ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 16-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
99.555 |
100.650 |
1.095 |
1.1% |
98.160 |
High |
100.785 |
100.715 |
-0.070 |
-0.1% |
100.785 |
Low |
99.550 |
99.760 |
0.210 |
0.2% |
97.910 |
Close |
100.717 |
100.041 |
-0.676 |
-0.7% |
100.717 |
Range |
1.235 |
0.955 |
-0.280 |
-22.7% |
2.875 |
ATR |
0.895 |
0.899 |
0.004 |
0.5% |
0.000 |
Volume |
93,098 |
73,804 |
-19,294 |
-20.7% |
350,753 |
|
Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.037 |
102.494 |
100.566 |
|
R3 |
102.082 |
101.539 |
100.304 |
|
R2 |
101.127 |
101.127 |
100.216 |
|
R1 |
100.584 |
100.584 |
100.129 |
100.378 |
PP |
100.172 |
100.172 |
100.172 |
100.069 |
S1 |
99.629 |
99.629 |
99.953 |
99.423 |
S2 |
99.217 |
99.217 |
99.866 |
|
S3 |
98.262 |
98.674 |
99.778 |
|
S4 |
97.307 |
97.719 |
99.516 |
|
|
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 |
98.370 |
2.415 |
2.4% |
1.232 |
1.2% |
69% |
False |
False |
79,623 |
10 |
100.785 |
95.650 |
5.135 |
5.1% |
1.004 |
1.0% |
86% |
False |
False |
47,483 |
20 |
100.785 |
94.480 |
6.305 |
6.3% |
0.819 |
0.8% |
88% |
False |
False |
24,429 |
40 |
100.785 |
92.790 |
7.995 |
8.0% |
0.852 |
0.9% |
91% |
False |
False |
12,677 |
60 |
100.785 |
88.410 |
12.375 |
12.4% |
0.765 |
0.8% |
94% |
False |
False |
8,573 |
80 |
100.785 |
87.965 |
12.820 |
12.8% |
0.714 |
0.7% |
94% |
False |
False |
6,454 |
100 |
100.785 |
85.565 |
15.220 |
15.2% |
0.647 |
0.6% |
95% |
False |
False |
5,167 |
120 |
100.785 |
84.820 |
15.965 |
16.0% |
0.598 |
0.6% |
95% |
False |
False |
4,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.774 |
2.618 |
103.215 |
1.618 |
102.260 |
1.000 |
101.670 |
0.618 |
101.305 |
HIGH |
100.715 |
0.618 |
100.350 |
0.500 |
100.238 |
0.382 |
100.125 |
LOW |
99.760 |
0.618 |
99.170 |
1.000 |
98.805 |
1.618 |
98.215 |
2.618 |
97.260 |
4.250 |
95.701 |
|
|
Fisher Pivots for day following 16-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
100.238 |
100.003 |
PP |
100.172 |
99.965 |
S1 |
100.107 |
99.928 |
|