ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 30-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
90.310 |
90.515 |
0.205 |
0.2% |
89.920 |
High |
90.605 |
90.660 |
0.055 |
0.1% |
90.405 |
Low |
90.080 |
90.115 |
0.035 |
0.0% |
89.580 |
Close |
90.496 |
90.279 |
-0.217 |
-0.2% |
90.310 |
Range |
0.525 |
0.545 |
0.020 |
3.8% |
0.825 |
ATR |
0.609 |
0.604 |
-0.005 |
-0.7% |
0.000 |
Volume |
22,567 |
25,190 |
2,623 |
11.6% |
62,278 |
|
Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.986 |
91.678 |
90.579 |
|
R3 |
91.441 |
91.133 |
90.429 |
|
R2 |
90.896 |
90.896 |
90.379 |
|
R1 |
90.588 |
90.588 |
90.329 |
90.470 |
PP |
90.351 |
90.351 |
90.351 |
90.292 |
S1 |
90.043 |
90.043 |
90.229 |
89.925 |
S2 |
89.806 |
89.806 |
90.179 |
|
S3 |
89.261 |
89.498 |
90.129 |
|
S4 |
88.716 |
88.953 |
89.979 |
|
|
Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.573 |
92.267 |
90.764 |
|
R3 |
91.748 |
91.442 |
90.537 |
|
R2 |
90.923 |
90.923 |
90.461 |
|
R1 |
90.617 |
90.617 |
90.386 |
90.770 |
PP |
90.098 |
90.098 |
90.098 |
90.175 |
S1 |
89.792 |
89.792 |
90.234 |
89.945 |
S2 |
89.273 |
89.273 |
90.159 |
|
S3 |
88.448 |
88.967 |
90.083 |
|
S4 |
87.623 |
88.142 |
89.856 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.660 |
89.845 |
0.815 |
0.9% |
0.433 |
0.5% |
53% |
True |
False |
18,714 |
10 |
90.660 |
87.830 |
2.830 |
3.1% |
0.575 |
0.6% |
87% |
True |
False |
28,929 |
20 |
90.660 |
87.830 |
2.830 |
3.1% |
0.654 |
0.7% |
87% |
True |
False |
27,126 |
40 |
90.660 |
87.175 |
3.485 |
3.9% |
0.622 |
0.7% |
89% |
True |
False |
14,100 |
60 |
90.660 |
84.765 |
5.895 |
6.5% |
0.623 |
0.7% |
94% |
True |
False |
9,529 |
80 |
90.660 |
84.130 |
6.530 |
7.2% |
0.577 |
0.6% |
94% |
True |
False |
7,188 |
100 |
90.660 |
81.620 |
9.040 |
10.0% |
0.506 |
0.6% |
96% |
True |
False |
5,756 |
120 |
90.660 |
80.470 |
10.190 |
11.3% |
0.435 |
0.5% |
96% |
True |
False |
4,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.976 |
2.618 |
92.087 |
1.618 |
91.542 |
1.000 |
91.205 |
0.618 |
90.997 |
HIGH |
90.660 |
0.618 |
90.452 |
0.500 |
90.388 |
0.382 |
90.323 |
LOW |
90.115 |
0.618 |
89.778 |
1.000 |
89.570 |
1.618 |
89.233 |
2.618 |
88.688 |
4.250 |
87.799 |
|
|
Fisher Pivots for day following 30-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
90.388 |
90.365 |
PP |
90.351 |
90.336 |
S1 |
90.315 |
90.308 |
|