ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 25-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
97.255 |
97.530 |
0.275 |
0.3% |
100.650 |
High |
97.665 |
97.560 |
-0.105 |
-0.1% |
100.715 |
Low |
96.575 |
96.675 |
0.100 |
0.1% |
94.765 |
Close |
97.446 |
97.197 |
-0.249 |
-0.3% |
98.171 |
Range |
1.090 |
0.885 |
-0.205 |
-18.8% |
5.950 |
ATR |
1.325 |
1.294 |
-0.031 |
-2.4% |
0.000 |
Volume |
70,360 |
43,560 |
-26,800 |
-38.1% |
405,046 |
|
Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.799 |
99.383 |
97.684 |
|
R3 |
98.914 |
98.498 |
97.440 |
|
R2 |
98.029 |
98.029 |
97.359 |
|
R1 |
97.613 |
97.613 |
97.278 |
97.379 |
PP |
97.144 |
97.144 |
97.144 |
97.027 |
S1 |
96.728 |
96.728 |
97.116 |
96.494 |
S2 |
96.259 |
96.259 |
97.035 |
|
S3 |
95.374 |
95.843 |
96.954 |
|
S4 |
94.489 |
94.958 |
96.710 |
|
|
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 |
99.765 |
96.575 |
3.190 |
3.3% |
1.526 |
1.6% |
19% |
False |
False |
74,683 |
10 |
100.785 |
94.765 |
6.020 |
6.2% |
1.743 |
1.8% |
40% |
False |
False |
80,677 |
20 |
100.785 |
94.535 |
6.250 |
6.4% |
1.302 |
1.3% |
43% |
False |
False |
50,093 |
40 |
100.785 |
94.135 |
6.650 |
6.8% |
0.993 |
1.0% |
46% |
False |
False |
25,534 |
60 |
100.785 |
90.410 |
10.375 |
10.7% |
0.937 |
1.0% |
65% |
False |
False |
17,215 |
80 |
100.785 |
88.115 |
12.670 |
13.0% |
0.852 |
0.9% |
72% |
False |
False |
12,951 |
100 |
100.785 |
86.430 |
14.355 |
14.8% |
0.768 |
0.8% |
75% |
False |
False |
10,368 |
120 |
100.785 |
84.895 |
15.890 |
16.3% |
0.702 |
0.7% |
77% |
False |
False |
8,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.321 |
2.618 |
99.877 |
1.618 |
98.992 |
1.000 |
98.445 |
0.618 |
98.107 |
HIGH |
97.560 |
0.618 |
97.222 |
0.500 |
97.118 |
0.382 |
97.013 |
LOW |
96.675 |
0.618 |
96.128 |
1.000 |
95.790 |
1.618 |
95.243 |
2.618 |
94.358 |
4.250 |
92.914 |
|
|
Fisher Pivots for day following 25-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
97.171 |
97.563 |
PP |
97.144 |
97.441 |
S1 |
97.118 |
97.319 |
|