ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 12-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
92.515 |
92.040 |
-0.475 |
-0.5% |
91.730 |
High |
92.745 |
92.530 |
-0.215 |
-0.2% |
92.760 |
Low |
92.105 |
91.865 |
-0.240 |
-0.3% |
91.415 |
Close |
92.147 |
92.184 |
0.037 |
0.0% |
92.147 |
Range |
0.640 |
0.665 |
0.025 |
3.9% |
1.345 |
ATR |
0.625 |
0.628 |
0.003 |
0.5% |
0.000 |
Volume |
45,231 |
32,137 |
-13,094 |
-28.9% |
204,577 |
|
Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.188 |
93.851 |
92.550 |
|
R3 |
93.523 |
93.186 |
92.367 |
|
R2 |
92.858 |
92.858 |
92.306 |
|
R1 |
92.521 |
92.521 |
92.245 |
92.690 |
PP |
92.193 |
92.193 |
92.193 |
92.277 |
S1 |
91.856 |
91.856 |
92.123 |
92.025 |
S2 |
91.528 |
91.528 |
92.062 |
|
S3 |
90.863 |
91.191 |
92.001 |
|
S4 |
90.198 |
90.526 |
91.818 |
|
|
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% |
0.594 |
0.6% |
57% |
False |
False |
38,840 |
10 |
92.760 |
90.080 |
2.680 |
2.9% |
0.574 |
0.6% |
79% |
False |
False |
34,782 |
20 |
92.760 |
87.830 |
4.930 |
5.3% |
0.574 |
0.6% |
88% |
False |
False |
33,499 |
40 |
92.760 |
87.425 |
5.335 |
5.8% |
0.614 |
0.7% |
89% |
False |
False |
21,394 |
60 |
92.760 |
84.985 |
7.775 |
8.4% |
0.597 |
0.6% |
93% |
False |
False |
14,485 |
80 |
92.760 |
84.500 |
8.260 |
9.0% |
0.601 |
0.7% |
93% |
False |
False |
10,926 |
100 |
92.760 |
82.240 |
10.520 |
11.4% |
0.548 |
0.6% |
95% |
False |
False |
8,756 |
120 |
92.760 |
81.120 |
11.640 |
12.6% |
0.472 |
0.5% |
95% |
False |
False |
7,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.356 |
2.618 |
94.271 |
1.618 |
93.606 |
1.000 |
93.195 |
0.618 |
92.941 |
HIGH |
92.530 |
0.618 |
92.276 |
0.500 |
92.198 |
0.382 |
92.119 |
LOW |
91.865 |
0.618 |
91.454 |
1.000 |
91.200 |
1.618 |
90.789 |
2.618 |
90.124 |
4.250 |
89.039 |
|
|
Fisher Pivots for day following 12-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
92.198 |
92.313 |
PP |
92.193 |
92.270 |
S1 |
92.189 |
92.227 |
|