ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 13-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
99.660 |
99.180 |
-0.480 |
-0.5% |
97.770 |
High |
100.065 |
100.380 |
0.315 |
0.3% |
100.380 |
Low |
98.640 |
99.180 |
0.540 |
0.5% |
97.310 |
Close |
99.411 |
100.314 |
0.903 |
0.9% |
100.314 |
Range |
1.425 |
1.200 |
-0.225 |
-15.8% |
3.070 |
ATR |
0.878 |
0.901 |
0.023 |
2.6% |
0.000 |
Volume |
72,341 |
28,706 |
-43,635 |
-60.3% |
306,637 |
|
Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.558 |
103.136 |
100.974 |
|
R3 |
102.358 |
101.936 |
100.644 |
|
R2 |
101.158 |
101.158 |
100.534 |
|
R1 |
100.736 |
100.736 |
100.424 |
100.947 |
PP |
99.958 |
99.958 |
99.958 |
100.064 |
S1 |
99.536 |
99.536 |
100.204 |
99.747 |
S2 |
98.758 |
98.758 |
100.094 |
|
S3 |
97.558 |
98.336 |
99.984 |
|
S4 |
96.358 |
97.136 |
99.654 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.545 |
107.499 |
102.003 |
|
R3 |
105.475 |
104.429 |
101.158 |
|
R2 |
102.405 |
102.405 |
100.877 |
|
R1 |
101.359 |
101.359 |
100.595 |
101.882 |
PP |
99.335 |
99.335 |
99.335 |
99.596 |
S1 |
98.289 |
98.289 |
100.033 |
98.812 |
S2 |
96.265 |
96.265 |
99.751 |
|
S3 |
93.195 |
95.219 |
99.470 |
|
S4 |
90.125 |
92.149 |
98.626 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.380 |
97.310 |
3.070 |
3.1% |
1.111 |
1.1% |
98% |
True |
False |
61,327 |
10 |
100.380 |
95.100 |
5.280 |
5.3% |
0.937 |
0.9% |
99% |
True |
False |
49,861 |
20 |
100.380 |
93.835 |
6.545 |
6.5% |
0.798 |
0.8% |
99% |
True |
False |
41,466 |
40 |
100.380 |
91.495 |
8.885 |
8.9% |
0.901 |
0.9% |
99% |
True |
False |
42,151 |
60 |
100.380 |
87.830 |
12.550 |
12.5% |
0.799 |
0.8% |
99% |
True |
False |
39,334 |
80 |
100.380 |
87.425 |
12.955 |
12.9% |
0.761 |
0.8% |
99% |
True |
False |
32,821 |
100 |
100.380 |
84.985 |
15.395 |
15.3% |
0.721 |
0.7% |
100% |
True |
False |
26,376 |
120 |
100.380 |
84.620 |
15.760 |
15.7% |
0.704 |
0.7% |
100% |
True |
False |
22,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.480 |
2.618 |
103.522 |
1.618 |
102.322 |
1.000 |
101.580 |
0.618 |
101.122 |
HIGH |
100.380 |
0.618 |
99.922 |
0.500 |
99.780 |
0.382 |
99.638 |
LOW |
99.180 |
0.618 |
98.438 |
1.000 |
97.980 |
1.618 |
97.238 |
2.618 |
96.038 |
4.250 |
94.080 |
|
|
Fisher Pivots for day following 13-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
100.136 |
100.017 |
PP |
99.958 |
99.720 |
S1 |
99.780 |
99.423 |
|