ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 09-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
96.390 |
97.770 |
1.380 |
1.4% |
95.375 |
High |
97.755 |
97.845 |
0.090 |
0.1% |
97.755 |
Low |
96.320 |
97.310 |
0.990 |
1.0% |
95.100 |
Close |
97.604 |
97.580 |
-0.024 |
0.0% |
97.604 |
Range |
1.435 |
0.535 |
-0.900 |
-62.7% |
2.655 |
ATR |
0.780 |
0.762 |
-0.017 |
-2.2% |
0.000 |
Volume |
55,085 |
45,303 |
-9,782 |
-17.8% |
191,976 |
|
Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.183 |
98.917 |
97.874 |
|
R3 |
98.648 |
98.382 |
97.727 |
|
R2 |
98.113 |
98.113 |
97.678 |
|
R1 |
97.847 |
97.847 |
97.629 |
97.713 |
PP |
97.578 |
97.578 |
97.578 |
97.511 |
S1 |
97.312 |
97.312 |
97.531 |
97.178 |
S2 |
97.043 |
97.043 |
97.482 |
|
S3 |
96.508 |
96.777 |
97.433 |
|
S4 |
95.973 |
96.242 |
97.286 |
|
|
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 |
97.845 |
95.135 |
2.710 |
2.8% |
0.778 |
0.8% |
90% |
True |
False |
43,360 |
10 |
97.845 |
94.075 |
3.770 |
3.9% |
0.715 |
0.7% |
93% |
True |
False |
38,900 |
20 |
97.845 |
93.835 |
4.010 |
4.1% |
0.677 |
0.7% |
93% |
True |
False |
34,692 |
40 |
97.845 |
91.495 |
6.350 |
6.5% |
0.844 |
0.9% |
96% |
True |
False |
39,668 |
60 |
97.845 |
87.830 |
10.015 |
10.3% |
0.757 |
0.8% |
97% |
True |
False |
37,995 |
80 |
97.845 |
87.425 |
10.420 |
10.7% |
0.728 |
0.7% |
97% |
True |
False |
29,588 |
100 |
97.845 |
84.765 |
13.080 |
13.4% |
0.704 |
0.7% |
98% |
True |
False |
23,789 |
120 |
97.845 |
84.185 |
13.660 |
14.0% |
0.680 |
0.7% |
98% |
True |
False |
19,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.119 |
2.618 |
99.246 |
1.618 |
98.711 |
1.000 |
98.380 |
0.618 |
98.176 |
HIGH |
97.845 |
0.618 |
97.641 |
0.500 |
97.578 |
0.382 |
97.514 |
LOW |
97.310 |
0.618 |
96.979 |
1.000 |
96.775 |
1.618 |
96.444 |
2.618 |
95.909 |
4.250 |
95.036 |
|
|
Fisher Pivots for day following 09-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
97.579 |
97.338 |
PP |
97.578 |
97.095 |
S1 |
97.578 |
96.853 |
|