ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 26-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
97.530 |
97.140 |
-0.390 |
-0.4% |
100.650 |
High |
97.560 |
97.795 |
0.235 |
0.2% |
100.715 |
Low |
96.675 |
96.315 |
-0.360 |
-0.4% |
94.765 |
Close |
97.197 |
97.682 |
0.485 |
0.5% |
98.171 |
Range |
0.885 |
1.480 |
0.595 |
67.2% |
5.950 |
ATR |
1.294 |
1.307 |
0.013 |
1.0% |
0.000 |
Volume |
43,560 |
58,866 |
15,306 |
35.1% |
405,046 |
|
Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.704 |
101.173 |
98.496 |
|
R3 |
100.224 |
99.693 |
98.089 |
|
R2 |
98.744 |
98.744 |
97.953 |
|
R1 |
98.213 |
98.213 |
97.818 |
98.479 |
PP |
97.264 |
97.264 |
97.264 |
97.397 |
S1 |
96.733 |
96.733 |
97.546 |
96.999 |
S2 |
95.784 |
95.784 |
97.411 |
|
S3 |
94.304 |
95.253 |
97.275 |
|
S4 |
92.824 |
93.773 |
96.868 |
|
|
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 |
99.460 |
96.315 |
3.145 |
3.2% |
1.342 |
1.4% |
43% |
False |
True |
67,070 |
10 |
100.785 |
94.765 |
6.020 |
6.2% |
1.734 |
1.8% |
48% |
False |
False |
74,584 |
20 |
100.785 |
94.765 |
6.020 |
6.2% |
1.310 |
1.3% |
48% |
False |
False |
52,976 |
40 |
100.785 |
94.135 |
6.650 |
6.8% |
1.014 |
1.0% |
53% |
False |
False |
26,979 |
60 |
100.785 |
90.465 |
10.320 |
10.6% |
0.953 |
1.0% |
70% |
False |
False |
18,195 |
80 |
100.785 |
88.115 |
12.670 |
13.0% |
0.866 |
0.9% |
76% |
False |
False |
13,687 |
100 |
100.785 |
86.620 |
14.165 |
14.5% |
0.780 |
0.8% |
78% |
False |
False |
10,956 |
120 |
100.785 |
84.895 |
15.890 |
16.3% |
0.713 |
0.7% |
80% |
False |
False |
9,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.085 |
2.618 |
101.670 |
1.618 |
100.190 |
1.000 |
99.275 |
0.618 |
98.710 |
HIGH |
97.795 |
0.618 |
97.230 |
0.500 |
97.055 |
0.382 |
96.880 |
LOW |
96.315 |
0.618 |
95.400 |
1.000 |
94.835 |
1.618 |
93.920 |
2.618 |
92.440 |
4.250 |
90.025 |
|
|
Fisher Pivots for day following 26-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
97.473 |
97.473 |
PP |
97.264 |
97.264 |
S1 |
97.055 |
97.055 |
|