ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 12-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
98.565 |
99.660 |
1.095 |
1.1% |
95.375 |
High |
99.970 |
100.065 |
0.095 |
0.1% |
97.755 |
Low |
98.465 |
98.640 |
0.175 |
0.2% |
95.100 |
Close |
99.785 |
99.411 |
-0.374 |
-0.4% |
97.604 |
Range |
1.505 |
1.425 |
-0.080 |
-5.3% |
2.655 |
ATR |
0.836 |
0.878 |
0.042 |
5.0% |
0.000 |
Volume |
88,436 |
72,341 |
-16,095 |
-18.2% |
191,976 |
|
Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.647 |
102.954 |
100.195 |
|
R3 |
102.222 |
101.529 |
99.803 |
|
R2 |
100.797 |
100.797 |
99.672 |
|
R1 |
100.104 |
100.104 |
99.542 |
99.738 |
PP |
99.372 |
99.372 |
99.372 |
99.189 |
S1 |
98.679 |
98.679 |
99.280 |
98.313 |
S2 |
97.947 |
97.947 |
99.150 |
|
S3 |
96.522 |
97.254 |
99.019 |
|
S4 |
95.097 |
95.829 |
98.627 |
|
|
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 |
100.065 |
96.320 |
3.745 |
3.8% |
1.158 |
1.2% |
83% |
True |
False |
66,603 |
10 |
100.065 |
94.855 |
5.210 |
5.2% |
0.875 |
0.9% |
87% |
True |
False |
50,363 |
20 |
100.065 |
93.835 |
6.230 |
6.3% |
0.789 |
0.8% |
90% |
True |
False |
42,086 |
40 |
100.065 |
91.495 |
8.570 |
8.6% |
0.892 |
0.9% |
92% |
True |
False |
42,695 |
60 |
100.065 |
87.830 |
12.235 |
12.3% |
0.787 |
0.8% |
95% |
True |
False |
39,485 |
80 |
100.065 |
87.425 |
12.640 |
12.7% |
0.758 |
0.8% |
95% |
True |
False |
32,466 |
100 |
100.065 |
84.985 |
15.080 |
15.2% |
0.714 |
0.7% |
96% |
True |
False |
26,096 |
120 |
100.065 |
84.500 |
15.565 |
15.7% |
0.699 |
0.7% |
96% |
True |
False |
21,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.121 |
2.618 |
103.796 |
1.618 |
102.371 |
1.000 |
101.490 |
0.618 |
100.946 |
HIGH |
100.065 |
0.618 |
99.521 |
0.500 |
99.353 |
0.382 |
99.184 |
LOW |
98.640 |
0.618 |
97.759 |
1.000 |
97.215 |
1.618 |
96.334 |
2.618 |
94.909 |
4.250 |
92.584 |
|
|
Fisher Pivots for day following 12-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
99.392 |
99.246 |
PP |
99.372 |
99.080 |
S1 |
99.353 |
98.915 |
|