ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 06-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
91.730 |
91.570 |
-0.160 |
-0.2% |
90.310 |
High |
92.050 |
91.930 |
-0.120 |
-0.1% |
91.490 |
Low |
91.550 |
91.415 |
-0.135 |
-0.1% |
90.080 |
Close |
91.622 |
91.738 |
0.116 |
0.1% |
91.383 |
Range |
0.500 |
0.515 |
0.015 |
3.0% |
1.410 |
ATR |
0.619 |
0.611 |
-0.007 |
-1.2% |
0.000 |
Volume |
42,512 |
44,993 |
2,481 |
5.8% |
111,115 |
|
Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.239 |
93.004 |
92.021 |
|
R3 |
92.724 |
92.489 |
91.880 |
|
R2 |
92.209 |
92.209 |
91.832 |
|
R1 |
91.974 |
91.974 |
91.785 |
92.092 |
PP |
91.694 |
91.694 |
91.694 |
91.753 |
S1 |
91.459 |
91.459 |
91.691 |
91.577 |
S2 |
91.179 |
91.179 |
91.644 |
|
S3 |
90.664 |
90.944 |
91.596 |
|
S4 |
90.149 |
90.429 |
91.455 |
|
|
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 |
90.115 |
1.935 |
2.1% |
0.552 |
0.6% |
84% |
False |
False |
35,210 |
10 |
92.050 |
89.580 |
2.470 |
2.7% |
0.479 |
0.5% |
87% |
False |
False |
26,089 |
20 |
92.050 |
87.830 |
4.220 |
4.6% |
0.614 |
0.7% |
93% |
False |
False |
33,041 |
40 |
92.050 |
87.425 |
4.625 |
5.0% |
0.617 |
0.7% |
93% |
False |
False |
17,768 |
60 |
92.050 |
84.765 |
7.285 |
7.9% |
0.611 |
0.7% |
96% |
False |
False |
12,022 |
80 |
92.050 |
84.185 |
7.865 |
8.6% |
0.589 |
0.6% |
96% |
False |
False |
9,063 |
100 |
92.050 |
81.689 |
10.361 |
11.3% |
0.527 |
0.6% |
97% |
False |
False |
7,264 |
120 |
92.050 |
80.705 |
11.345 |
12.4% |
0.453 |
0.5% |
97% |
False |
False |
6,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.119 |
2.618 |
93.278 |
1.618 |
92.763 |
1.000 |
92.445 |
0.618 |
92.248 |
HIGH |
91.930 |
0.618 |
91.733 |
0.500 |
91.673 |
0.382 |
91.612 |
LOW |
91.415 |
0.618 |
91.097 |
1.000 |
90.900 |
1.618 |
90.582 |
2.618 |
90.067 |
4.250 |
89.226 |
|
|
Fisher Pivots for day following 06-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
91.716 |
91.634 |
PP |
91.694 |
91.529 |
S1 |
91.673 |
91.425 |
|