ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 02-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2014 |
02-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
90.255 |
90.810 |
0.555 |
0.6% |
90.310 |
High |
90.665 |
91.490 |
0.825 |
0.9% |
91.490 |
Low |
90.155 |
90.800 |
0.645 |
0.7% |
90.080 |
Close |
90.647 |
91.383 |
0.736 |
0.8% |
91.383 |
Range |
0.510 |
0.690 |
0.180 |
35.3% |
1.410 |
ATR |
0.597 |
0.615 |
0.018 |
2.9% |
0.000 |
Volume |
18,526 |
44,832 |
26,306 |
142.0% |
111,115 |
|
Daily Pivots for day following 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.294 |
93.029 |
91.763 |
|
R3 |
92.604 |
92.339 |
91.573 |
|
R2 |
91.914 |
91.914 |
91.510 |
|
R1 |
91.649 |
91.649 |
91.446 |
91.782 |
PP |
91.224 |
91.224 |
91.224 |
91.291 |
S1 |
90.959 |
90.959 |
91.320 |
91.092 |
S2 |
90.534 |
90.534 |
91.257 |
|
S3 |
89.844 |
90.269 |
91.193 |
|
S4 |
89.154 |
89.579 |
91.004 |
|
|
Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.214 |
94.709 |
92.159 |
|
R3 |
93.804 |
93.299 |
91.771 |
|
R2 |
92.394 |
92.394 |
91.642 |
|
R1 |
91.889 |
91.889 |
91.512 |
92.142 |
PP |
90.984 |
90.984 |
90.984 |
91.111 |
S1 |
90.479 |
90.479 |
91.254 |
90.732 |
S2 |
89.574 |
89.574 |
91.125 |
|
S3 |
88.164 |
89.069 |
90.995 |
|
S4 |
86.754 |
87.659 |
90.608 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.490 |
90.070 |
1.420 |
1.6% |
0.514 |
0.6% |
92% |
True |
False |
23,553 |
10 |
91.490 |
89.120 |
2.370 |
2.6% |
0.477 |
0.5% |
95% |
True |
False |
23,500 |
20 |
91.490 |
87.830 |
3.660 |
4.0% |
0.655 |
0.7% |
97% |
True |
False |
29,453 |
40 |
91.490 |
87.255 |
4.235 |
4.6% |
0.634 |
0.7% |
97% |
True |
False |
15,630 |
60 |
91.490 |
84.765 |
6.725 |
7.4% |
0.617 |
0.7% |
98% |
True |
False |
10,572 |
80 |
91.490 |
84.185 |
7.305 |
8.0% |
0.582 |
0.6% |
99% |
True |
False |
7,970 |
100 |
91.490 |
81.689 |
9.801 |
10.7% |
0.518 |
0.6% |
99% |
True |
False |
6,389 |
120 |
91.490 |
80.644 |
10.846 |
11.9% |
0.445 |
0.5% |
99% |
True |
False |
5,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.423 |
2.618 |
93.296 |
1.618 |
92.606 |
1.000 |
92.180 |
0.618 |
91.916 |
HIGH |
91.490 |
0.618 |
91.226 |
0.500 |
91.145 |
0.382 |
91.064 |
LOW |
90.800 |
0.618 |
90.374 |
1.000 |
90.110 |
1.618 |
89.684 |
2.618 |
88.994 |
4.250 |
87.868 |
|
|
Fisher Pivots for day following 02-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
91.304 |
91.190 |
PP |
91.224 |
90.996 |
S1 |
91.145 |
90.803 |
|