ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 30-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2015 |
30-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
94.875 |
94.895 |
0.020 |
0.0% |
95.500 |
High |
95.260 |
95.135 |
-0.125 |
-0.1% |
95.850 |
Low |
94.520 |
94.675 |
0.155 |
0.2% |
93.955 |
Close |
95.011 |
94.998 |
-0.013 |
0.0% |
94.998 |
Range |
0.740 |
0.460 |
-0.280 |
-37.8% |
1.895 |
ATR |
0.902 |
0.870 |
-0.032 |
-3.5% |
0.000 |
Volume |
48,156 |
30,675 |
-17,481 |
-36.3% |
204,361 |
|
Daily Pivots for day following 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.316 |
96.117 |
95.251 |
|
R3 |
95.856 |
95.657 |
95.125 |
|
R2 |
95.396 |
95.396 |
95.082 |
|
R1 |
95.197 |
95.197 |
95.040 |
95.297 |
PP |
94.936 |
94.936 |
94.936 |
94.986 |
S1 |
94.737 |
94.737 |
94.956 |
94.837 |
S2 |
94.476 |
94.476 |
94.914 |
|
S3 |
94.016 |
94.277 |
94.872 |
|
S4 |
93.556 |
93.817 |
94.745 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.619 |
99.704 |
96.040 |
|
R3 |
98.724 |
97.809 |
95.519 |
|
R2 |
96.829 |
96.829 |
95.345 |
|
R1 |
95.914 |
95.914 |
95.172 |
95.424 |
PP |
94.934 |
94.934 |
94.934 |
94.690 |
S1 |
94.019 |
94.019 |
94.824 |
93.529 |
S2 |
93.039 |
93.039 |
94.651 |
|
S3 |
91.144 |
92.124 |
94.477 |
|
S4 |
89.249 |
90.229 |
93.956 |
|
|
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% |
0.835 |
0.9% |
55% |
False |
False |
40,872 |
10 |
95.850 |
92.360 |
3.490 |
3.7% |
1.039 |
1.1% |
76% |
False |
False |
47,013 |
20 |
95.850 |
90.800 |
5.050 |
5.3% |
0.890 |
0.9% |
83% |
False |
False |
45,824 |
40 |
95.850 |
87.830 |
8.020 |
8.4% |
0.766 |
0.8% |
89% |
False |
False |
36,722 |
60 |
95.850 |
87.175 |
8.675 |
9.1% |
0.714 |
0.8% |
90% |
False |
False |
24,962 |
80 |
95.850 |
84.765 |
11.085 |
11.7% |
0.683 |
0.7% |
92% |
False |
False |
18,830 |
100 |
95.850 |
84.185 |
11.665 |
12.3% |
0.641 |
0.7% |
93% |
False |
False |
15,100 |
120 |
95.850 |
81.689 |
14.161 |
14.9% |
0.575 |
0.6% |
94% |
False |
False |
12,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.090 |
2.618 |
96.339 |
1.618 |
95.879 |
1.000 |
95.595 |
0.618 |
95.419 |
HIGH |
95.135 |
0.618 |
94.959 |
0.500 |
94.905 |
0.382 |
94.851 |
LOW |
94.675 |
0.618 |
94.391 |
1.000 |
94.215 |
1.618 |
93.931 |
2.618 |
93.471 |
4.250 |
92.720 |
|
|
Fisher Pivots for day following 30-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
94.967 |
94.908 |
PP |
94.936 |
94.818 |
S1 |
94.905 |
94.728 |
|