ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 05-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
96.390 |
97.310 |
0.920 |
1.0% |
95.820 |
High |
97.310 |
98.160 |
0.850 |
0.9% |
96.350 |
Low |
96.390 |
97.050 |
0.660 |
0.7% |
94.950 |
Close |
97.181 |
97.658 |
0.477 |
0.5% |
96.211 |
Range |
0.920 |
1.110 |
0.190 |
20.7% |
1.400 |
ATR |
0.698 |
0.728 |
0.029 |
4.2% |
0.000 |
Volume |
82 |
55 |
-27 |
-32.9% |
413 |
|
Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.953 |
100.415 |
98.269 |
|
R3 |
99.843 |
99.305 |
97.963 |
|
R2 |
98.733 |
98.733 |
97.862 |
|
R1 |
98.195 |
98.195 |
97.760 |
98.464 |
PP |
97.623 |
97.623 |
97.623 |
97.757 |
S1 |
97.085 |
97.085 |
97.556 |
97.354 |
S2 |
96.513 |
96.513 |
97.455 |
|
S3 |
95.403 |
95.975 |
97.353 |
|
S4 |
94.293 |
94.865 |
97.048 |
|
|
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 |
98.160 |
95.810 |
2.350 |
2.4% |
0.783 |
0.8% |
79% |
True |
False |
100 |
10 |
98.160 |
94.950 |
3.210 |
3.3% |
0.720 |
0.7% |
84% |
True |
False |
81 |
20 |
98.160 |
94.800 |
3.360 |
3.4% |
0.588 |
0.6% |
85% |
True |
False |
45 |
40 |
98.160 |
92.500 |
5.660 |
5.8% |
0.647 |
0.7% |
91% |
True |
False |
38 |
60 |
98.160 |
88.385 |
9.775 |
10.0% |
0.570 |
0.6% |
95% |
True |
False |
36 |
80 |
98.160 |
87.825 |
10.335 |
10.6% |
0.529 |
0.5% |
95% |
True |
False |
32 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.878 |
2.618 |
101.066 |
1.618 |
99.956 |
1.000 |
99.270 |
0.618 |
98.846 |
HIGH |
98.160 |
0.618 |
97.736 |
0.500 |
97.605 |
0.382 |
97.474 |
LOW |
97.050 |
0.618 |
96.364 |
1.000 |
95.940 |
1.618 |
95.254 |
2.618 |
94.144 |
4.250 |
92.333 |
|
|
Fisher Pivots for day following 05-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
97.640 |
97.482 |
PP |
97.623 |
97.306 |
S1 |
97.605 |
97.130 |
|