ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 06-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
95.980 |
96.390 |
0.410 |
0.4% |
95.375 |
High |
96.615 |
97.755 |
1.140 |
1.2% |
97.755 |
Low |
95.860 |
96.320 |
0.460 |
0.5% |
95.100 |
Close |
96.394 |
97.604 |
1.210 |
1.3% |
97.604 |
Range |
0.755 |
1.435 |
0.680 |
90.1% |
2.655 |
ATR |
0.730 |
0.780 |
0.050 |
6.9% |
0.000 |
Volume |
37,530 |
55,085 |
17,555 |
46.8% |
191,976 |
|
Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.531 |
101.003 |
98.393 |
|
R3 |
100.096 |
99.568 |
97.999 |
|
R2 |
98.661 |
98.661 |
97.867 |
|
R1 |
98.133 |
98.133 |
97.736 |
98.397 |
PP |
97.226 |
97.226 |
97.226 |
97.359 |
S1 |
96.698 |
96.698 |
97.472 |
96.962 |
S2 |
95.791 |
95.791 |
97.341 |
|
S3 |
94.356 |
95.263 |
97.209 |
|
S4 |
92.921 |
93.828 |
96.815 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.785 |
103.849 |
99.064 |
|
R3 |
102.130 |
101.194 |
98.334 |
|
R2 |
99.475 |
99.475 |
98.091 |
|
R1 |
98.539 |
98.539 |
97.847 |
99.007 |
PP |
96.820 |
96.820 |
96.820 |
97.054 |
S1 |
95.884 |
95.884 |
97.361 |
96.352 |
S2 |
94.165 |
94.165 |
97.117 |
|
S3 |
91.510 |
93.229 |
96.874 |
|
S4 |
88.855 |
90.574 |
96.144 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.755 |
95.100 |
2.655 |
2.7% |
0.762 |
0.8% |
94% |
True |
False |
38,395 |
10 |
97.755 |
94.075 |
3.680 |
3.8% |
0.726 |
0.7% |
96% |
True |
False |
37,100 |
20 |
97.755 |
93.680 |
4.075 |
4.2% |
0.712 |
0.7% |
96% |
True |
False |
34,858 |
40 |
97.755 |
91.495 |
6.260 |
6.4% |
0.845 |
0.9% |
98% |
True |
False |
39,236 |
60 |
97.755 |
87.830 |
9.925 |
10.2% |
0.767 |
0.8% |
98% |
True |
False |
37,637 |
80 |
97.755 |
87.425 |
10.330 |
10.6% |
0.729 |
0.7% |
99% |
True |
False |
29,037 |
100 |
97.755 |
84.765 |
12.990 |
13.3% |
0.705 |
0.7% |
99% |
True |
False |
23,339 |
120 |
97.755 |
84.185 |
13.570 |
13.9% |
0.677 |
0.7% |
99% |
True |
False |
19,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.854 |
2.618 |
101.512 |
1.618 |
100.077 |
1.000 |
99.190 |
0.618 |
98.642 |
HIGH |
97.755 |
0.618 |
97.207 |
0.500 |
97.038 |
0.382 |
96.868 |
LOW |
96.320 |
0.618 |
95.433 |
1.000 |
94.885 |
1.618 |
93.998 |
2.618 |
92.563 |
4.250 |
90.221 |
|
|
Fisher Pivots for day following 06-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
97.415 |
97.256 |
PP |
97.226 |
96.908 |
S1 |
97.038 |
96.560 |
|