ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 09-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
96.955 |
98.160 |
1.205 |
1.2% |
95.830 |
High |
98.295 |
98.385 |
0.090 |
0.1% |
98.295 |
Low |
96.890 |
97.910 |
1.020 |
1.1% |
95.555 |
Close |
98.011 |
98.179 |
0.168 |
0.2% |
98.011 |
Range |
1.405 |
0.475 |
-0.930 |
-66.2% |
2.740 |
ATR |
0.757 |
0.737 |
-0.020 |
-2.7% |
0.000 |
Volume |
18,218 |
26,442 |
8,224 |
45.1% |
53,279 |
|
Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.583 |
99.356 |
98.440 |
|
R3 |
99.108 |
98.881 |
98.310 |
|
R2 |
98.633 |
98.633 |
98.266 |
|
R1 |
98.406 |
98.406 |
98.223 |
98.520 |
PP |
98.158 |
98.158 |
98.158 |
98.215 |
S1 |
97.931 |
97.931 |
98.135 |
98.045 |
S2 |
97.683 |
97.683 |
98.092 |
|
S3 |
97.208 |
97.456 |
98.048 |
|
S4 |
96.733 |
96.981 |
97.918 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.507 |
104.499 |
99.518 |
|
R3 |
102.767 |
101.759 |
98.765 |
|
R2 |
100.027 |
100.027 |
98.513 |
|
R1 |
99.019 |
99.019 |
98.262 |
99.523 |
PP |
97.287 |
97.287 |
97.287 |
97.539 |
S1 |
96.279 |
96.279 |
97.760 |
96.783 |
S2 |
94.547 |
94.547 |
97.509 |
|
S3 |
91.807 |
93.539 |
97.258 |
|
S4 |
89.067 |
90.799 |
96.504 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.385 |
95.650 |
2.735 |
2.8% |
0.776 |
0.8% |
92% |
True |
False |
15,344 |
10 |
98.385 |
94.535 |
3.850 |
3.9% |
0.707 |
0.7% |
95% |
True |
False |
8,671 |
20 |
98.385 |
94.480 |
3.905 |
4.0% |
0.654 |
0.7% |
95% |
True |
False |
4,790 |
40 |
98.385 |
91.995 |
6.390 |
6.5% |
0.805 |
0.8% |
97% |
True |
False |
2,803 |
60 |
98.385 |
88.115 |
10.270 |
10.5% |
0.715 |
0.7% |
98% |
True |
False |
1,945 |
80 |
98.385 |
87.500 |
10.885 |
11.1% |
0.661 |
0.7% |
98% |
True |
False |
1,479 |
100 |
98.385 |
84.895 |
13.490 |
13.7% |
0.611 |
0.6% |
98% |
True |
False |
1,187 |
120 |
98.385 |
84.485 |
13.900 |
14.2% |
0.555 |
0.6% |
99% |
True |
False |
992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.404 |
2.618 |
99.629 |
1.618 |
99.154 |
1.000 |
98.860 |
0.618 |
98.679 |
HIGH |
98.385 |
0.618 |
98.204 |
0.500 |
98.148 |
0.382 |
98.091 |
LOW |
97.910 |
0.618 |
97.616 |
1.000 |
97.435 |
1.618 |
97.141 |
2.618 |
96.666 |
4.250 |
95.891 |
|
|
Fisher Pivots for day following 09-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
98.169 |
97.946 |
PP |
98.158 |
97.713 |
S1 |
98.148 |
97.480 |
|