ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 20-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
92.565 |
93.050 |
0.485 |
0.5% |
92.040 |
High |
93.565 |
93.385 |
-0.180 |
-0.2% |
93.565 |
Low |
92.380 |
92.840 |
0.460 |
0.5% |
91.495 |
Close |
92.890 |
93.349 |
0.459 |
0.5% |
92.890 |
Range |
1.185 |
0.545 |
-0.640 |
-54.0% |
2.070 |
ATR |
0.758 |
0.743 |
-0.015 |
-2.0% |
0.000 |
Volume |
60,076 |
32,220 |
-27,856 |
-46.4% |
257,020 |
|
Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.826 |
94.633 |
93.649 |
|
R3 |
94.281 |
94.088 |
93.499 |
|
R2 |
93.736 |
93.736 |
93.449 |
|
R1 |
93.543 |
93.543 |
93.399 |
93.640 |
PP |
93.191 |
93.191 |
93.191 |
93.240 |
S1 |
92.998 |
92.998 |
93.299 |
93.095 |
S2 |
92.646 |
92.646 |
93.249 |
|
S3 |
92.101 |
92.453 |
93.199 |
|
S4 |
91.556 |
91.908 |
93.049 |
|
|
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% |
0.996 |
1.1% |
90% |
False |
False |
51,420 |
10 |
93.565 |
91.415 |
2.150 |
2.3% |
0.795 |
0.9% |
90% |
False |
False |
45,130 |
20 |
93.565 |
89.380 |
4.185 |
4.5% |
0.636 |
0.7% |
95% |
False |
False |
34,780 |
40 |
93.565 |
87.700 |
5.865 |
6.3% |
0.669 |
0.7% |
96% |
False |
False |
27,732 |
60 |
93.565 |
85.420 |
8.145 |
8.7% |
0.635 |
0.7% |
97% |
False |
False |
18,719 |
80 |
93.565 |
84.765 |
8.800 |
9.4% |
0.636 |
0.7% |
98% |
False |
False |
14,132 |
100 |
93.565 |
82.575 |
10.990 |
11.8% |
0.588 |
0.6% |
98% |
False |
False |
11,325 |
120 |
93.565 |
81.590 |
11.975 |
12.8% |
0.511 |
0.5% |
98% |
False |
False |
9,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.701 |
2.618 |
94.812 |
1.618 |
94.267 |
1.000 |
93.930 |
0.618 |
93.722 |
HIGH |
93.385 |
0.618 |
93.177 |
0.500 |
93.113 |
0.382 |
93.048 |
LOW |
92.840 |
0.618 |
92.503 |
1.000 |
92.295 |
1.618 |
91.958 |
2.618 |
91.413 |
4.250 |
90.524 |
|
|
Fisher Pivots for day following 20-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
93.270 |
93.076 |
PP |
93.191 |
92.803 |
S1 |
93.113 |
92.530 |
|