ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 13-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
92.040 |
92.150 |
0.110 |
0.1% |
91.730 |
High |
92.530 |
92.630 |
0.100 |
0.1% |
92.760 |
Low |
91.865 |
92.020 |
0.155 |
0.2% |
91.415 |
Close |
92.184 |
92.502 |
0.318 |
0.3% |
92.147 |
Range |
0.665 |
0.610 |
-0.055 |
-8.3% |
1.345 |
ATR |
0.628 |
0.627 |
-0.001 |
-0.2% |
0.000 |
Volume |
32,137 |
34,174 |
2,037 |
6.3% |
204,577 |
|
Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.214 |
93.968 |
92.838 |
|
R3 |
93.604 |
93.358 |
92.670 |
|
R2 |
92.994 |
92.994 |
92.614 |
|
R1 |
92.748 |
92.748 |
92.558 |
92.871 |
PP |
92.384 |
92.384 |
92.384 |
92.446 |
S1 |
92.138 |
92.138 |
92.446 |
92.261 |
S2 |
91.774 |
91.774 |
92.390 |
|
S3 |
91.164 |
91.528 |
92.334 |
|
S4 |
90.554 |
90.918 |
92.167 |
|
|
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 |
91.865 |
0.895 |
1.0% |
0.613 |
0.7% |
71% |
False |
False |
36,676 |
10 |
92.760 |
90.115 |
2.645 |
2.9% |
0.583 |
0.6% |
90% |
False |
False |
35,943 |
20 |
92.760 |
87.830 |
4.930 |
5.3% |
0.577 |
0.6% |
95% |
False |
False |
33,066 |
40 |
92.760 |
87.425 |
5.335 |
5.8% |
0.624 |
0.7% |
95% |
False |
False |
22,237 |
60 |
92.760 |
84.985 |
7.775 |
8.4% |
0.595 |
0.6% |
97% |
False |
False |
15,030 |
80 |
92.760 |
84.500 |
8.260 |
8.9% |
0.602 |
0.7% |
97% |
False |
False |
11,353 |
100 |
92.760 |
82.380 |
10.380 |
11.2% |
0.551 |
0.6% |
98% |
False |
False |
9,097 |
120 |
92.760 |
81.165 |
11.595 |
12.5% |
0.477 |
0.5% |
98% |
False |
False |
7,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.223 |
2.618 |
94.227 |
1.618 |
93.617 |
1.000 |
93.240 |
0.618 |
93.007 |
HIGH |
92.630 |
0.618 |
92.397 |
0.500 |
92.325 |
0.382 |
92.253 |
LOW |
92.020 |
0.618 |
91.643 |
1.000 |
91.410 |
1.618 |
91.033 |
2.618 |
90.423 |
4.250 |
89.428 |
|
|
Fisher Pivots for day following 13-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
92.443 |
92.436 |
PP |
92.384 |
92.371 |
S1 |
92.325 |
92.305 |
|