ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 18-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
100.100 |
99.990 |
-0.110 |
-0.1% |
98.160 |
High |
100.265 |
100.120 |
-0.145 |
-0.1% |
100.785 |
Low |
99.580 |
94.765 |
-4.815 |
-4.8% |
97.910 |
Close |
99.949 |
98.781 |
-1.168 |
-1.2% |
100.717 |
Range |
0.685 |
5.355 |
4.670 |
681.8% |
2.875 |
ATR |
0.884 |
1.203 |
0.319 |
36.1% |
0.000 |
Volume |
44,893 |
101,770 |
56,877 |
126.7% |
350,753 |
|
Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.954 |
111.722 |
101.726 |
|
R3 |
108.599 |
106.367 |
100.254 |
|
R2 |
103.244 |
103.244 |
99.763 |
|
R1 |
101.012 |
101.012 |
99.272 |
99.451 |
PP |
97.889 |
97.889 |
97.889 |
97.108 |
S1 |
95.657 |
95.657 |
98.290 |
94.096 |
S2 |
92.534 |
92.534 |
97.799 |
|
S3 |
87.179 |
90.302 |
97.308 |
|
S4 |
81.824 |
84.947 |
95.836 |
|
|
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 |
94.765 |
6.020 |
6.1% |
1.959 |
2.0% |
67% |
False |
True |
86,670 |
10 |
100.785 |
94.765 |
6.020 |
6.1% |
1.482 |
1.5% |
67% |
False |
True |
60,331 |
20 |
100.785 |
94.480 |
6.305 |
6.4% |
1.060 |
1.1% |
68% |
False |
False |
31,690 |
40 |
100.785 |
92.880 |
7.905 |
8.0% |
0.965 |
1.0% |
75% |
False |
False |
16,297 |
60 |
100.785 |
89.715 |
11.070 |
11.2% |
0.839 |
0.8% |
82% |
False |
False |
11,007 |
80 |
100.785 |
87.965 |
12.820 |
13.0% |
0.783 |
0.8% |
84% |
False |
False |
8,285 |
100 |
100.785 |
85.565 |
15.220 |
15.4% |
0.703 |
0.7% |
87% |
False |
False |
6,634 |
120 |
100.785 |
84.895 |
15.890 |
16.1% |
0.647 |
0.7% |
87% |
False |
False |
5,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122.879 |
2.618 |
114.139 |
1.618 |
108.784 |
1.000 |
105.475 |
0.618 |
103.429 |
HIGH |
100.120 |
0.618 |
98.074 |
0.500 |
97.443 |
0.382 |
96.811 |
LOW |
94.765 |
0.618 |
91.456 |
1.000 |
89.410 |
1.618 |
86.101 |
2.618 |
80.746 |
4.250 |
72.006 |
|
|
Fisher Pivots for day following 18-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
98.335 |
98.434 |
PP |
97.889 |
98.087 |
S1 |
97.443 |
97.740 |
|