ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 01-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2015 |
01-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
98.250 |
98.730 |
0.480 |
0.5% |
97.800 |
High |
99.005 |
98.975 |
-0.030 |
0.0% |
98.550 |
Low |
98.140 |
98.255 |
0.115 |
0.1% |
96.315 |
Close |
98.661 |
98.475 |
-0.186 |
-0.2% |
97.520 |
Range |
0.865 |
0.720 |
-0.145 |
-16.8% |
2.235 |
ATR |
1.228 |
1.191 |
-0.036 |
-3.0% |
0.000 |
Volume |
45,403 |
48,579 |
3,176 |
7.0% |
304,144 |
|
Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.728 |
100.322 |
98.871 |
|
R3 |
100.008 |
99.602 |
98.673 |
|
R2 |
99.288 |
99.288 |
98.607 |
|
R1 |
98.882 |
98.882 |
98.541 |
98.725 |
PP |
98.568 |
98.568 |
98.568 |
98.490 |
S1 |
98.162 |
98.162 |
98.409 |
98.005 |
S2 |
97.848 |
97.848 |
98.343 |
|
S3 |
97.128 |
97.442 |
98.277 |
|
S4 |
96.408 |
96.722 |
98.079 |
|
|
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% |
0.977 |
1.0% |
80% |
False |
False |
49,841 |
10 |
99.765 |
96.315 |
3.450 |
3.5% |
1.252 |
1.3% |
63% |
False |
False |
62,262 |
20 |
100.785 |
94.765 |
6.020 |
6.1% |
1.367 |
1.4% |
62% |
False |
False |
61,296 |
40 |
100.785 |
94.300 |
6.485 |
6.6% |
1.023 |
1.0% |
64% |
False |
False |
31,670 |
60 |
100.785 |
91.750 |
9.035 |
9.2% |
0.974 |
1.0% |
74% |
False |
False |
21,354 |
80 |
100.785 |
88.115 |
12.670 |
12.9% |
0.875 |
0.9% |
82% |
False |
False |
16,062 |
100 |
100.785 |
87.500 |
13.285 |
13.5% |
0.794 |
0.8% |
83% |
False |
False |
12,858 |
120 |
100.785 |
84.895 |
15.890 |
16.1% |
0.723 |
0.7% |
85% |
False |
False |
10,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.035 |
2.618 |
100.860 |
1.618 |
100.140 |
1.000 |
99.695 |
0.618 |
99.420 |
HIGH |
98.975 |
0.618 |
98.700 |
0.500 |
98.615 |
0.382 |
98.530 |
LOW |
98.255 |
0.618 |
97.810 |
1.000 |
97.535 |
1.618 |
97.090 |
2.618 |
96.370 |
4.250 |
95.195 |
|
|
Fisher Pivots for day following 01-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
98.615 |
98.413 |
PP |
98.568 |
98.352 |
S1 |
98.522 |
98.290 |
|