ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 31-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
97.620 |
98.250 |
0.630 |
0.6% |
97.800 |
High |
98.375 |
99.005 |
0.630 |
0.6% |
98.550 |
Low |
97.575 |
98.140 |
0.565 |
0.6% |
96.315 |
Close |
98.281 |
98.661 |
0.380 |
0.4% |
97.520 |
Range |
0.800 |
0.865 |
0.065 |
8.1% |
2.235 |
ATR |
1.256 |
1.228 |
-0.028 |
-2.2% |
0.000 |
Volume |
39,919 |
45,403 |
5,484 |
13.7% |
304,144 |
|
Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.197 |
100.794 |
99.137 |
|
R3 |
100.332 |
99.929 |
98.899 |
|
R2 |
99.467 |
99.467 |
98.820 |
|
R1 |
99.064 |
99.064 |
98.740 |
99.266 |
PP |
98.602 |
98.602 |
98.602 |
98.703 |
S1 |
98.199 |
98.199 |
98.582 |
98.401 |
S2 |
97.737 |
97.737 |
98.502 |
|
S3 |
96.872 |
97.334 |
98.423 |
|
S4 |
96.007 |
96.469 |
98.185 |
|
|
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 |
99.005 |
96.315 |
2.690 |
2.7% |
1.010 |
1.0% |
87% |
True |
False |
48,837 |
10 |
100.120 |
94.765 |
5.355 |
5.4% |
1.715 |
1.7% |
73% |
False |
False |
67,581 |
20 |
100.785 |
94.765 |
6.020 |
6.1% |
1.373 |
1.4% |
65% |
False |
False |
59,584 |
40 |
100.785 |
94.135 |
6.650 |
6.7% |
1.041 |
1.1% |
68% |
False |
False |
30,467 |
60 |
100.785 |
91.750 |
9.035 |
9.2% |
0.971 |
1.0% |
76% |
False |
False |
20,548 |
80 |
100.785 |
88.115 |
12.670 |
12.8% |
0.878 |
0.9% |
83% |
False |
False |
15,457 |
100 |
100.785 |
87.500 |
13.285 |
13.5% |
0.791 |
0.8% |
84% |
False |
False |
12,372 |
120 |
100.785 |
84.895 |
15.890 |
16.1% |
0.723 |
0.7% |
87% |
False |
False |
10,313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.681 |
2.618 |
101.270 |
1.618 |
100.405 |
1.000 |
99.870 |
0.618 |
99.540 |
HIGH |
99.005 |
0.618 |
98.675 |
0.500 |
98.573 |
0.382 |
98.470 |
LOW |
98.140 |
0.618 |
97.605 |
1.000 |
97.275 |
1.618 |
96.740 |
2.618 |
95.875 |
4.250 |
94.464 |
|
|
Fisher Pivots for day following 31-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
98.632 |
98.473 |
PP |
98.602 |
98.285 |
S1 |
98.573 |
98.098 |
|