ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 08-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
92.000 |
92.235 |
0.235 |
0.3% |
90.310 |
High |
92.510 |
92.760 |
0.250 |
0.3% |
91.490 |
Low |
91.900 |
92.220 |
0.320 |
0.3% |
90.080 |
Close |
92.115 |
92.602 |
0.487 |
0.5% |
91.383 |
Range |
0.610 |
0.540 |
-0.070 |
-11.5% |
1.410 |
ATR |
0.623 |
0.624 |
0.002 |
0.3% |
0.000 |
Volume |
43,831 |
28,010 |
-15,821 |
-36.1% |
111,115 |
|
Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.147 |
93.915 |
92.899 |
|
R3 |
93.607 |
93.375 |
92.751 |
|
R2 |
93.067 |
93.067 |
92.701 |
|
R1 |
92.835 |
92.835 |
92.652 |
92.951 |
PP |
92.527 |
92.527 |
92.527 |
92.586 |
S1 |
92.295 |
92.295 |
92.553 |
92.411 |
S2 |
91.987 |
91.987 |
92.503 |
|
S3 |
91.447 |
91.755 |
92.454 |
|
S4 |
90.907 |
91.215 |
92.305 |
|
|
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 |
92.760 |
90.800 |
1.960 |
2.1% |
0.571 |
0.6% |
92% |
True |
False |
40,835 |
10 |
92.760 |
90.070 |
2.690 |
2.9% |
0.497 |
0.5% |
94% |
True |
False |
29,019 |
20 |
92.760 |
87.830 |
4.930 |
5.3% |
0.583 |
0.6% |
97% |
True |
False |
34,648 |
40 |
92.760 |
87.425 |
5.335 |
5.8% |
0.611 |
0.7% |
97% |
True |
False |
19,508 |
60 |
92.760 |
84.765 |
7.995 |
8.6% |
0.611 |
0.7% |
98% |
True |
False |
13,203 |
80 |
92.760 |
84.185 |
8.575 |
9.3% |
0.598 |
0.6% |
98% |
True |
False |
9,960 |
100 |
92.760 |
81.855 |
10.905 |
11.8% |
0.538 |
0.6% |
99% |
True |
False |
7,982 |
120 |
92.760 |
80.820 |
11.940 |
12.9% |
0.461 |
0.5% |
99% |
True |
False |
6,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.055 |
2.618 |
94.174 |
1.618 |
93.634 |
1.000 |
93.300 |
0.618 |
93.094 |
HIGH |
92.760 |
0.618 |
92.554 |
0.500 |
92.490 |
0.382 |
92.426 |
LOW |
92.220 |
0.618 |
91.886 |
1.000 |
91.680 |
1.618 |
91.346 |
2.618 |
90.806 |
4.250 |
89.925 |
|
|
Fisher Pivots for day following 08-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
92.565 |
92.431 |
PP |
92.527 |
92.259 |
S1 |
92.490 |
92.088 |
|