ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 13-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
100.225 |
99.555 |
-0.670 |
-0.7% |
98.160 |
High |
100.635 |
100.785 |
0.150 |
0.1% |
100.785 |
Low |
99.070 |
99.550 |
0.480 |
0.5% |
97.910 |
Close |
99.823 |
100.717 |
0.894 |
0.9% |
100.717 |
Range |
1.565 |
1.235 |
-0.330 |
-21.1% |
2.875 |
ATR |
0.869 |
0.895 |
0.026 |
3.0% |
0.000 |
Volume |
119,788 |
93,098 |
-26,690 |
-22.3% |
350,753 |
|
Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.056 |
103.621 |
101.396 |
|
R3 |
102.821 |
102.386 |
101.057 |
|
R2 |
101.586 |
101.586 |
100.943 |
|
R1 |
101.151 |
101.151 |
100.830 |
101.369 |
PP |
100.351 |
100.351 |
100.351 |
100.459 |
S1 |
99.916 |
99.916 |
100.604 |
100.134 |
S2 |
99.116 |
99.116 |
100.491 |
|
S3 |
97.881 |
98.681 |
100.377 |
|
S4 |
96.646 |
97.446 |
100.038 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.429 |
107.448 |
102.298 |
|
R3 |
105.554 |
104.573 |
101.508 |
|
R2 |
102.679 |
102.679 |
101.244 |
|
R1 |
101.698 |
101.698 |
100.981 |
102.189 |
PP |
99.804 |
99.804 |
99.804 |
100.049 |
S1 |
98.823 |
98.823 |
100.453 |
99.314 |
S2 |
96.929 |
96.929 |
100.190 |
|
S3 |
94.054 |
95.948 |
99.926 |
|
S4 |
91.179 |
93.073 |
99.136 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.785 |
97.910 |
2.875 |
2.9% |
1.136 |
1.1% |
98% |
True |
False |
70,150 |
10 |
100.785 |
95.555 |
5.230 |
5.2% |
0.956 |
0.9% |
99% |
True |
False |
40,403 |
20 |
100.785 |
94.480 |
6.305 |
6.3% |
0.793 |
0.8% |
99% |
True |
False |
20,808 |
40 |
100.785 |
91.995 |
8.790 |
8.7% |
0.866 |
0.9% |
99% |
True |
False |
10,853 |
60 |
100.785 |
88.115 |
12.670 |
12.6% |
0.764 |
0.8% |
99% |
True |
False |
7,344 |
80 |
100.785 |
87.500 |
13.285 |
13.2% |
0.711 |
0.7% |
99% |
True |
False |
5,531 |
100 |
100.785 |
85.520 |
15.265 |
15.2% |
0.640 |
0.6% |
100% |
True |
False |
4,429 |
120 |
100.785 |
84.820 |
15.965 |
15.9% |
0.592 |
0.6% |
100% |
True |
False |
3,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.034 |
2.618 |
104.018 |
1.618 |
102.783 |
1.000 |
102.020 |
0.618 |
101.548 |
HIGH |
100.785 |
0.618 |
100.313 |
0.500 |
100.168 |
0.382 |
100.022 |
LOW |
99.550 |
0.618 |
98.787 |
1.000 |
98.315 |
1.618 |
97.552 |
2.618 |
96.317 |
4.250 |
94.301 |
|
|
Fisher Pivots for day following 13-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
100.534 |
100.447 |
PP |
100.351 |
100.177 |
S1 |
100.168 |
99.908 |
|