ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
89.000 |
88.410 |
-0.590 |
-0.7% |
89.780 |
| High |
89.000 |
89.615 |
0.615 |
0.7% |
89.995 |
| Low |
88.115 |
88.410 |
0.295 |
0.3% |
88.540 |
| Close |
88.577 |
89.569 |
0.992 |
1.1% |
88.870 |
| Range |
0.885 |
1.205 |
0.320 |
36.2% |
1.455 |
| ATR |
0.600 |
0.643 |
0.043 |
7.2% |
0.000 |
| Volume |
71 |
327 |
256 |
360.6% |
940 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.813 |
92.396 |
90.232 |
|
| R3 |
91.608 |
91.191 |
89.900 |
|
| R2 |
90.403 |
90.403 |
89.790 |
|
| R1 |
89.986 |
89.986 |
89.679 |
90.195 |
| PP |
89.198 |
89.198 |
89.198 |
89.302 |
| S1 |
88.781 |
88.781 |
89.459 |
88.990 |
| S2 |
87.993 |
87.993 |
89.348 |
|
| S3 |
86.788 |
87.576 |
89.238 |
|
| S4 |
85.583 |
86.371 |
88.906 |
|
|
| 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 |
89.615 |
88.115 |
1.500 |
1.7% |
0.765 |
0.9% |
97% |
True |
False |
132 |
| 10 |
89.995 |
88.115 |
1.880 |
2.1% |
0.765 |
0.9% |
77% |
False |
False |
184 |
| 20 |
89.995 |
87.965 |
2.030 |
2.3% |
0.607 |
0.7% |
79% |
False |
False |
109 |
| 40 |
89.995 |
85.565 |
4.430 |
4.9% |
0.499 |
0.6% |
90% |
False |
False |
67 |
| 60 |
89.995 |
84.895 |
5.100 |
5.7% |
0.448 |
0.5% |
92% |
False |
False |
49 |
| 80 |
89.995 |
82.625 |
7.370 |
8.2% |
0.370 |
0.4% |
94% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.736 |
|
2.618 |
92.770 |
|
1.618 |
91.565 |
|
1.000 |
90.820 |
|
0.618 |
90.360 |
|
HIGH |
89.615 |
|
0.618 |
89.155 |
|
0.500 |
89.013 |
|
0.382 |
88.870 |
|
LOW |
88.410 |
|
0.618 |
87.665 |
|
1.000 |
87.205 |
|
1.618 |
86.460 |
|
2.618 |
85.255 |
|
4.250 |
83.289 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
89.384 |
89.334 |
| PP |
89.198 |
89.100 |
| S1 |
89.013 |
88.865 |
|