ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 10-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
97.770 |
97.765 |
-0.005 |
0.0% |
95.375 |
High |
97.845 |
98.655 |
0.810 |
0.8% |
97.755 |
Low |
97.310 |
97.765 |
0.455 |
0.5% |
95.100 |
Close |
97.580 |
98.615 |
1.035 |
1.1% |
97.604 |
Range |
0.535 |
0.890 |
0.355 |
66.4% |
2.655 |
ATR |
0.762 |
0.785 |
0.022 |
2.9% |
0.000 |
Volume |
45,303 |
71,851 |
26,548 |
58.6% |
191,976 |
|
Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.015 |
100.705 |
99.105 |
|
R3 |
100.125 |
99.815 |
98.860 |
|
R2 |
99.235 |
99.235 |
98.778 |
|
R1 |
98.925 |
98.925 |
98.697 |
99.080 |
PP |
98.345 |
98.345 |
98.345 |
98.423 |
S1 |
98.035 |
98.035 |
98.533 |
98.190 |
S2 |
97.455 |
97.455 |
98.452 |
|
S3 |
96.565 |
97.145 |
98.370 |
|
S4 |
95.675 |
96.255 |
98.126 |
|
|
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 |
98.655 |
95.365 |
3.290 |
3.3% |
0.864 |
0.9% |
99% |
True |
False |
53,371 |
10 |
98.655 |
94.075 |
4.580 |
4.6% |
0.747 |
0.8% |
99% |
True |
False |
42,433 |
20 |
98.655 |
93.835 |
4.820 |
4.9% |
0.693 |
0.7% |
99% |
True |
False |
36,899 |
40 |
98.655 |
91.495 |
7.160 |
7.3% |
0.851 |
0.9% |
99% |
True |
False |
40,333 |
60 |
98.655 |
87.830 |
10.825 |
11.0% |
0.762 |
0.8% |
100% |
True |
False |
38,720 |
80 |
98.655 |
87.425 |
11.230 |
11.4% |
0.730 |
0.7% |
100% |
True |
False |
30,470 |
100 |
98.655 |
84.765 |
13.890 |
14.1% |
0.707 |
0.7% |
100% |
True |
False |
24,505 |
120 |
98.655 |
84.295 |
14.360 |
14.6% |
0.684 |
0.7% |
100% |
True |
False |
20,461 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.438 |
2.618 |
100.985 |
1.618 |
100.095 |
1.000 |
99.545 |
0.618 |
99.205 |
HIGH |
98.655 |
0.618 |
98.315 |
0.500 |
98.210 |
0.382 |
98.105 |
LOW |
97.765 |
0.618 |
97.215 |
1.000 |
96.875 |
1.618 |
96.325 |
2.618 |
95.435 |
4.250 |
93.983 |
|
|
Fisher Pivots for day following 10-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
98.480 |
98.239 |
PP |
98.345 |
97.863 |
S1 |
98.210 |
97.488 |
|