ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 24-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
94.415 |
94.660 |
0.245 |
0.3% |
94.515 |
High |
95.025 |
95.070 |
0.045 |
0.0% |
94.890 |
Low |
94.380 |
94.500 |
0.120 |
0.1% |
93.835 |
Close |
94.657 |
94.561 |
-0.096 |
-0.1% |
94.340 |
Range |
0.645 |
0.570 |
-0.075 |
-11.6% |
1.055 |
ATR |
0.787 |
0.772 |
-0.016 |
-2.0% |
0.000 |
Volume |
27,306 |
36,523 |
9,217 |
33.8% |
130,923 |
|
Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.420 |
96.061 |
94.875 |
|
R3 |
95.850 |
95.491 |
94.718 |
|
R2 |
95.280 |
95.280 |
94.666 |
|
R1 |
94.921 |
94.921 |
94.613 |
94.816 |
PP |
94.710 |
94.710 |
94.710 |
94.658 |
S1 |
94.351 |
94.351 |
94.509 |
94.246 |
S2 |
94.140 |
94.140 |
94.457 |
|
S3 |
93.570 |
93.781 |
94.404 |
|
S4 |
93.000 |
93.211 |
94.248 |
|
|
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 |
95.070 |
93.900 |
1.170 |
1.2% |
0.642 |
0.7% |
56% |
True |
False |
33,781 |
10 |
95.230 |
93.835 |
1.395 |
1.5% |
0.639 |
0.7% |
52% |
False |
False |
31,365 |
20 |
95.325 |
93.385 |
1.940 |
2.1% |
0.777 |
0.8% |
61% |
False |
False |
34,547 |
40 |
95.850 |
90.070 |
5.780 |
6.1% |
0.798 |
0.8% |
78% |
False |
False |
37,784 |
60 |
95.850 |
87.760 |
8.090 |
8.6% |
0.755 |
0.8% |
84% |
False |
False |
33,432 |
80 |
95.850 |
85.420 |
10.430 |
11.0% |
0.722 |
0.8% |
88% |
False |
False |
25,276 |
100 |
95.850 |
84.765 |
11.085 |
11.7% |
0.698 |
0.7% |
88% |
False |
False |
20,296 |
120 |
95.850 |
83.095 |
12.755 |
13.5% |
0.655 |
0.7% |
90% |
False |
False |
16,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.493 |
2.618 |
96.562 |
1.618 |
95.992 |
1.000 |
95.640 |
0.618 |
95.422 |
HIGH |
95.070 |
0.618 |
94.852 |
0.500 |
94.785 |
0.382 |
94.718 |
LOW |
94.500 |
0.618 |
94.148 |
1.000 |
93.930 |
1.618 |
93.578 |
2.618 |
93.008 |
4.250 |
92.078 |
|
|
Fisher Pivots for day following 24-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
94.785 |
94.590 |
PP |
94.710 |
94.580 |
S1 |
94.636 |
94.571 |
|