ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 05-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
93.950 |
94.660 |
0.710 |
0.8% |
95.500 |
High |
94.700 |
94.665 |
-0.035 |
0.0% |
95.850 |
Low |
93.770 |
93.560 |
-0.210 |
-0.2% |
93.955 |
Close |
94.165 |
93.732 |
-0.433 |
-0.5% |
94.998 |
Range |
0.930 |
1.105 |
0.175 |
18.8% |
1.895 |
ATR |
0.898 |
0.913 |
0.015 |
1.6% |
0.000 |
Volume |
21,308 |
28,925 |
7,617 |
35.7% |
204,361 |
|
Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.301 |
96.621 |
94.340 |
|
R3 |
96.196 |
95.516 |
94.036 |
|
R2 |
95.091 |
95.091 |
93.935 |
|
R1 |
94.411 |
94.411 |
93.833 |
94.199 |
PP |
93.986 |
93.986 |
93.986 |
93.879 |
S1 |
93.306 |
93.306 |
93.631 |
93.094 |
S2 |
92.881 |
92.881 |
93.529 |
|
S3 |
91.776 |
92.201 |
93.428 |
|
S4 |
90.671 |
91.096 |
93.124 |
|
|
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 |
95.135 |
93.385 |
1.750 |
1.9% |
0.904 |
1.0% |
20% |
False |
False |
32,525 |
10 |
95.850 |
93.385 |
2.465 |
2.6% |
0.966 |
1.0% |
14% |
False |
False |
39,416 |
20 |
95.850 |
91.495 |
4.355 |
4.6% |
0.977 |
1.0% |
51% |
False |
False |
43,613 |
40 |
95.850 |
87.830 |
8.020 |
8.6% |
0.795 |
0.8% |
74% |
False |
False |
39,027 |
60 |
95.850 |
87.425 |
8.425 |
9.0% |
0.735 |
0.8% |
75% |
False |
False |
27,097 |
80 |
95.850 |
84.765 |
11.085 |
11.8% |
0.703 |
0.7% |
81% |
False |
False |
20,460 |
100 |
95.850 |
84.185 |
11.665 |
12.4% |
0.670 |
0.7% |
82% |
False |
False |
16,411 |
120 |
95.850 |
81.689 |
14.161 |
15.1% |
0.606 |
0.6% |
85% |
False |
False |
13,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.361 |
2.618 |
97.558 |
1.618 |
96.453 |
1.000 |
95.770 |
0.618 |
95.348 |
HIGH |
94.665 |
0.618 |
94.243 |
0.500 |
94.113 |
0.382 |
93.982 |
LOW |
93.560 |
0.618 |
92.877 |
1.000 |
92.455 |
1.618 |
91.772 |
2.618 |
90.667 |
4.250 |
88.864 |
|
|
Fisher Pivots for day following 05-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
94.113 |
94.155 |
PP |
93.986 |
94.014 |
S1 |
93.859 |
93.873 |
|