ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 11-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
96.340 |
96.330 |
-0.010 |
0.0% |
96.410 |
High |
96.340 |
96.520 |
0.180 |
0.2% |
96.410 |
Low |
96.000 |
96.270 |
0.270 |
0.3% |
94.600 |
Close |
96.103 |
96.270 |
0.167 |
0.2% |
95.854 |
Range |
0.340 |
0.250 |
-0.090 |
-26.5% |
1.810 |
ATR |
0.745 |
0.722 |
-0.023 |
-3.1% |
0.000 |
Volume |
16 |
4 |
-12 |
-75.0% |
122 |
|
Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.103 |
96.937 |
96.408 |
|
R3 |
96.853 |
96.687 |
96.339 |
|
R2 |
96.603 |
96.603 |
96.316 |
|
R1 |
96.437 |
96.437 |
96.293 |
96.395 |
PP |
96.353 |
96.353 |
96.353 |
96.333 |
S1 |
96.187 |
96.187 |
96.247 |
96.145 |
S2 |
96.103 |
96.103 |
96.224 |
|
S3 |
95.853 |
95.937 |
96.201 |
|
S4 |
95.603 |
95.687 |
96.133 |
|
|
Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.051 |
100.263 |
96.850 |
|
R3 |
99.241 |
98.453 |
96.352 |
|
R2 |
97.431 |
97.431 |
96.186 |
|
R1 |
96.643 |
96.643 |
96.020 |
96.132 |
PP |
95.621 |
95.621 |
95.621 |
95.366 |
S1 |
94.833 |
94.833 |
95.688 |
94.322 |
S2 |
93.811 |
93.811 |
95.522 |
|
S3 |
92.001 |
93.023 |
95.356 |
|
S4 |
90.191 |
91.213 |
94.859 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.520 |
95.090 |
1.430 |
1.5% |
0.370 |
0.4% |
83% |
True |
False |
9 |
10 |
96.630 |
94.600 |
2.030 |
2.1% |
0.607 |
0.6% |
82% |
False |
False |
20 |
20 |
96.920 |
92.550 |
4.370 |
4.5% |
0.681 |
0.7% |
85% |
False |
False |
31 |
40 |
96.920 |
88.385 |
8.535 |
8.9% |
0.543 |
0.6% |
92% |
False |
False |
25 |
60 |
96.920 |
87.825 |
9.095 |
9.4% |
0.506 |
0.5% |
93% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.583 |
2.618 |
97.175 |
1.618 |
96.925 |
1.000 |
96.770 |
0.618 |
96.675 |
HIGH |
96.520 |
0.618 |
96.425 |
0.500 |
96.395 |
0.382 |
96.366 |
LOW |
96.270 |
0.618 |
96.116 |
1.000 |
96.020 |
1.618 |
95.866 |
2.618 |
95.616 |
4.250 |
95.208 |
|
|
Fisher Pivots for day following 11-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
96.395 |
96.235 |
PP |
96.353 |
96.200 |
S1 |
96.312 |
96.165 |
|