ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 17-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
94.320 |
94.515 |
0.195 |
0.2% |
94.900 |
| High |
94.415 |
94.540 |
0.125 |
0.1% |
95.230 |
| Low |
93.975 |
93.835 |
-0.140 |
-0.1% |
93.975 |
| Close |
94.279 |
94.147 |
-0.132 |
-0.1% |
94.279 |
| Range |
0.440 |
0.705 |
0.265 |
60.2% |
1.255 |
| ATR |
0.836 |
0.827 |
-0.009 |
-1.1% |
0.000 |
| Volume |
20,760 |
25,847 |
5,087 |
24.5% |
146,618 |
|
| Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.289 |
95.923 |
94.535 |
|
| R3 |
95.584 |
95.218 |
94.341 |
|
| R2 |
94.879 |
94.879 |
94.276 |
|
| R1 |
94.513 |
94.513 |
94.212 |
94.344 |
| PP |
94.174 |
94.174 |
94.174 |
94.089 |
| S1 |
93.808 |
93.808 |
94.082 |
93.639 |
| S2 |
93.469 |
93.469 |
94.018 |
|
| S3 |
92.764 |
93.103 |
93.953 |
|
| S4 |
92.059 |
92.398 |
93.759 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.260 |
97.524 |
94.969 |
|
| R3 |
97.005 |
96.269 |
94.624 |
|
| R2 |
95.750 |
95.750 |
94.509 |
|
| R1 |
95.014 |
95.014 |
94.394 |
94.755 |
| PP |
94.495 |
94.495 |
94.495 |
94.365 |
| S1 |
93.759 |
93.759 |
94.164 |
93.500 |
| S2 |
93.240 |
93.240 |
94.049 |
|
| S3 |
91.985 |
92.504 |
93.934 |
|
| S4 |
90.730 |
91.249 |
93.589 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.230 |
93.835 |
1.395 |
1.5% |
0.636 |
0.7% |
22% |
False |
True |
28,950 |
| 10 |
95.230 |
93.385 |
1.845 |
2.0% |
0.856 |
0.9% |
41% |
False |
False |
32,993 |
| 20 |
95.850 |
92.360 |
3.490 |
3.7% |
0.913 |
1.0% |
51% |
False |
False |
38,154 |
| 40 |
95.850 |
89.120 |
6.730 |
7.1% |
0.773 |
0.8% |
75% |
False |
False |
36,492 |
| 60 |
95.850 |
87.595 |
8.255 |
8.8% |
0.749 |
0.8% |
79% |
False |
False |
30,684 |
| 80 |
95.850 |
85.420 |
10.430 |
11.1% |
0.704 |
0.7% |
84% |
False |
False |
23,178 |
| 100 |
95.850 |
84.765 |
11.085 |
11.8% |
0.690 |
0.7% |
85% |
False |
False |
18,615 |
| 120 |
95.850 |
82.575 |
13.275 |
14.1% |
0.639 |
0.7% |
87% |
False |
False |
15,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.536 |
|
2.618 |
96.386 |
|
1.618 |
95.681 |
|
1.000 |
95.245 |
|
0.618 |
94.976 |
|
HIGH |
94.540 |
|
0.618 |
94.271 |
|
0.500 |
94.188 |
|
0.382 |
94.104 |
|
LOW |
93.835 |
|
0.618 |
93.399 |
|
1.000 |
93.130 |
|
1.618 |
92.694 |
|
2.618 |
91.989 |
|
4.250 |
90.839 |
|
|
| Fisher Pivots for day following 17-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
94.188 |
94.468 |
| PP |
94.174 |
94.361 |
| S1 |
94.161 |
94.254 |
|