ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 23-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
99.300 |
97.800 |
-1.500 |
-1.5% |
100.650 |
High |
99.460 |
98.550 |
-0.910 |
-0.9% |
100.715 |
Low |
97.695 |
97.060 |
-0.635 |
-0.6% |
94.765 |
Close |
98.171 |
97.298 |
-0.873 |
-0.9% |
98.171 |
Range |
1.765 |
1.490 |
-0.275 |
-15.6% |
5.950 |
ATR |
1.332 |
1.343 |
0.011 |
0.8% |
0.000 |
Volume |
87,647 |
74,919 |
-12,728 |
-14.5% |
405,046 |
|
Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.106 |
101.192 |
98.118 |
|
R3 |
100.616 |
99.702 |
97.708 |
|
R2 |
99.126 |
99.126 |
97.571 |
|
R1 |
98.212 |
98.212 |
97.435 |
97.924 |
PP |
97.636 |
97.636 |
97.636 |
97.492 |
S1 |
96.722 |
96.722 |
97.161 |
96.434 |
S2 |
96.146 |
96.146 |
97.025 |
|
S3 |
94.656 |
95.232 |
96.888 |
|
S4 |
93.166 |
93.742 |
96.479 |
|
|
Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.734 |
112.902 |
101.444 |
|
R3 |
109.784 |
106.952 |
99.807 |
|
R2 |
103.834 |
103.834 |
99.262 |
|
R1 |
101.002 |
101.002 |
98.716 |
99.443 |
PP |
97.884 |
97.884 |
97.884 |
97.104 |
S1 |
95.052 |
95.052 |
97.626 |
93.493 |
S2 |
91.934 |
91.934 |
97.080 |
|
S3 |
85.984 |
89.102 |
96.535 |
|
S4 |
80.034 |
83.152 |
94.899 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.265 |
94.765 |
5.500 |
5.7% |
2.339 |
2.4% |
46% |
False |
False |
81,232 |
10 |
100.785 |
94.765 |
6.020 |
6.2% |
1.786 |
1.8% |
42% |
False |
False |
80,427 |
20 |
100.785 |
94.535 |
6.250 |
6.4% |
1.246 |
1.3% |
44% |
False |
False |
44,549 |
40 |
100.785 |
94.135 |
6.650 |
6.8% |
0.997 |
1.0% |
48% |
False |
False |
22,731 |
60 |
100.785 |
90.395 |
10.390 |
10.7% |
0.912 |
0.9% |
66% |
False |
False |
15,322 |
80 |
100.785 |
88.000 |
12.785 |
13.1% |
0.838 |
0.9% |
73% |
False |
False |
11,528 |
100 |
100.785 |
85.565 |
15.220 |
15.6% |
0.756 |
0.8% |
77% |
False |
False |
9,229 |
120 |
100.785 |
84.895 |
15.890 |
16.3% |
0.690 |
0.7% |
78% |
False |
False |
7,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.883 |
2.618 |
102.451 |
1.618 |
100.961 |
1.000 |
100.040 |
0.618 |
99.471 |
HIGH |
98.550 |
0.618 |
97.981 |
0.500 |
97.805 |
0.382 |
97.629 |
LOW |
97.060 |
0.618 |
96.139 |
1.000 |
95.570 |
1.618 |
94.649 |
2.618 |
93.159 |
4.250 |
90.728 |
|
|
Fisher Pivots for day following 23-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
97.805 |
98.413 |
PP |
97.636 |
98.041 |
S1 |
97.467 |
97.670 |
|