ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 04-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
95.850 |
95.500 |
-0.350 |
-0.4% |
97.100 |
High |
95.850 |
95.750 |
-0.100 |
-0.1% |
96.920 |
Low |
94.600 |
95.030 |
0.430 |
0.5% |
95.500 |
Close |
94.889 |
95.323 |
0.434 |
0.5% |
96.190 |
Range |
1.250 |
0.720 |
-0.530 |
-42.4% |
1.420 |
ATR |
0.776 |
0.782 |
0.006 |
0.8% |
0.000 |
Volume |
29 |
49 |
20 |
69.0% |
271 |
|
Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.528 |
97.145 |
95.719 |
|
R3 |
96.808 |
96.425 |
95.521 |
|
R2 |
96.088 |
96.088 |
95.455 |
|
R1 |
95.705 |
95.705 |
95.389 |
95.537 |
PP |
95.368 |
95.368 |
95.368 |
95.283 |
S1 |
94.985 |
94.985 |
95.257 |
94.817 |
S2 |
94.648 |
94.648 |
95.191 |
|
S3 |
93.928 |
94.265 |
95.125 |
|
S4 |
93.208 |
93.545 |
94.927 |
|
|
Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.463 |
99.747 |
96.971 |
|
R3 |
99.043 |
98.327 |
96.581 |
|
R2 |
97.623 |
97.623 |
96.450 |
|
R1 |
96.907 |
96.907 |
96.320 |
96.555 |
PP |
96.203 |
96.203 |
96.203 |
96.028 |
S1 |
95.487 |
95.487 |
96.060 |
95.135 |
S2 |
94.783 |
94.783 |
95.930 |
|
S3 |
93.363 |
94.067 |
95.800 |
|
S4 |
91.943 |
92.647 |
95.409 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.630 |
94.600 |
2.030 |
2.1% |
0.844 |
0.9% |
36% |
False |
False |
32 |
10 |
96.920 |
94.485 |
2.435 |
2.6% |
0.890 |
0.9% |
34% |
False |
False |
43 |
20 |
96.920 |
92.500 |
4.420 |
4.6% |
0.706 |
0.7% |
64% |
False |
False |
31 |
40 |
96.920 |
88.385 |
8.535 |
9.0% |
0.562 |
0.6% |
81% |
False |
False |
31 |
60 |
96.920 |
87.825 |
9.095 |
9.5% |
0.509 |
0.5% |
82% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.810 |
2.618 |
97.635 |
1.618 |
96.915 |
1.000 |
96.470 |
0.618 |
96.195 |
HIGH |
95.750 |
0.618 |
95.475 |
0.500 |
95.390 |
0.382 |
95.305 |
LOW |
95.030 |
0.618 |
94.585 |
1.000 |
94.310 |
1.618 |
93.865 |
2.618 |
93.145 |
4.250 |
91.970 |
|
|
Fisher Pivots for day following 04-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
95.390 |
95.505 |
PP |
95.368 |
95.444 |
S1 |
95.345 |
95.384 |
|