ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 07-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2015 |
07-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
91.570 |
92.000 |
0.430 |
0.5% |
90.310 |
High |
91.930 |
92.510 |
0.580 |
0.6% |
91.490 |
Low |
91.415 |
91.900 |
0.485 |
0.5% |
90.080 |
Close |
91.738 |
92.115 |
0.377 |
0.4% |
91.383 |
Range |
0.515 |
0.610 |
0.095 |
18.4% |
1.410 |
ATR |
0.611 |
0.623 |
0.011 |
1.9% |
0.000 |
Volume |
44,993 |
43,831 |
-1,162 |
-2.6% |
111,115 |
|
Daily Pivots for day following 07-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.005 |
93.670 |
92.451 |
|
R3 |
93.395 |
93.060 |
92.283 |
|
R2 |
92.785 |
92.785 |
92.227 |
|
R1 |
92.450 |
92.450 |
92.171 |
92.618 |
PP |
92.175 |
92.175 |
92.175 |
92.259 |
S1 |
91.840 |
91.840 |
92.059 |
92.008 |
S2 |
91.565 |
91.565 |
92.003 |
|
S3 |
90.955 |
91.230 |
91.947 |
|
S4 |
90.345 |
90.620 |
91.780 |
|
|
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 |
92.510 |
90.155 |
2.355 |
2.6% |
0.565 |
0.6% |
83% |
True |
False |
38,938 |
10 |
92.510 |
89.845 |
2.665 |
2.9% |
0.499 |
0.5% |
85% |
True |
False |
28,826 |
20 |
92.510 |
87.830 |
4.680 |
5.1% |
0.613 |
0.7% |
92% |
True |
False |
34,440 |
40 |
92.510 |
87.425 |
5.085 |
5.5% |
0.614 |
0.7% |
92% |
True |
False |
18,838 |
60 |
92.510 |
84.765 |
7.745 |
8.4% |
0.611 |
0.7% |
95% |
True |
False |
12,742 |
80 |
92.510 |
84.185 |
8.325 |
9.0% |
0.593 |
0.6% |
95% |
True |
False |
9,610 |
100 |
92.510 |
81.689 |
10.821 |
11.7% |
0.532 |
0.6% |
96% |
True |
False |
7,702 |
120 |
92.510 |
80.705 |
11.805 |
12.8% |
0.458 |
0.5% |
97% |
True |
False |
6,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.103 |
2.618 |
94.107 |
1.618 |
93.497 |
1.000 |
93.120 |
0.618 |
92.887 |
HIGH |
92.510 |
0.618 |
92.277 |
0.500 |
92.205 |
0.382 |
92.133 |
LOW |
91.900 |
0.618 |
91.523 |
1.000 |
91.290 |
1.618 |
90.913 |
2.618 |
90.303 |
4.250 |
89.308 |
|
|
Fisher Pivots for day following 07-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
92.205 |
92.064 |
PP |
92.175 |
92.013 |
S1 |
92.145 |
91.963 |
|