71 |
-43 |
-37.7% |
940 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.219 |
90.783 |
89.064 |
|
| R3 |
90.334 |
89.898 |
88.820 |
|
| R2 |
89.449 |
89.449 |
88.739 |
|
| R1 |
89.013 |
89.013 |
88.658 |
88.789 |
| PP |
88.564 |
88.564 |
88.564 |
88.452 |
| S1 |
88.128 |
88.128 |
88.496 |
87.904 |
| S2 |
87.679 |
87.679 |
88.415 |
|
| S3 |
86.794 |
87.243 |
88.334 |
|
| S4 |
85.909 |
86.358 |
88.090 |
|
|
| 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 |
89.290 |
88.115 |
1.175 |
1.3% |
0.624 |
0.7% |
39% |
False |
True |
90 |
| 10 |
89.995 |
88.115 |
1.880 |
2.1% |
0.706 |
0.8% |
25% |
False |
True |
158 |
| 20 |
89.995 |
87.965 |
2.030 |
2.3% |
0.562 |
0.6% |
30% |
False |
False |
96 |
| 40 |
89.995 |
85.565 |
4.430 |
5.0% |
0.469 |
0.5% |
68% |
False |
False |
59 |
| 60 |
89.995 |
84.820 |
5.175 |
5.8% |
0.431 |
0.5% |
73% |
False |
False |
44 |
| 80 |
89.995 |
82.625 |
7.370 |
8.3% |
0.355 |
0.4% |
81% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.761 |
|
2.618 |
91.317 |
|
1.618 |
90.432 |
|
1.000 |
89.885 |
|
0.618 |
89.547 |
|
HIGH |
89.000 |
|
0.618 |
88.662 |
|
0.500 |
88.558 |
|
0.382 |
88.453 |
|
LOW |
88.115 |
|
0.618 |
87.568 |
|
1.000 |
87.230 |
|
1.618 |
86.683 |
|
2.618 |
85.798 |
|
4.250 |
84.354 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
88.571 |
88.635 |
| PP |
88.564 |
88.616 |
| S1 |
88.558 |
88.596 |
|