ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 05-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
90.810 |
91.730 |
0.920 |
1.0% |
90.310 |
High |
91.490 |
92.050 |
0.560 |
0.6% |
91.490 |
Low |
90.800 |
91.550 |
0.750 |
0.8% |
90.080 |
Close |
91.383 |
91.622 |
0.239 |
0.3% |
91.383 |
Range |
0.690 |
0.500 |
-0.190 |
-27.5% |
1.410 |
ATR |
0.615 |
0.619 |
0.004 |
0.6% |
0.000 |
Volume |
44,832 |
42,512 |
-2,320 |
-5.2% |
111,115 |
|
Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.241 |
92.931 |
91.897 |
|
R3 |
92.741 |
92.431 |
91.760 |
|
R2 |
92.241 |
92.241 |
91.714 |
|
R1 |
91.931 |
91.931 |
91.668 |
91.836 |
PP |
91.741 |
91.741 |
91.741 |
91.693 |
S1 |
91.431 |
91.431 |
91.576 |
91.336 |
S2 |
91.241 |
91.241 |
91.530 |
|
S3 |
90.741 |
90.931 |
91.485 |
|
S4 |
90.241 |
90.431 |
91.347 |
|
|
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 |
92.050 |
90.080 |
1.970 |
2.2% |
0.554 |
0.6% |
78% |
True |
False |
30,725 |
10 |
92.050 |
89.380 |
2.670 |
2.9% |
0.477 |
0.5% |
84% |
True |
False |
24,429 |
20 |
92.050 |
87.830 |
4.220 |
4.6% |
0.630 |
0.7% |
90% |
True |
False |
31,048 |
40 |
92.050 |
87.425 |
4.625 |
5.0% |
0.630 |
0.7% |
91% |
True |
False |
16,667 |
60 |
92.050 |
84.765 |
7.285 |
8.0% |
0.613 |
0.7% |
94% |
True |
False |
11,277 |
80 |
92.050 |
84.185 |
7.865 |
8.6% |
0.585 |
0.6% |
95% |
True |
False |
8,501 |
100 |
92.050 |
81.689 |
10.361 |
11.3% |
0.523 |
0.6% |
96% |
True |
False |
6,814 |
120 |
92.050 |
80.705 |
11.345 |
12.4% |
0.449 |
0.5% |
96% |
True |
False |
5,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.175 |
2.618 |
93.359 |
1.618 |
92.859 |
1.000 |
92.550 |
0.618 |
92.359 |
HIGH |
92.050 |
0.618 |
91.859 |
0.500 |
91.800 |
0.382 |
91.741 |
LOW |
91.550 |
0.618 |
91.241 |
1.000 |
91.050 |
1.618 |
90.741 |
2.618 |
90.241 |
4.250 |
89.425 |
|
|
Fisher Pivots for day following 05-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
91.800 |
91.449 |
PP |
91.741 |
91.276 |
S1 |
91.681 |
91.103 |
|