ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 24-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
97.800 |
97.255 |
-0.545 |
-0.6% |
100.650 |
High |
98.550 |
97.665 |
-0.885 |
-0.9% |
100.715 |
Low |
97.060 |
96.575 |
-0.485 |
-0.5% |
94.765 |
Close |
97.298 |
97.446 |
0.148 |
0.2% |
98.171 |
Range |
1.490 |
1.090 |
-0.400 |
-26.8% |
5.950 |
ATR |
1.343 |
1.325 |
-0.018 |
-1.3% |
0.000 |
Volume |
74,919 |
70,360 |
-4,559 |
-6.1% |
405,046 |
|
Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.499 |
100.062 |
98.046 |
|
R3 |
99.409 |
98.972 |
97.746 |
|
R2 |
98.319 |
98.319 |
97.646 |
|
R1 |
97.882 |
97.882 |
97.546 |
98.101 |
PP |
97.229 |
97.229 |
97.229 |
97.338 |
S1 |
96.792 |
96.792 |
97.346 |
97.011 |
S2 |
96.139 |
96.139 |
97.246 |
|
S3 |
95.049 |
95.702 |
97.146 |
|
S4 |
93.959 |
94.612 |
96.847 |
|
|
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 |
100.120 |
94.765 |
5.355 |
5.5% |
2.420 |
2.5% |
50% |
False |
False |
86,325 |
10 |
100.785 |
94.765 |
6.020 |
6.2% |
1.805 |
1.9% |
45% |
False |
False |
83,399 |
20 |
100.785 |
94.535 |
6.250 |
6.4% |
1.273 |
1.3% |
47% |
False |
False |
48,001 |
40 |
100.785 |
94.135 |
6.650 |
6.8% |
1.005 |
1.0% |
50% |
False |
False |
24,463 |
60 |
100.785 |
90.395 |
10.390 |
10.7% |
0.926 |
1.0% |
68% |
False |
False |
16,489 |
80 |
100.785 |
88.000 |
12.785 |
13.1% |
0.847 |
0.9% |
74% |
False |
False |
12,407 |
100 |
100.785 |
85.565 |
15.220 |
15.6% |
0.767 |
0.8% |
78% |
False |
False |
9,932 |
120 |
100.785 |
84.895 |
15.890 |
16.3% |
0.695 |
0.7% |
79% |
False |
False |
8,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.298 |
2.618 |
100.519 |
1.618 |
99.429 |
1.000 |
98.755 |
0.618 |
98.339 |
HIGH |
97.665 |
0.618 |
97.249 |
0.500 |
97.120 |
0.382 |
96.991 |
LOW |
96.575 |
0.618 |
95.901 |
1.000 |
95.485 |
1.618 |
94.811 |
2.618 |
93.721 |
4.250 |
91.943 |
|
|
Fisher Pivots for day following 24-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
97.337 |
98.018 |
PP |
97.229 |
97.827 |
S1 |
97.120 |
97.637 |
|