ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 29-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2015 |
29-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
94.365 |
94.875 |
0.510 |
0.5% |
93.050 |
| High |
94.900 |
95.260 |
0.360 |
0.4% |
95.775 |
| Low |
94.195 |
94.520 |
0.325 |
0.3% |
92.360 |
| Close |
94.727 |
95.011 |
0.284 |
0.3% |
95.053 |
| Range |
0.705 |
0.740 |
0.035 |
5.0% |
3.415 |
| ATR |
0.914 |
0.902 |
-0.012 |
-1.4% |
0.000 |
| Volume |
33,192 |
48,156 |
14,964 |
45.1% |
205,701 |
|
| Daily Pivots for day following 29-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.150 |
96.821 |
95.418 |
|
| R3 |
96.410 |
96.081 |
95.215 |
|
| R2 |
95.670 |
95.670 |
95.147 |
|
| R1 |
95.341 |
95.341 |
95.079 |
95.506 |
| PP |
94.930 |
94.930 |
94.930 |
95.013 |
| S1 |
94.601 |
94.601 |
94.943 |
94.766 |
| S2 |
94.190 |
94.190 |
94.875 |
|
| S3 |
93.450 |
93.861 |
94.808 |
|
| S4 |
92.710 |
93.121 |
94.604 |
|
|
| 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 |
93.955 |
1.895 |
2.0% |
1.028 |
1.1% |
56% |
False |
False |
46,307 |
| 10 |
95.850 |
91.495 |
4.355 |
4.6% |
1.174 |
1.2% |
81% |
False |
False |
51,963 |
| 20 |
95.850 |
90.155 |
5.695 |
6.0% |
0.893 |
0.9% |
85% |
False |
False |
45,217 |
| 40 |
95.850 |
87.830 |
8.020 |
8.4% |
0.773 |
0.8% |
90% |
False |
False |
36,171 |
| 60 |
95.850 |
87.175 |
8.675 |
9.1% |
0.712 |
0.7% |
90% |
False |
False |
24,472 |
| 80 |
95.850 |
84.765 |
11.085 |
11.7% |
0.690 |
0.7% |
92% |
False |
False |
18,451 |
| 100 |
95.850 |
84.130 |
11.720 |
12.3% |
0.640 |
0.7% |
93% |
False |
False |
14,794 |
| 120 |
95.850 |
81.620 |
14.230 |
15.0% |
0.571 |
0.6% |
94% |
False |
False |
12,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.405 |
|
2.618 |
97.197 |
|
1.618 |
96.457 |
|
1.000 |
96.000 |
|
0.618 |
95.717 |
|
HIGH |
95.260 |
|
0.618 |
94.977 |
|
0.500 |
94.890 |
|
0.382 |
94.803 |
|
LOW |
94.520 |
|
0.618 |
94.063 |
|
1.000 |
93.780 |
|
1.618 |
93.323 |
|
2.618 |
92.583 |
|
4.250 |
91.375 |
|
|
| Fisher Pivots for day following 29-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
94.971 |
94.887 |
| PP |
94.930 |
94.764 |
| S1 |
94.890 |
94.640 |
|