ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 21-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2015 |
21-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
93.050 |
93.300 |
0.250 |
0.3% |
92.040 |
High |
93.385 |
93.325 |
-0.060 |
-0.1% |
93.565 |
Low |
92.840 |
92.360 |
-0.480 |
-0.5% |
91.495 |
Close |
93.349 |
93.140 |
-0.209 |
-0.2% |
92.890 |
Range |
0.545 |
0.965 |
0.420 |
77.1% |
2.070 |
ATR |
0.743 |
0.760 |
0.018 |
2.4% |
0.000 |
Volume |
32,220 |
55,506 |
23,286 |
72.3% |
257,020 |
|
Daily Pivots for day following 21-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.837 |
95.453 |
93.671 |
|
R3 |
94.872 |
94.488 |
93.405 |
|
R2 |
93.907 |
93.907 |
93.317 |
|
R1 |
93.523 |
93.523 |
93.228 |
93.233 |
PP |
92.942 |
92.942 |
92.942 |
92.796 |
S1 |
92.558 |
92.558 |
93.052 |
92.268 |
S2 |
91.977 |
91.977 |
92.963 |
|
S3 |
91.012 |
91.593 |
92.875 |
|
S4 |
90.047 |
90.628 |
92.609 |
|
|
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% |
1.067 |
1.1% |
79% |
False |
False |
55,687 |
10 |
93.565 |
91.495 |
2.070 |
2.2% |
0.840 |
0.9% |
79% |
False |
False |
46,181 |
20 |
93.565 |
89.580 |
3.985 |
4.3% |
0.659 |
0.7% |
89% |
False |
False |
36,135 |
40 |
93.565 |
87.700 |
5.865 |
6.3% |
0.682 |
0.7% |
93% |
False |
False |
29,110 |
60 |
93.565 |
85.420 |
8.145 |
8.7% |
0.648 |
0.7% |
95% |
False |
False |
19,637 |
80 |
93.565 |
84.765 |
8.800 |
9.4% |
0.643 |
0.7% |
95% |
False |
False |
14,823 |
100 |
93.565 |
82.575 |
10.990 |
11.8% |
0.594 |
0.6% |
96% |
False |
False |
11,879 |
120 |
93.565 |
81.590 |
11.975 |
12.9% |
0.519 |
0.6% |
96% |
False |
False |
9,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.426 |
2.618 |
95.851 |
1.618 |
94.886 |
1.000 |
94.290 |
0.618 |
93.921 |
HIGH |
93.325 |
0.618 |
92.956 |
0.500 |
92.843 |
0.382 |
92.729 |
LOW |
92.360 |
0.618 |
91.764 |
1.000 |
91.395 |
1.618 |
90.799 |
2.618 |
89.834 |
4.250 |
88.259 |
|
|
Fisher Pivots for day following 21-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
93.041 |
93.081 |
PP |
92.942 |
93.022 |
S1 |
92.843 |
92.963 |
|