ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 27-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
95.500 |
95.325 |
-0.175 |
-0.2% |
93.050 |
High |
95.850 |
95.325 |
-0.525 |
-0.5% |
95.775 |
Low |
94.950 |
93.955 |
-0.995 |
-1.0% |
92.360 |
Close |
95.115 |
94.250 |
-0.865 |
-0.9% |
95.053 |
Range |
0.900 |
1.370 |
0.470 |
52.2% |
3.415 |
ATR |
0.896 |
0.930 |
0.034 |
3.8% |
0.000 |
Volume |
35,342 |
56,996 |
21,654 |
61.3% |
205,701 |
|
Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.620 |
97.805 |
95.004 |
|
R3 |
97.250 |
96.435 |
94.627 |
|
R2 |
95.880 |
95.880 |
94.501 |
|
R1 |
95.065 |
95.065 |
94.376 |
94.788 |
PP |
94.510 |
94.510 |
94.510 |
94.371 |
S1 |
93.695 |
93.695 |
94.124 |
93.418 |
S2 |
93.140 |
93.140 |
93.999 |
|
S3 |
91.770 |
92.325 |
93.873 |
|
S4 |
90.400 |
90.955 |
93.497 |
|
|
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% |
1.351 |
1.4% |
54% |
False |
False |
53,163 |
10 |
95.850 |
91.495 |
4.355 |
4.6% |
1.174 |
1.2% |
63% |
False |
False |
52,292 |
20 |
95.850 |
90.080 |
5.770 |
6.1% |
0.874 |
0.9% |
72% |
False |
False |
43,537 |
40 |
95.850 |
87.830 |
8.020 |
8.5% |
0.765 |
0.8% |
80% |
False |
False |
34,274 |
60 |
95.850 |
86.275 |
9.575 |
10.2% |
0.712 |
0.8% |
83% |
False |
False |
23,133 |
80 |
95.850 |
84.765 |
11.085 |
11.8% |
0.691 |
0.7% |
86% |
False |
False |
17,442 |
100 |
95.850 |
83.130 |
12.720 |
13.5% |
0.642 |
0.7% |
87% |
False |
False |
13,981 |
120 |
95.850 |
81.620 |
14.230 |
15.1% |
0.562 |
0.6% |
89% |
False |
False |
11,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.148 |
2.618 |
98.912 |
1.618 |
97.542 |
1.000 |
96.695 |
0.618 |
96.172 |
HIGH |
95.325 |
0.618 |
94.802 |
0.500 |
94.640 |
0.382 |
94.478 |
LOW |
93.955 |
0.618 |
93.108 |
1.000 |
92.585 |
1.618 |
91.738 |
2.618 |
90.368 |
4.250 |
88.133 |
|
|
Fisher Pivots for day following 27-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
94.640 |
94.903 |
PP |
94.510 |
94.685 |
S1 |
94.380 |
94.468 |
|