ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 27-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
94.730 |
95.650 |
0.920 |
1.0% |
94.830 |
High |
95.845 |
95.855 |
0.010 |
0.0% |
95.855 |
Low |
94.535 |
95.320 |
0.785 |
0.8% |
94.535 |
Close |
95.766 |
95.731 |
-0.035 |
0.0% |
95.731 |
Range |
1.310 |
0.535 |
-0.775 |
-59.2% |
1.320 |
ATR |
0.749 |
0.734 |
-0.015 |
-2.0% |
0.000 |
Volume |
1,198 |
2,747 |
1,549 |
129.3% |
8,030 |
|
Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.240 |
97.021 |
96.025 |
|
R3 |
96.705 |
96.486 |
95.878 |
|
R2 |
96.170 |
96.170 |
95.829 |
|
R1 |
95.951 |
95.951 |
95.780 |
96.061 |
PP |
95.635 |
95.635 |
95.635 |
95.690 |
S1 |
95.416 |
95.416 |
95.682 |
95.526 |
S2 |
95.100 |
95.100 |
95.633 |
|
S3 |
94.565 |
94.881 |
95.584 |
|
S4 |
94.030 |
94.346 |
95.437 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.334 |
98.852 |
96.457 |
|
R3 |
98.014 |
97.532 |
96.094 |
|
R2 |
96.694 |
96.694 |
95.973 |
|
R1 |
96.212 |
96.212 |
95.852 |
96.453 |
PP |
95.374 |
95.374 |
95.374 |
95.494 |
S1 |
94.892 |
94.892 |
95.610 |
95.133 |
S2 |
94.054 |
94.054 |
95.489 |
|
S3 |
92.734 |
93.572 |
95.368 |
|
S4 |
91.414 |
92.252 |
95.005 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.855 |
94.535 |
1.320 |
1.4% |
0.669 |
0.7% |
91% |
True |
False |
1,606 |
10 |
95.855 |
94.480 |
1.375 |
1.4% |
0.630 |
0.7% |
91% |
True |
False |
1,212 |
20 |
95.965 |
94.135 |
1.830 |
1.9% |
0.714 |
0.7% |
87% |
False |
False |
1,064 |
40 |
96.475 |
90.510 |
5.965 |
6.2% |
0.776 |
0.8% |
88% |
False |
False |
865 |
60 |
96.475 |
88.115 |
8.360 |
8.7% |
0.718 |
0.7% |
91% |
False |
False |
636 |
80 |
96.475 |
87.400 |
9.075 |
9.5% |
0.642 |
0.7% |
92% |
False |
False |
485 |
100 |
96.475 |
84.895 |
11.580 |
12.1% |
0.597 |
0.6% |
94% |
False |
False |
391 |
120 |
96.475 |
84.485 |
11.990 |
12.5% |
0.520 |
0.5% |
94% |
False |
False |
328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.129 |
2.618 |
97.256 |
1.618 |
96.721 |
1.000 |
96.390 |
0.618 |
96.186 |
HIGH |
95.855 |
0.618 |
95.651 |
0.500 |
95.588 |
0.382 |
95.524 |
LOW |
95.320 |
0.618 |
94.989 |
1.000 |
94.785 |
1.618 |
94.454 |
2.618 |
93.919 |
4.250 |
93.046 |
|
|
Fisher Pivots for day following 27-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
95.683 |
95.552 |
PP |
95.635 |
95.374 |
S1 |
95.588 |
95.195 |
|