ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 04-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
95.505 |
95.385 |
-0.120 |
-0.1% |
94.415 |
High |
95.595 |
96.070 |
0.475 |
0.5% |
95.440 |
Low |
95.135 |
95.365 |
0.230 |
0.2% |
94.075 |
Close |
95.408 |
95.986 |
0.578 |
0.6% |
95.321 |
Range |
0.460 |
0.705 |
0.245 |
53.3% |
1.365 |
ATR |
0.729 |
0.728 |
-0.002 |
-0.2% |
0.000 |
Volume |
21,799 |
57,087 |
35,288 |
161.9% |
179,033 |
|
Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.922 |
97.659 |
96.374 |
|
R3 |
97.217 |
96.954 |
96.180 |
|
R2 |
96.512 |
96.512 |
96.115 |
|
R1 |
96.249 |
96.249 |
96.051 |
96.381 |
PP |
95.807 |
95.807 |
95.807 |
95.873 |
S1 |
95.544 |
95.544 |
95.921 |
95.676 |
S2 |
95.102 |
95.102 |
95.857 |
|
S3 |
94.397 |
94.839 |
95.792 |
|
S4 |
93.692 |
94.134 |
95.598 |
|
|
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 |
96.070 |
94.075 |
1.995 |
2.1% |
0.708 |
0.7% |
96% |
True |
False |
37,851 |
10 |
96.070 |
93.900 |
2.170 |
2.3% |
0.648 |
0.7% |
96% |
True |
False |
35,901 |
20 |
96.070 |
93.560 |
2.510 |
2.6% |
0.704 |
0.7% |
97% |
True |
False |
32,739 |
40 |
96.070 |
91.415 |
4.655 |
4.8% |
0.818 |
0.9% |
98% |
True |
False |
39,141 |
60 |
96.070 |
87.830 |
8.240 |
8.6% |
0.755 |
0.8% |
99% |
True |
False |
36,443 |
80 |
96.070 |
87.425 |
8.645 |
9.0% |
0.724 |
0.8% |
99% |
True |
False |
27,904 |
100 |
96.070 |
84.765 |
11.305 |
11.8% |
0.695 |
0.7% |
99% |
True |
False |
22,422 |
120 |
96.070 |
84.185 |
11.885 |
12.4% |
0.663 |
0.7% |
99% |
True |
False |
18,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.066 |
2.618 |
97.916 |
1.618 |
97.211 |
1.000 |
96.775 |
0.618 |
96.506 |
HIGH |
96.070 |
0.618 |
95.801 |
0.500 |
95.718 |
0.382 |
95.634 |
LOW |
95.365 |
0.618 |
94.929 |
1.000 |
94.660 |
1.618 |
94.224 |
2.618 |
93.519 |
4.250 |
92.369 |
|
|
Fisher Pivots for day following 04-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
95.897 |
95.852 |
PP |
95.807 |
95.719 |
S1 |
95.718 |
95.585 |
|