ICE US Dollar Index Future March 2015
Trading Metrics calculated at close of trading on 16-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
99.180 |
100.230 |
1.050 |
1.1% |
97.770 |
High |
100.380 |
100.290 |
-0.090 |
-0.1% |
100.380 |
Low |
99.180 |
99.440 |
0.260 |
0.3% |
97.310 |
Close |
100.314 |
99.482 |
-0.832 |
-0.8% |
100.314 |
Range |
1.200 |
0.850 |
-0.350 |
-29.2% |
3.070 |
ATR |
0.901 |
0.899 |
-0.002 |
-0.2% |
0.000 |
Volume |
28,706 |
7,805 |
-20,901 |
-72.8% |
306,637 |
|
Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.287 |
101.735 |
99.950 |
|
R3 |
101.437 |
100.885 |
99.716 |
|
R2 |
100.587 |
100.587 |
99.638 |
|
R1 |
100.035 |
100.035 |
99.560 |
99.886 |
PP |
99.737 |
99.737 |
99.737 |
99.663 |
S1 |
99.185 |
99.185 |
99.404 |
99.036 |
S2 |
98.887 |
98.887 |
99.326 |
|
S3 |
98.037 |
98.335 |
99.248 |
|
S4 |
97.187 |
97.485 |
99.015 |
|
|
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 |
97.765 |
2.615 |
2.6% |
1.174 |
1.2% |
66% |
False |
False |
53,827 |
10 |
100.380 |
95.135 |
5.245 |
5.3% |
0.976 |
1.0% |
83% |
False |
False |
48,594 |
20 |
100.380 |
93.835 |
6.545 |
6.6% |
0.818 |
0.8% |
86% |
False |
False |
40,818 |
40 |
100.380 |
92.360 |
8.020 |
8.1% |
0.877 |
0.9% |
89% |
False |
False |
40,342 |
60 |
100.380 |
88.085 |
12.295 |
12.4% |
0.798 |
0.8% |
93% |
False |
False |
38,516 |
80 |
100.380 |
87.595 |
12.785 |
12.9% |
0.762 |
0.8% |
93% |
False |
False |
32,907 |
100 |
100.380 |
84.985 |
15.395 |
15.5% |
0.726 |
0.7% |
94% |
False |
False |
26,452 |
120 |
100.380 |
84.620 |
15.760 |
15.8% |
0.709 |
0.7% |
94% |
False |
False |
22,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.903 |
2.618 |
102.515 |
1.618 |
101.665 |
1.000 |
101.140 |
0.618 |
100.815 |
HIGH |
100.290 |
0.618 |
99.965 |
0.500 |
99.865 |
0.382 |
99.765 |
LOW |
99.440 |
0.618 |
98.915 |
1.000 |
98.590 |
1.618 |
98.065 |
2.618 |
97.215 |
4.250 |
95.828 |
|
|
Fisher Pivots for day following 16-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
99.865 |
99.510 |
PP |
99.737 |
99.501 |
S1 |
99.610 |
99.491 |
|