ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 11-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
97.765 |
98.565 |
0.800 |
0.8% |
95.375 |
High |
98.655 |
99.970 |
1.315 |
1.3% |
97.755 |
Low |
97.765 |
98.465 |
0.700 |
0.7% |
95.100 |
Close |
98.615 |
99.785 |
1.170 |
1.2% |
97.604 |
Range |
0.890 |
1.505 |
0.615 |
69.1% |
2.655 |
ATR |
0.785 |
0.836 |
0.051 |
6.6% |
0.000 |
Volume |
71,851 |
88,436 |
16,585 |
23.1% |
191,976 |
|
Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.922 |
103.358 |
100.613 |
|
R3 |
102.417 |
101.853 |
100.199 |
|
R2 |
100.912 |
100.912 |
100.061 |
|
R1 |
100.348 |
100.348 |
99.923 |
100.630 |
PP |
99.407 |
99.407 |
99.407 |
99.548 |
S1 |
98.843 |
98.843 |
99.647 |
99.125 |
S2 |
97.902 |
97.902 |
99.509 |
|
S3 |
96.397 |
97.338 |
99.371 |
|
S4 |
94.892 |
95.833 |
98.957 |
|
|
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 |
99.970 |
95.860 |
4.110 |
4.1% |
1.024 |
1.0% |
95% |
True |
False |
59,641 |
10 |
99.970 |
94.075 |
5.895 |
5.9% |
0.866 |
0.9% |
97% |
True |
False |
48,746 |
20 |
99.970 |
93.835 |
6.135 |
6.1% |
0.742 |
0.7% |
97% |
True |
False |
39,712 |
40 |
99.970 |
91.495 |
8.475 |
8.5% |
0.872 |
0.9% |
98% |
True |
False |
41,741 |
60 |
99.970 |
87.830 |
12.140 |
12.2% |
0.772 |
0.8% |
98% |
True |
False |
38,994 |
80 |
99.970 |
87.425 |
12.545 |
12.6% |
0.743 |
0.7% |
99% |
True |
False |
31,568 |
100 |
99.970 |
84.985 |
14.985 |
15.0% |
0.707 |
0.7% |
99% |
True |
False |
25,388 |
120 |
99.970 |
84.500 |
15.470 |
15.5% |
0.691 |
0.7% |
99% |
True |
False |
21,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.366 |
2.618 |
103.910 |
1.618 |
102.405 |
1.000 |
101.475 |
0.618 |
100.900 |
HIGH |
99.970 |
0.618 |
99.395 |
0.500 |
99.218 |
0.382 |
99.040 |
LOW |
98.465 |
0.618 |
97.535 |
1.000 |
96.960 |
1.618 |
96.030 |
2.618 |
94.525 |
4.250 |
92.069 |
|
|
Fisher Pivots for day following 11-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
99.596 |
99.403 |
PP |
99.407 |
99.022 |
S1 |
99.218 |
98.640 |
|