ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 03-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
95.375 |
95.505 |
0.130 |
0.1% |
94.415 |
High |
95.555 |
95.595 |
0.040 |
0.0% |
95.440 |
Low |
95.100 |
95.135 |
0.035 |
0.0% |
94.075 |
Close |
95.479 |
95.408 |
-0.071 |
-0.1% |
95.321 |
Range |
0.455 |
0.460 |
0.005 |
1.1% |
1.365 |
ATR |
0.750 |
0.729 |
-0.021 |
-2.8% |
0.000 |
Volume |
20,475 |
21,799 |
1,324 |
6.5% |
179,033 |
|
Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.759 |
96.544 |
95.661 |
|
R3 |
96.299 |
96.084 |
95.535 |
|
R2 |
95.839 |
95.839 |
95.492 |
|
R1 |
95.624 |
95.624 |
95.450 |
95.502 |
PP |
95.379 |
95.379 |
95.379 |
95.318 |
S1 |
95.164 |
95.164 |
95.366 |
95.042 |
S2 |
94.919 |
94.919 |
95.324 |
|
S3 |
94.459 |
94.704 |
95.282 |
|
S4 |
93.999 |
94.244 |
95.155 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.040 |
98.546 |
96.072 |
|
R3 |
97.675 |
97.181 |
95.696 |
|
R2 |
96.310 |
96.310 |
95.571 |
|
R1 |
95.816 |
95.816 |
95.446 |
96.063 |
PP |
94.945 |
94.945 |
94.945 |
95.069 |
S1 |
94.451 |
94.451 |
95.196 |
94.698 |
S2 |
93.580 |
93.580 |
95.071 |
|
S3 |
92.215 |
93.086 |
94.946 |
|
S4 |
90.850 |
91.721 |
94.570 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.595 |
94.075 |
1.520 |
1.6% |
0.629 |
0.7% |
88% |
True |
False |
31,495 |
10 |
95.595 |
93.900 |
1.695 |
1.8% |
0.636 |
0.7% |
89% |
True |
False |
32,638 |
20 |
95.595 |
93.385 |
2.210 |
2.3% |
0.746 |
0.8% |
92% |
True |
False |
32,816 |
40 |
95.850 |
91.415 |
4.435 |
4.6% |
0.813 |
0.9% |
90% |
False |
False |
38,776 |
60 |
95.850 |
87.830 |
8.020 |
8.4% |
0.760 |
0.8% |
94% |
False |
False |
35,669 |
80 |
95.850 |
87.255 |
8.595 |
9.0% |
0.723 |
0.8% |
95% |
False |
False |
27,203 |
100 |
95.850 |
84.765 |
11.085 |
11.6% |
0.695 |
0.7% |
96% |
False |
False |
21,854 |
120 |
95.850 |
84.185 |
11.665 |
12.2% |
0.659 |
0.7% |
96% |
False |
False |
18,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.550 |
2.618 |
96.799 |
1.618 |
96.339 |
1.000 |
96.055 |
0.618 |
95.879 |
HIGH |
95.595 |
0.618 |
95.419 |
0.500 |
95.365 |
0.382 |
95.311 |
LOW |
95.135 |
0.618 |
94.851 |
1.000 |
94.675 |
1.618 |
94.391 |
2.618 |
93.931 |
4.250 |
93.180 |
|
|
Fisher Pivots for day following 03-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
95.394 |
95.347 |
PP |
95.379 |
95.286 |
S1 |
95.365 |
95.225 |
|