ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 27-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
97.140 |
97.575 |
0.435 |
0.4% |
97.800 |
High |
97.795 |
98.210 |
0.415 |
0.4% |
98.550 |
Low |
96.315 |
97.190 |
0.875 |
0.9% |
96.315 |
Close |
97.682 |
97.520 |
-0.162 |
-0.2% |
97.520 |
Range |
1.480 |
1.020 |
-0.460 |
-31.1% |
2.235 |
ATR |
1.307 |
1.286 |
-0.020 |
-1.6% |
0.000 |
Volume |
58,866 |
56,439 |
-2,427 |
-4.1% |
304,144 |
|
Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.700 |
100.130 |
98.081 |
|
R3 |
99.680 |
99.110 |
97.801 |
|
R2 |
98.660 |
98.660 |
97.707 |
|
R1 |
98.090 |
98.090 |
97.614 |
97.865 |
PP |
97.640 |
97.640 |
97.640 |
97.528 |
S1 |
97.070 |
97.070 |
97.427 |
96.845 |
S2 |
96.620 |
96.620 |
97.333 |
|
S3 |
95.600 |
96.050 |
97.240 |
|
S4 |
94.580 |
95.030 |
96.959 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.167 |
103.078 |
98.749 |
|
R3 |
101.932 |
100.843 |
98.135 |
|
R2 |
99.697 |
99.697 |
97.930 |
|
R1 |
98.608 |
98.608 |
97.725 |
98.035 |
PP |
97.462 |
97.462 |
97.462 |
97.175 |
S1 |
96.373 |
96.373 |
97.315 |
95.800 |
S2 |
95.227 |
95.227 |
97.110 |
|
S3 |
92.992 |
94.138 |
96.905 |
|
S4 |
90.757 |
91.903 |
96.291 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.550 |
96.315 |
2.235 |
2.3% |
1.193 |
1.2% |
54% |
False |
False |
60,828 |
10 |
100.715 |
94.765 |
5.950 |
6.1% |
1.713 |
1.8% |
46% |
False |
False |
70,919 |
20 |
100.785 |
94.765 |
6.020 |
6.2% |
1.334 |
1.4% |
46% |
False |
False |
55,661 |
40 |
100.785 |
94.135 |
6.650 |
6.8% |
1.024 |
1.1% |
51% |
False |
False |
28,362 |
60 |
100.785 |
90.510 |
10.275 |
10.5% |
0.962 |
1.0% |
68% |
False |
False |
19,130 |
80 |
100.785 |
88.115 |
12.670 |
13.0% |
0.872 |
0.9% |
74% |
False |
False |
14,392 |
100 |
100.785 |
87.400 |
13.385 |
13.7% |
0.780 |
0.8% |
76% |
False |
False |
11,520 |
120 |
100.785 |
84.895 |
15.890 |
16.3% |
0.720 |
0.7% |
79% |
False |
False |
9,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.545 |
2.618 |
100.880 |
1.618 |
99.860 |
1.000 |
99.230 |
0.618 |
98.840 |
HIGH |
98.210 |
0.618 |
97.820 |
0.500 |
97.700 |
0.382 |
97.580 |
LOW |
97.190 |
0.618 |
96.560 |
1.000 |
96.170 |
1.618 |
95.540 |
2.618 |
94.520 |
4.250 |
92.855 |
|
|
Fisher Pivots for day following 27-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
97.700 |
97.434 |
PP |
97.640 |
97.348 |
S1 |
97.580 |
97.263 |
|