ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 19-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
88.110 |
87.955 |
-0.155 |
-0.2% |
87.735 |
| High |
88.155 |
88.035 |
-0.120 |
-0.1% |
88.550 |
| Low |
87.760 |
87.595 |
-0.165 |
-0.2% |
87.480 |
| Close |
87.833 |
87.899 |
0.066 |
0.1% |
87.781 |
| Range |
0.395 |
0.440 |
0.045 |
11.4% |
1.070 |
| ATR |
0.609 |
0.596 |
-0.012 |
-2.0% |
0.000 |
| Volume |
981 |
896 |
-85 |
-8.7% |
3,910 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.163 |
88.971 |
88.141 |
|
| R3 |
88.723 |
88.531 |
88.020 |
|
| R2 |
88.283 |
88.283 |
87.980 |
|
| R1 |
88.091 |
88.091 |
87.939 |
87.967 |
| PP |
87.843 |
87.843 |
87.843 |
87.781 |
| S1 |
87.651 |
87.651 |
87.859 |
87.527 |
| S2 |
87.403 |
87.403 |
87.818 |
|
| S3 |
86.963 |
87.211 |
87.778 |
|
| S4 |
86.523 |
86.771 |
87.657 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.147 |
90.534 |
88.370 |
|
| R3 |
90.077 |
89.464 |
88.075 |
|
| R2 |
89.007 |
89.007 |
87.977 |
|
| R1 |
88.394 |
88.394 |
87.879 |
88.701 |
| PP |
87.937 |
87.937 |
87.937 |
88.090 |
| S1 |
87.324 |
87.324 |
87.683 |
87.631 |
| S2 |
86.867 |
86.867 |
87.585 |
|
| S3 |
85.797 |
86.254 |
87.487 |
|
| S4 |
84.727 |
85.184 |
87.193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.550 |
87.425 |
1.125 |
1.3% |
0.556 |
0.6% |
42% |
False |
False |
719 |
| 10 |
88.550 |
87.425 |
1.125 |
1.3% |
0.638 |
0.7% |
42% |
False |
False |
869 |
| 20 |
88.550 |
85.420 |
3.130 |
3.6% |
0.565 |
0.6% |
79% |
False |
False |
695 |
| 40 |
88.550 |
84.765 |
3.785 |
4.3% |
0.602 |
0.7% |
83% |
False |
False |
532 |
| 60 |
88.550 |
82.575 |
5.975 |
6.8% |
0.533 |
0.6% |
89% |
False |
False |
387 |
| 80 |
88.550 |
81.590 |
6.960 |
7.9% |
0.432 |
0.5% |
91% |
False |
False |
294 |
| 100 |
88.550 |
80.160 |
8.390 |
9.5% |
0.353 |
0.4% |
92% |
False |
False |
236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.905 |
|
2.618 |
89.187 |
|
1.618 |
88.747 |
|
1.000 |
88.475 |
|
0.618 |
88.307 |
|
HIGH |
88.035 |
|
0.618 |
87.867 |
|
0.500 |
87.815 |
|
0.382 |
87.763 |
|
LOW |
87.595 |
|
0.618 |
87.323 |
|
1.000 |
87.155 |
|
1.618 |
86.883 |
|
2.618 |
86.443 |
|
4.250 |
85.725 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
87.871 |
87.874 |
| PP |
87.843 |
87.850 |
| S1 |
87.815 |
87.825 |
|