ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 27-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
95.115 |
96.350 |
1.235 |
1.3% |
95.820 |
High |
96.350 |
96.350 |
0.000 |
0.0% |
96.350 |
Low |
94.950 |
95.810 |
0.860 |
0.9% |
94.950 |
Close |
96.121 |
96.211 |
0.090 |
0.1% |
96.211 |
Range |
1.400 |
0.540 |
-0.860 |
-61.4% |
1.400 |
ATR |
0.695 |
0.684 |
-0.011 |
-1.6% |
0.000 |
Volume |
66 |
123 |
57 |
86.4% |
413 |
|
Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.744 |
97.517 |
96.508 |
|
R3 |
97.204 |
96.977 |
96.360 |
|
R2 |
96.664 |
96.664 |
96.310 |
|
R1 |
96.437 |
96.437 |
96.261 |
96.281 |
PP |
96.124 |
96.124 |
96.124 |
96.045 |
S1 |
95.897 |
95.897 |
96.162 |
95.741 |
S2 |
95.584 |
95.584 |
96.112 |
|
S3 |
95.044 |
95.357 |
96.063 |
|
S4 |
94.504 |
94.817 |
95.914 |
|
|
Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.037 |
99.524 |
96.981 |
|
R3 |
98.637 |
98.124 |
96.596 |
|
R2 |
97.237 |
97.237 |
96.468 |
|
R1 |
96.724 |
96.724 |
96.339 |
96.981 |
PP |
95.837 |
95.837 |
95.837 |
95.965 |
S1 |
95.324 |
95.324 |
96.083 |
95.581 |
S2 |
94.437 |
94.437 |
95.954 |
|
S3 |
93.037 |
93.924 |
95.826 |
|
S4 |
91.637 |
92.524 |
95.441 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.350 |
94.950 |
1.400 |
1.5% |
0.648 |
0.7% |
90% |
True |
False |
82 |
10 |
96.350 |
94.800 |
1.550 |
1.6% |
0.533 |
0.6% |
91% |
True |
False |
47 |
20 |
96.630 |
94.600 |
2.030 |
2.1% |
0.580 |
0.6% |
79% |
False |
False |
34 |
40 |
96.920 |
91.280 |
5.640 |
5.9% |
0.609 |
0.6% |
87% |
False |
False |
31 |
60 |
96.920 |
88.385 |
8.535 |
8.9% |
0.550 |
0.6% |
92% |
False |
False |
34 |
80 |
96.920 |
87.750 |
9.170 |
9.5% |
0.506 |
0.5% |
92% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.645 |
2.618 |
97.764 |
1.618 |
97.224 |
1.000 |
96.890 |
0.618 |
96.684 |
HIGH |
96.350 |
0.618 |
96.144 |
0.500 |
96.080 |
0.382 |
96.016 |
LOW |
95.810 |
0.618 |
95.476 |
1.000 |
95.270 |
1.618 |
94.936 |
2.618 |
94.396 |
4.250 |
93.515 |
|
|
Fisher Pivots for day following 27-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
96.167 |
96.024 |
PP |
96.124 |
95.837 |
S1 |
96.080 |
95.650 |
|