ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 26-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
94.420 |
95.500 |
1.080 |
1.1% |
93.050 |
High |
95.775 |
95.850 |
0.075 |
0.1% |
95.775 |
Low |
94.350 |
94.950 |
0.600 |
0.6% |
92.360 |
Close |
95.053 |
95.115 |
0.062 |
0.1% |
95.053 |
Range |
1.425 |
0.900 |
-0.525 |
-36.8% |
3.415 |
ATR |
0.896 |
0.896 |
0.000 |
0.0% |
0.000 |
Volume |
57,849 |
35,342 |
-22,507 |
-38.9% |
205,701 |
|
Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.005 |
97.460 |
95.610 |
|
R3 |
97.105 |
96.560 |
95.363 |
|
R2 |
96.205 |
96.205 |
95.280 |
|
R1 |
95.660 |
95.660 |
95.198 |
95.483 |
PP |
95.305 |
95.305 |
95.305 |
95.216 |
S1 |
94.760 |
94.760 |
95.033 |
94.583 |
S2 |
94.405 |
94.405 |
94.950 |
|
S3 |
93.505 |
93.860 |
94.868 |
|
S4 |
92.605 |
92.960 |
94.620 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.641 |
103.262 |
96.931 |
|
R3 |
101.226 |
99.847 |
95.992 |
|
R2 |
97.811 |
97.811 |
95.679 |
|
R1 |
96.432 |
96.432 |
95.366 |
97.122 |
PP |
94.396 |
94.396 |
94.396 |
94.741 |
S1 |
93.017 |
93.017 |
94.740 |
93.707 |
S2 |
90.981 |
90.981 |
94.427 |
|
S3 |
87.566 |
89.602 |
94.114 |
|
S4 |
84.151 |
86.187 |
93.175 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.850 |
92.360 |
3.490 |
3.7% |
1.186 |
1.2% |
79% |
True |
False |
48,208 |
10 |
95.850 |
91.495 |
4.355 |
4.6% |
1.103 |
1.2% |
83% |
True |
False |
49,806 |
20 |
95.850 |
90.070 |
5.780 |
6.1% |
0.820 |
0.9% |
87% |
True |
False |
41,020 |
40 |
95.850 |
87.760 |
8.090 |
8.5% |
0.744 |
0.8% |
91% |
True |
False |
32,874 |
60 |
95.850 |
85.420 |
10.430 |
11.0% |
0.704 |
0.7% |
93% |
True |
False |
22,186 |
80 |
95.850 |
84.765 |
11.085 |
11.7% |
0.679 |
0.7% |
93% |
True |
False |
16,733 |
100 |
95.850 |
83.095 |
12.755 |
13.4% |
0.630 |
0.7% |
94% |
True |
False |
13,412 |
120 |
95.850 |
81.620 |
14.230 |
15.0% |
0.552 |
0.6% |
95% |
True |
False |
11,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.675 |
2.618 |
98.206 |
1.618 |
97.306 |
1.000 |
96.750 |
0.618 |
96.406 |
HIGH |
95.850 |
0.618 |
95.506 |
0.500 |
95.400 |
0.382 |
95.294 |
LOW |
94.950 |
0.618 |
94.394 |
1.000 |
94.050 |
1.618 |
93.494 |
2.618 |
92.594 |
4.250 |
91.125 |
|
|
Fisher Pivots for day following 26-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
95.400 |
94.830 |
PP |
95.305 |
94.545 |
S1 |
95.210 |
94.260 |
|