ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 30-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
97.575 |
97.620 |
0.045 |
0.0% |
97.800 |
High |
98.210 |
98.375 |
0.165 |
0.2% |
98.550 |
Low |
97.190 |
97.575 |
0.385 |
0.4% |
96.315 |
Close |
97.520 |
98.281 |
0.761 |
0.8% |
97.520 |
Range |
1.020 |
0.800 |
-0.220 |
-21.6% |
2.235 |
ATR |
1.286 |
1.256 |
-0.031 |
-2.4% |
0.000 |
Volume |
56,439 |
39,919 |
-16,520 |
-29.3% |
304,144 |
|
Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.477 |
100.179 |
98.721 |
|
R3 |
99.677 |
99.379 |
98.501 |
|
R2 |
98.877 |
98.877 |
98.428 |
|
R1 |
98.579 |
98.579 |
98.354 |
98.728 |
PP |
98.077 |
98.077 |
98.077 |
98.152 |
S1 |
97.779 |
97.779 |
98.208 |
97.928 |
S2 |
97.277 |
97.277 |
98.134 |
|
S3 |
96.477 |
96.979 |
98.061 |
|
S4 |
95.677 |
96.179 |
97.841 |
|
|
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 |
98.375 |
96.315 |
2.060 |
2.1% |
1.055 |
1.1% |
95% |
True |
False |
53,828 |
10 |
100.265 |
94.765 |
5.500 |
5.6% |
1.697 |
1.7% |
64% |
False |
False |
67,530 |
20 |
100.785 |
94.765 |
6.020 |
6.1% |
1.351 |
1.4% |
58% |
False |
False |
57,507 |
40 |
100.785 |
94.135 |
6.650 |
6.8% |
1.032 |
1.0% |
62% |
False |
False |
29,341 |
60 |
100.785 |
91.195 |
9.590 |
9.8% |
0.967 |
1.0% |
74% |
False |
False |
19,792 |
80 |
100.785 |
88.115 |
12.670 |
12.9% |
0.874 |
0.9% |
80% |
False |
False |
14,891 |
100 |
100.785 |
87.400 |
13.385 |
13.6% |
0.787 |
0.8% |
81% |
False |
False |
11,919 |
120 |
100.785 |
84.895 |
15.890 |
16.2% |
0.719 |
0.7% |
84% |
False |
False |
9,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.775 |
2.618 |
100.469 |
1.618 |
99.669 |
1.000 |
99.175 |
0.618 |
98.869 |
HIGH |
98.375 |
0.618 |
98.069 |
0.500 |
97.975 |
0.382 |
97.881 |
LOW |
97.575 |
0.618 |
97.081 |
1.000 |
96.775 |
1.618 |
96.281 |
2.618 |
95.481 |
4.250 |
94.175 |
|
|
Fisher Pivots for day following 30-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
98.179 |
97.969 |
PP |
98.077 |
97.657 |
S1 |
97.975 |
97.345 |
|