ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 19-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
99.990 |
97.850 |
-2.140 |
-2.1% |
98.160 |
High |
100.120 |
99.765 |
-0.355 |
-0.4% |
100.785 |
Low |
94.765 |
97.365 |
2.600 |
2.7% |
97.910 |
Close |
98.781 |
99.584 |
0.803 |
0.8% |
100.717 |
Range |
5.355 |
2.400 |
-2.955 |
-55.2% |
2.875 |
ATR |
1.203 |
1.289 |
0.085 |
7.1% |
0.000 |
Volume |
101,770 |
96,932 |
-4,838 |
-4.8% |
350,753 |
|
Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.105 |
105.244 |
100.904 |
|
R3 |
103.705 |
102.844 |
100.244 |
|
R2 |
101.305 |
101.305 |
100.024 |
|
R1 |
100.444 |
100.444 |
99.804 |
100.875 |
PP |
98.905 |
98.905 |
98.905 |
99.120 |
S1 |
98.044 |
98.044 |
99.364 |
98.475 |
S2 |
96.505 |
96.505 |
99.144 |
|
S3 |
94.105 |
95.644 |
98.924 |
|
S4 |
91.705 |
93.244 |
98.264 |
|
|
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 |
6.0% |
2.126 |
2.1% |
80% |
False |
False |
82,099 |
10 |
100.785 |
94.765 |
6.020 |
6.0% |
1.648 |
1.7% |
80% |
False |
False |
68,637 |
20 |
100.785 |
94.535 |
6.250 |
6.3% |
1.153 |
1.2% |
81% |
False |
False |
36,510 |
40 |
100.785 |
93.210 |
7.575 |
7.6% |
1.002 |
1.0% |
84% |
False |
False |
18,708 |
60 |
100.785 |
89.920 |
10.865 |
10.9% |
0.872 |
0.9% |
89% |
False |
False |
12,619 |
80 |
100.785 |
87.965 |
12.820 |
12.9% |
0.811 |
0.8% |
91% |
False |
False |
9,497 |
100 |
100.785 |
85.565 |
15.220 |
15.3% |
0.727 |
0.7% |
92% |
False |
False |
7,603 |
120 |
100.785 |
84.895 |
15.890 |
16.0% |
0.665 |
0.7% |
92% |
False |
False |
6,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.965 |
2.618 |
106.048 |
1.618 |
103.648 |
1.000 |
102.165 |
0.618 |
101.248 |
HIGH |
99.765 |
0.618 |
98.848 |
0.500 |
98.565 |
0.382 |
98.282 |
LOW |
97.365 |
0.618 |
95.882 |
1.000 |
94.965 |
1.618 |
93.482 |
2.618 |
91.082 |
4.250 |
87.165 |
|
|
Fisher Pivots for day following 19-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
99.244 |
98.894 |
PP |
98.905 |
98.205 |
S1 |
98.565 |
97.515 |
|