ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 09-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
92.235 |
92.515 |
0.280 |
0.3% |
91.730 |
High |
92.760 |
92.745 |
-0.015 |
0.0% |
92.760 |
Low |
92.220 |
92.105 |
-0.115 |
-0.1% |
91.415 |
Close |
92.602 |
92.147 |
-0.455 |
-0.5% |
92.147 |
Range |
0.540 |
0.640 |
0.100 |
18.5% |
1.345 |
ATR |
0.624 |
0.625 |
0.001 |
0.2% |
0.000 |
Volume |
28,010 |
45,231 |
17,221 |
61.5% |
204,577 |
|
Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.252 |
93.840 |
92.499 |
|
R3 |
93.612 |
93.200 |
92.323 |
|
R2 |
92.972 |
92.972 |
92.264 |
|
R1 |
92.560 |
92.560 |
92.206 |
92.446 |
PP |
92.332 |
92.332 |
92.332 |
92.276 |
S1 |
91.920 |
91.920 |
92.088 |
91.806 |
S2 |
91.692 |
91.692 |
92.030 |
|
S3 |
91.052 |
91.280 |
91.971 |
|
S4 |
90.412 |
90.640 |
91.795 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.142 |
95.490 |
92.887 |
|
R3 |
94.797 |
94.145 |
92.517 |
|
R2 |
93.452 |
93.452 |
92.394 |
|
R1 |
92.800 |
92.800 |
92.270 |
93.126 |
PP |
92.107 |
92.107 |
92.107 |
92.271 |
S1 |
91.455 |
91.455 |
92.024 |
91.781 |
S2 |
90.762 |
90.762 |
91.900 |
|
S3 |
89.417 |
90.110 |
91.777 |
|
S4 |
88.072 |
88.765 |
91.407 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.760 |
91.415 |
1.345 |
1.5% |
0.561 |
0.6% |
54% |
False |
False |
40,915 |
10 |
92.760 |
90.070 |
2.690 |
2.9% |
0.538 |
0.6% |
77% |
False |
False |
32,234 |
20 |
92.760 |
87.830 |
4.930 |
5.4% |
0.584 |
0.6% |
88% |
False |
False |
35,494 |
40 |
92.760 |
87.425 |
5.335 |
5.8% |
0.610 |
0.7% |
89% |
False |
False |
20,607 |
60 |
92.760 |
84.765 |
7.995 |
8.7% |
0.611 |
0.7% |
92% |
False |
False |
13,953 |
80 |
92.760 |
84.295 |
8.465 |
9.2% |
0.601 |
0.7% |
93% |
False |
False |
10,525 |
100 |
92.760 |
81.915 |
10.845 |
11.8% |
0.544 |
0.6% |
94% |
False |
False |
8,435 |
120 |
92.760 |
80.940 |
11.820 |
12.8% |
0.467 |
0.5% |
95% |
False |
False |
7,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.465 |
2.618 |
94.421 |
1.618 |
93.781 |
1.000 |
93.385 |
0.618 |
93.141 |
HIGH |
92.745 |
0.618 |
92.501 |
0.500 |
92.425 |
0.382 |
92.349 |
LOW |
92.105 |
0.618 |
91.709 |
1.000 |
91.465 |
1.618 |
91.069 |
2.618 |
90.429 |
4.250 |
89.385 |
|
|
Fisher Pivots for day following 09-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
92.425 |
92.330 |
PP |
92.332 |
92.269 |
S1 |
92.240 |
92.208 |
|