ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 10-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
98.540 |
99.640 |
1.100 |
1.1% |
96.735 |
High |
98.995 |
100.030 |
1.035 |
1.0% |
98.800 |
Low |
98.540 |
99.445 |
0.905 |
0.9% |
95.990 |
Close |
98.779 |
99.906 |
1.127 |
1.1% |
98.541 |
Range |
0.455 |
0.585 |
0.130 |
28.6% |
2.810 |
ATR |
0.739 |
0.775 |
0.037 |
5.0% |
0.000 |
Volume |
92 |
113 |
21 |
22.8% |
675 |
|
Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.549 |
101.312 |
100.228 |
|
R3 |
100.964 |
100.727 |
100.067 |
|
R2 |
100.379 |
100.379 |
100.013 |
|
R1 |
100.142 |
100.142 |
99.960 |
100.261 |
PP |
99.794 |
99.794 |
99.794 |
99.853 |
S1 |
99.557 |
99.557 |
99.852 |
99.676 |
S2 |
99.209 |
99.209 |
99.799 |
|
S3 |
98.624 |
98.972 |
99.745 |
|
S4 |
98.039 |
98.387 |
99.584 |
|
|
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 |
100.030 |
96.390 |
3.640 |
3.6% |
0.851 |
0.9% |
97% |
True |
False |
128 |
10 |
100.030 |
94.950 |
5.080 |
5.1% |
0.800 |
0.8% |
98% |
True |
False |
109 |
20 |
100.030 |
94.800 |
5.230 |
5.2% |
0.636 |
0.6% |
98% |
True |
False |
69 |
40 |
100.030 |
92.500 |
7.530 |
7.5% |
0.669 |
0.7% |
98% |
True |
False |
50 |
60 |
100.030 |
88.385 |
11.645 |
11.7% |
0.575 |
0.6% |
99% |
True |
False |
40 |
80 |
100.030 |
87.825 |
12.205 |
12.2% |
0.537 |
0.5% |
99% |
True |
False |
38 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.516 |
2.618 |
101.562 |
1.618 |
100.977 |
1.000 |
100.615 |
0.618 |
100.392 |
HIGH |
100.030 |
0.618 |
99.807 |
0.500 |
99.738 |
0.382 |
99.668 |
LOW |
99.445 |
0.618 |
99.083 |
1.000 |
98.860 |
1.618 |
98.498 |
2.618 |
97.913 |
4.250 |
96.959 |
|
|
Fisher Pivots for day following 10-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
99.850 |
99.545 |
PP |
99.794 |
99.184 |
S1 |
99.738 |
98.823 |
|