ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 16-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
92.370 |
92.565 |
0.195 |
0.2% |
92.040 |
High |
93.300 |
93.565 |
0.265 |
0.3% |
93.565 |
Low |
91.495 |
92.380 |
0.885 |
1.0% |
91.495 |
Close |
92.608 |
92.890 |
0.282 |
0.3% |
92.890 |
Range |
1.805 |
1.185 |
-0.620 |
-34.3% |
2.070 |
ATR |
0.725 |
0.758 |
0.033 |
4.5% |
0.000 |
Volume |
80,171 |
60,076 |
-20,095 |
-25.1% |
257,020 |
|
Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.500 |
95.880 |
93.542 |
|
R3 |
95.315 |
94.695 |
93.216 |
|
R2 |
94.130 |
94.130 |
93.107 |
|
R1 |
93.510 |
93.510 |
92.999 |
93.820 |
PP |
92.945 |
92.945 |
92.945 |
93.100 |
S1 |
92.325 |
92.325 |
92.781 |
92.635 |
S2 |
91.760 |
91.760 |
92.673 |
|
S3 |
90.575 |
91.140 |
92.564 |
|
S4 |
89.390 |
89.955 |
92.238 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.860 |
97.945 |
94.029 |
|
R3 |
96.790 |
95.875 |
93.459 |
|
R2 |
94.720 |
94.720 |
93.270 |
|
R1 |
93.805 |
93.805 |
93.080 |
94.263 |
PP |
92.650 |
92.650 |
92.650 |
92.879 |
S1 |
91.735 |
91.735 |
92.700 |
92.193 |
S2 |
90.580 |
90.580 |
92.511 |
|
S3 |
88.510 |
89.665 |
92.321 |
|
S4 |
86.440 |
87.595 |
91.752 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.565 |
91.495 |
2.070 |
2.2% |
1.020 |
1.1% |
67% |
True |
False |
51,404 |
10 |
93.565 |
91.415 |
2.150 |
2.3% |
0.791 |
0.9% |
69% |
True |
False |
46,159 |
20 |
93.565 |
89.120 |
4.445 |
4.8% |
0.634 |
0.7% |
85% |
True |
False |
34,829 |
40 |
93.565 |
87.595 |
5.970 |
6.4% |
0.667 |
0.7% |
89% |
True |
False |
26,949 |
60 |
93.565 |
85.420 |
8.145 |
8.8% |
0.634 |
0.7% |
92% |
True |
False |
18,186 |
80 |
93.565 |
84.765 |
8.800 |
9.5% |
0.635 |
0.7% |
92% |
True |
False |
13,730 |
100 |
93.565 |
82.575 |
10.990 |
11.8% |
0.584 |
0.6% |
94% |
True |
False |
11,003 |
120 |
93.565 |
81.415 |
12.150 |
13.1% |
0.507 |
0.5% |
94% |
True |
False |
9,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.601 |
2.618 |
96.667 |
1.618 |
95.482 |
1.000 |
94.750 |
0.618 |
94.297 |
HIGH |
93.565 |
0.618 |
93.112 |
0.500 |
92.973 |
0.382 |
92.833 |
LOW |
92.380 |
0.618 |
91.648 |
1.000 |
91.195 |
1.618 |
90.463 |
2.618 |
89.278 |
4.250 |
87.344 |
|
|
Fisher Pivots for day following 16-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
92.973 |
92.770 |
PP |
92.945 |
92.650 |
S1 |
92.918 |
92.530 |
|