ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 28-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2015 |
28-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
95.325 |
94.365 |
-0.960 |
-1.0% |
93.050 |
High |
95.325 |
94.900 |
-0.425 |
-0.4% |
95.775 |
Low |
93.955 |
94.195 |
0.240 |
0.3% |
92.360 |
Close |
94.250 |
94.727 |
0.477 |
0.5% |
95.053 |
Range |
1.370 |
0.705 |
-0.665 |
-48.5% |
3.415 |
ATR |
0.930 |
0.914 |
-0.016 |
-1.7% |
0.000 |
Volume |
56,996 |
33,192 |
-23,804 |
-41.8% |
205,701 |
|
Daily Pivots for day following 28-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.722 |
96.430 |
95.115 |
|
R3 |
96.017 |
95.725 |
94.921 |
|
R2 |
95.312 |
95.312 |
94.856 |
|
R1 |
95.020 |
95.020 |
94.792 |
95.166 |
PP |
94.607 |
94.607 |
94.607 |
94.681 |
S1 |
94.315 |
94.315 |
94.662 |
94.461 |
S2 |
93.902 |
93.902 |
94.598 |
|
S3 |
93.197 |
93.610 |
94.533 |
|
S4 |
92.492 |
92.905 |
94.339 |
|
|
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 |
92.670 |
3.180 |
3.4% |
1.299 |
1.4% |
65% |
False |
False |
48,701 |
10 |
95.850 |
91.495 |
4.355 |
4.6% |
1.183 |
1.2% |
74% |
False |
False |
52,194 |
20 |
95.850 |
90.115 |
5.735 |
6.1% |
0.883 |
0.9% |
80% |
False |
False |
44,068 |
40 |
95.850 |
87.830 |
8.020 |
8.5% |
0.772 |
0.8% |
86% |
False |
False |
35,084 |
60 |
95.850 |
86.420 |
9.430 |
10.0% |
0.717 |
0.8% |
88% |
False |
False |
23,676 |
80 |
95.850 |
84.765 |
11.085 |
11.7% |
0.694 |
0.7% |
90% |
False |
False |
17,852 |
100 |
95.850 |
83.550 |
12.300 |
13.0% |
0.639 |
0.7% |
91% |
False |
False |
14,313 |
120 |
95.850 |
81.620 |
14.230 |
15.0% |
0.566 |
0.6% |
92% |
False |
False |
11,931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.896 |
2.618 |
96.746 |
1.618 |
96.041 |
1.000 |
95.605 |
0.618 |
95.336 |
HIGH |
94.900 |
0.618 |
94.631 |
0.500 |
94.548 |
0.382 |
94.464 |
LOW |
94.195 |
0.618 |
93.759 |
1.000 |
93.490 |
1.618 |
93.054 |
2.618 |
92.349 |
4.250 |
91.199 |
|
|
Fisher Pivots for day following 28-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
94.667 |
94.903 |
PP |
94.607 |
94.844 |
S1 |
94.548 |
94.786 |
|