ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 10-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2015 |
10-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
94.900 |
94.630 |
-0.270 |
-0.3% |
94.905 |
High |
95.035 |
94.980 |
-0.055 |
-0.1% |
95.100 |
Low |
94.470 |
94.450 |
-0.020 |
0.0% |
93.385 |
Close |
94.582 |
94.853 |
0.271 |
0.3% |
94.851 |
Range |
0.565 |
0.530 |
-0.035 |
-6.2% |
1.715 |
ATR |
0.910 |
0.883 |
-0.027 |
-3.0% |
0.000 |
Volume |
27,715 |
32,172 |
4,457 |
16.1% |
180,568 |
|
Daily Pivots for day following 10-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.351 |
96.132 |
95.145 |
|
R3 |
95.821 |
95.602 |
94.999 |
|
R2 |
95.291 |
95.291 |
94.950 |
|
R1 |
95.072 |
95.072 |
94.902 |
95.182 |
PP |
94.761 |
94.761 |
94.761 |
94.816 |
S1 |
94.542 |
94.542 |
94.804 |
94.652 |
S2 |
94.231 |
94.231 |
94.756 |
|
S3 |
93.701 |
94.012 |
94.707 |
|
S4 |
93.171 |
93.482 |
94.562 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.590 |
98.936 |
95.794 |
|
R3 |
97.875 |
97.221 |
95.323 |
|
R2 |
96.160 |
96.160 |
95.165 |
|
R1 |
95.506 |
95.506 |
95.008 |
94.976 |
PP |
94.445 |
94.445 |
94.445 |
94.180 |
S1 |
93.791 |
93.791 |
94.694 |
93.261 |
S2 |
92.730 |
92.730 |
94.537 |
|
S3 |
91.015 |
92.076 |
94.379 |
|
S4 |
89.300 |
90.361 |
93.908 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.035 |
93.560 |
1.475 |
1.6% |
0.874 |
0.9% |
88% |
False |
False |
31,746 |
10 |
95.260 |
93.385 |
1.875 |
2.0% |
0.830 |
0.9% |
78% |
False |
False |
35,247 |
20 |
95.850 |
91.495 |
4.355 |
4.6% |
1.002 |
1.1% |
77% |
False |
False |
43,770 |
40 |
95.850 |
87.830 |
8.020 |
8.5% |
0.788 |
0.8% |
88% |
False |
False |
38,634 |
60 |
95.850 |
87.425 |
8.425 |
8.9% |
0.743 |
0.8% |
88% |
False |
False |
28,853 |
80 |
95.850 |
84.985 |
10.865 |
11.5% |
0.698 |
0.7% |
91% |
False |
False |
21,806 |
100 |
95.850 |
84.500 |
11.350 |
12.0% |
0.681 |
0.7% |
91% |
False |
False |
17,495 |
120 |
95.850 |
82.240 |
13.610 |
14.3% |
0.624 |
0.7% |
93% |
False |
False |
14,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.233 |
2.618 |
96.368 |
1.618 |
95.838 |
1.000 |
95.510 |
0.618 |
95.308 |
HIGH |
94.980 |
0.618 |
94.778 |
0.500 |
94.715 |
0.382 |
94.652 |
LOW |
94.450 |
0.618 |
94.122 |
1.000 |
93.920 |
1.618 |
93.592 |
2.618 |
93.062 |
4.250 |
92.198 |
|
|
Fisher Pivots for day following 10-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
94.807 |
94.688 |
PP |
94.761 |
94.523 |
S1 |
94.715 |
94.358 |
|