ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 05-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
95.880 |
96.615 |
0.735 |
0.8% |
94.830 |
High |
96.720 |
97.315 |
0.595 |
0.6% |
95.855 |
Low |
95.880 |
96.575 |
0.695 |
0.7% |
94.535 |
Close |
96.631 |
96.958 |
0.327 |
0.3% |
95.731 |
Range |
0.840 |
0.740 |
-0.100 |
-11.9% |
1.320 |
ATR |
0.705 |
0.707 |
0.003 |
0.4% |
0.000 |
Volume |
14,335 |
13,875 |
-460 |
-3.2% |
8,030 |
|
Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.169 |
98.804 |
97.365 |
|
R3 |
98.429 |
98.064 |
97.162 |
|
R2 |
97.689 |
97.689 |
97.094 |
|
R1 |
97.324 |
97.324 |
97.026 |
97.507 |
PP |
96.949 |
96.949 |
96.949 |
97.041 |
S1 |
96.584 |
96.584 |
96.890 |
96.767 |
S2 |
96.209 |
96.209 |
96.822 |
|
S3 |
95.469 |
95.844 |
96.755 |
|
S4 |
94.729 |
95.104 |
96.551 |
|
|
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 |
97.315 |
95.320 |
1.995 |
2.1% |
0.602 |
0.6% |
82% |
True |
False |
7,561 |
10 |
97.315 |
94.535 |
2.780 |
2.9% |
0.657 |
0.7% |
87% |
True |
False |
4,384 |
20 |
97.315 |
94.300 |
3.015 |
3.1% |
0.672 |
0.7% |
88% |
True |
False |
2,648 |
40 |
97.315 |
91.995 |
5.320 |
5.5% |
0.784 |
0.8% |
93% |
True |
False |
1,712 |
60 |
97.315 |
88.115 |
9.200 |
9.5% |
0.709 |
0.7% |
96% |
True |
False |
1,212 |
80 |
97.315 |
87.500 |
9.815 |
10.1% |
0.653 |
0.7% |
96% |
True |
False |
922 |
100 |
97.315 |
84.895 |
12.420 |
12.8% |
0.594 |
0.6% |
97% |
True |
False |
741 |
120 |
97.315 |
84.485 |
12.830 |
13.2% |
0.540 |
0.6% |
97% |
True |
False |
619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.460 |
2.618 |
99.252 |
1.618 |
98.512 |
1.000 |
98.055 |
0.618 |
97.772 |
HIGH |
97.315 |
0.618 |
97.032 |
0.500 |
96.945 |
0.382 |
96.858 |
LOW |
96.575 |
0.618 |
96.118 |
1.000 |
95.835 |
1.618 |
95.378 |
2.618 |
94.638 |
4.250 |
93.430 |
|
|
Fisher Pivots for day following 05-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
96.954 |
96.800 |
PP |
96.949 |
96.641 |
S1 |
96.945 |
96.483 |
|