ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 12-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
99.145 |
100.225 |
1.080 |
1.1% |
95.830 |
High |
100.540 |
100.635 |
0.095 |
0.1% |
98.295 |
Low |
99.030 |
99.070 |
0.040 |
0.0% |
95.555 |
Close |
100.364 |
99.823 |
-0.541 |
-0.5% |
98.011 |
Range |
1.510 |
1.565 |
0.055 |
3.6% |
2.740 |
ATR |
0.815 |
0.869 |
0.054 |
6.6% |
0.000 |
Volume |
70,782 |
119,788 |
49,006 |
69.2% |
53,279 |
|
Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.538 |
103.745 |
100.684 |
|
R3 |
102.973 |
102.180 |
100.253 |
|
R2 |
101.408 |
101.408 |
100.110 |
|
R1 |
100.615 |
100.615 |
99.966 |
100.229 |
PP |
99.843 |
99.843 |
99.843 |
99.650 |
S1 |
99.050 |
99.050 |
99.680 |
98.664 |
S2 |
98.278 |
98.278 |
99.536 |
|
S3 |
96.713 |
97.485 |
99.393 |
|
S4 |
95.148 |
95.920 |
98.962 |
|
|
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 |
100.635 |
96.890 |
3.745 |
3.8% |
1.170 |
1.2% |
78% |
True |
False |
55,174 |
10 |
100.635 |
95.320 |
5.315 |
5.3% |
0.886 |
0.9% |
85% |
True |
False |
31,368 |
20 |
100.635 |
94.480 |
6.155 |
6.2% |
0.779 |
0.8% |
87% |
True |
False |
16,178 |
40 |
100.635 |
91.995 |
8.640 |
8.7% |
0.855 |
0.9% |
91% |
True |
False |
8,537 |
60 |
100.635 |
88.115 |
12.520 |
12.5% |
0.751 |
0.8% |
94% |
True |
False |
5,794 |
80 |
100.635 |
87.500 |
13.135 |
13.2% |
0.705 |
0.7% |
94% |
True |
False |
4,368 |
100 |
100.635 |
85.520 |
15.115 |
15.1% |
0.628 |
0.6% |
95% |
True |
False |
3,498 |
120 |
100.635 |
84.820 |
15.815 |
15.8% |
0.581 |
0.6% |
95% |
True |
False |
2,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.286 |
2.618 |
104.732 |
1.618 |
103.167 |
1.000 |
102.200 |
0.618 |
101.602 |
HIGH |
100.635 |
0.618 |
100.037 |
0.500 |
99.853 |
0.382 |
99.668 |
LOW |
99.070 |
0.618 |
98.103 |
1.000 |
97.505 |
1.618 |
96.538 |
2.618 |
94.973 |
4.250 |
92.419 |
|
|
Fisher Pivots for day following 12-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
99.853 |
99.716 |
PP |
99.843 |
99.609 |
S1 |
99.833 |
99.503 |
|