ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 06-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
97.310 |
98.020 |
0.710 |
0.7% |
96.735 |
High |
98.160 |
98.800 |
0.640 |
0.7% |
98.800 |
Low |
97.050 |
97.615 |
0.565 |
0.6% |
95.990 |
Close |
97.658 |
98.541 |
0.883 |
0.9% |
98.541 |
Range |
1.110 |
1.185 |
0.075 |
6.8% |
2.810 |
ATR |
0.728 |
0.760 |
0.033 |
4.5% |
0.000 |
Volume |
55 |
298 |
243 |
441.8% |
675 |
|
Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.874 |
101.392 |
99.193 |
|
R3 |
100.689 |
100.207 |
98.867 |
|
R2 |
99.504 |
99.504 |
98.758 |
|
R1 |
99.022 |
99.022 |
98.650 |
99.263 |
PP |
98.319 |
98.319 |
98.319 |
98.439 |
S1 |
97.837 |
97.837 |
98.432 |
98.078 |
S2 |
97.134 |
97.134 |
98.324 |
|
S3 |
95.949 |
96.652 |
98.215 |
|
S4 |
94.764 |
95.467 |
97.889 |
|
|
Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.207 |
105.184 |
100.087 |
|
R3 |
103.397 |
102.374 |
99.314 |
|
R2 |
100.587 |
100.587 |
99.056 |
|
R1 |
99.564 |
99.564 |
98.799 |
100.076 |
PP |
97.777 |
97.777 |
97.777 |
98.033 |
S1 |
96.754 |
96.754 |
98.283 |
97.266 |
S2 |
94.967 |
94.967 |
98.026 |
|
S3 |
92.157 |
93.944 |
97.768 |
|
S4 |
89.347 |
91.134 |
96.996 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.800 |
95.990 |
2.810 |
2.9% |
0.912 |
0.9% |
91% |
True |
False |
135 |
10 |
98.800 |
94.950 |
3.850 |
3.9% |
0.780 |
0.8% |
93% |
True |
False |
108 |
20 |
98.800 |
94.800 |
4.000 |
4.1% |
0.611 |
0.6% |
94% |
True |
False |
59 |
40 |
98.800 |
92.500 |
6.300 |
6.4% |
0.663 |
0.7% |
96% |
True |
False |
45 |
60 |
98.800 |
88.385 |
10.415 |
10.6% |
0.582 |
0.6% |
98% |
True |
False |
41 |
80 |
98.800 |
87.825 |
10.975 |
11.1% |
0.538 |
0.5% |
98% |
True |
False |
36 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.836 |
2.618 |
101.902 |
1.618 |
100.717 |
1.000 |
99.985 |
0.618 |
99.532 |
HIGH |
98.800 |
0.618 |
98.347 |
0.500 |
98.208 |
0.382 |
98.068 |
LOW |
97.615 |
0.618 |
96.883 |
1.000 |
96.430 |
1.618 |
95.698 |
2.618 |
94.513 |
4.250 |
92.579 |
|
|
Fisher Pivots for day following 06-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
98.430 |
98.226 |
PP |
98.319 |
97.910 |
S1 |
98.208 |
97.595 |
|