ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 23-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
94.475 |
94.415 |
-0.060 |
-0.1% |
94.515 |
High |
94.890 |
95.025 |
0.135 |
0.1% |
94.890 |
Low |
94.110 |
94.380 |
0.270 |
0.3% |
93.835 |
Close |
94.340 |
94.657 |
0.317 |
0.3% |
94.340 |
Range |
0.780 |
0.645 |
-0.135 |
-17.3% |
1.055 |
ATR |
0.795 |
0.787 |
-0.008 |
-1.0% |
0.000 |
Volume |
48,776 |
27,306 |
-21,470 |
-44.0% |
130,923 |
|
Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.622 |
96.285 |
95.012 |
|
R3 |
95.977 |
95.640 |
94.834 |
|
R2 |
95.332 |
95.332 |
94.775 |
|
R1 |
94.995 |
94.995 |
94.716 |
95.164 |
PP |
94.687 |
94.687 |
94.687 |
94.772 |
S1 |
94.350 |
94.350 |
94.598 |
94.519 |
S2 |
94.042 |
94.042 |
94.539 |
|
S3 |
93.397 |
93.705 |
94.480 |
|
S4 |
92.752 |
93.060 |
94.302 |
|
|
Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.520 |
96.985 |
94.920 |
|
R3 |
96.465 |
95.930 |
94.630 |
|
R2 |
95.410 |
95.410 |
94.533 |
|
R1 |
94.875 |
94.875 |
94.437 |
94.615 |
PP |
94.355 |
94.355 |
94.355 |
94.225 |
S1 |
93.820 |
93.820 |
94.243 |
93.560 |
S2 |
93.300 |
93.300 |
94.147 |
|
S3 |
92.245 |
92.765 |
94.050 |
|
S4 |
91.190 |
91.710 |
93.760 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.025 |
93.835 |
1.190 |
1.3% |
0.669 |
0.7% |
69% |
True |
False |
31,645 |
10 |
95.230 |
93.835 |
1.395 |
1.5% |
0.639 |
0.7% |
59% |
False |
False |
30,484 |
20 |
95.850 |
93.385 |
2.465 |
2.6% |
0.793 |
0.8% |
52% |
False |
False |
34,488 |
40 |
95.850 |
90.070 |
5.780 |
6.1% |
0.790 |
0.8% |
79% |
False |
False |
37,198 |
60 |
95.850 |
87.760 |
8.090 |
8.5% |
0.754 |
0.8% |
85% |
False |
False |
32,839 |
80 |
95.850 |
85.420 |
10.430 |
11.0% |
0.720 |
0.8% |
89% |
False |
False |
24,822 |
100 |
95.850 |
84.765 |
11.085 |
11.7% |
0.700 |
0.7% |
89% |
False |
False |
19,933 |
120 |
95.850 |
83.045 |
12.805 |
13.5% |
0.652 |
0.7% |
91% |
False |
False |
16,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.766 |
2.618 |
96.714 |
1.618 |
96.069 |
1.000 |
95.670 |
0.618 |
95.424 |
HIGH |
95.025 |
0.618 |
94.779 |
0.500 |
94.703 |
0.382 |
94.626 |
LOW |
94.380 |
0.618 |
93.981 |
1.000 |
93.735 |
1.618 |
93.336 |
2.618 |
92.691 |
4.250 |
91.639 |
|
|
Fisher Pivots for day following 23-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
94.703 |
94.592 |
PP |
94.687 |
94.527 |
S1 |
94.672 |
94.463 |
|