ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 22-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
93.300 |
93.080 |
-0.220 |
-0.2% |
92.040 |
High |
93.325 |
94.765 |
1.440 |
1.5% |
93.565 |
Low |
92.360 |
92.670 |
0.310 |
0.3% |
91.495 |
Close |
93.140 |
94.362 |
1.222 |
1.3% |
92.890 |
Range |
0.965 |
2.095 |
1.130 |
117.1% |
2.070 |
ATR |
0.760 |
0.856 |
0.095 |
12.5% |
0.000 |
Volume |
55,506 |
60,126 |
4,620 |
8.3% |
257,020 |
|
Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.217 |
99.385 |
95.514 |
|
R3 |
98.122 |
97.290 |
94.938 |
|
R2 |
96.027 |
96.027 |
94.746 |
|
R1 |
95.195 |
95.195 |
94.554 |
95.611 |
PP |
93.932 |
93.932 |
93.932 |
94.141 |
S1 |
93.100 |
93.100 |
94.170 |
93.516 |
S2 |
91.837 |
91.837 |
93.978 |
|
S3 |
89.742 |
91.005 |
93.786 |
|
S4 |
87.647 |
88.910 |
93.210 |
|
|
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 |
94.765 |
91.495 |
3.270 |
3.5% |
1.319 |
1.4% |
88% |
True |
False |
57,619 |
10 |
94.765 |
91.495 |
3.270 |
3.5% |
0.989 |
1.0% |
88% |
True |
False |
47,811 |
20 |
94.765 |
89.845 |
4.920 |
5.2% |
0.744 |
0.8% |
92% |
True |
False |
38,318 |
40 |
94.765 |
87.760 |
7.005 |
7.4% |
0.710 |
0.8% |
94% |
True |
False |
30,600 |
60 |
94.765 |
85.420 |
9.345 |
9.9% |
0.677 |
0.7% |
96% |
True |
False |
20,637 |
80 |
94.765 |
84.765 |
10.000 |
10.6% |
0.663 |
0.7% |
96% |
True |
False |
15,571 |
100 |
94.765 |
82.700 |
12.065 |
12.8% |
0.613 |
0.6% |
97% |
True |
False |
12,481 |
120 |
94.765 |
81.590 |
13.175 |
14.0% |
0.535 |
0.6% |
97% |
True |
False |
10,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.669 |
2.618 |
100.250 |
1.618 |
98.155 |
1.000 |
96.860 |
0.618 |
96.060 |
HIGH |
94.765 |
0.618 |
93.965 |
0.500 |
93.718 |
0.382 |
93.470 |
LOW |
92.670 |
0.618 |
91.375 |
1.000 |
90.575 |
1.618 |
89.280 |
2.618 |
87.185 |
4.250 |
83.766 |
|
|
Fisher Pivots for day following 22-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
94.147 |
94.096 |
PP |
93.932 |
93.829 |
S1 |
93.718 |
93.563 |
|