ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 12-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
100.470 |
101.560 |
1.090 |
1.1% |
96.735 |
High |
101.220 |
101.560 |
0.340 |
0.3% |
98.800 |
Low |
100.000 |
99.950 |
-0.050 |
-0.1% |
95.990 |
Close |
101.207 |
100.541 |
-0.666 |
-0.7% |
98.541 |
Range |
1.220 |
1.610 |
0.390 |
32.0% |
2.810 |
ATR |
0.814 |
0.870 |
0.057 |
7.0% |
0.000 |
Volume |
376 |
276 |
-100 |
-26.6% |
675 |
|
Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.514 |
104.637 |
101.427 |
|
R3 |
103.904 |
103.027 |
100.984 |
|
R2 |
102.294 |
102.294 |
100.836 |
|
R1 |
101.417 |
101.417 |
100.689 |
101.051 |
PP |
100.684 |
100.684 |
100.684 |
100.500 |
S1 |
99.807 |
99.807 |
100.393 |
99.441 |
S2 |
99.074 |
99.074 |
100.246 |
|
S3 |
97.464 |
98.197 |
100.098 |
|
S4 |
95.854 |
96.587 |
99.656 |
|
|
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 |
101.560 |
97.615 |
3.945 |
3.9% |
1.011 |
1.0% |
74% |
True |
False |
231 |
10 |
101.560 |
95.810 |
5.750 |
5.7% |
0.897 |
0.9% |
82% |
True |
False |
165 |
20 |
101.560 |
94.800 |
6.760 |
6.7% |
0.748 |
0.7% |
85% |
True |
False |
101 |
40 |
101.560 |
92.550 |
9.010 |
9.0% |
0.715 |
0.7% |
89% |
True |
False |
66 |
60 |
101.560 |
88.385 |
13.175 |
13.1% |
0.611 |
0.6% |
92% |
True |
False |
50 |
80 |
101.560 |
87.825 |
13.735 |
13.7% |
0.567 |
0.6% |
93% |
True |
False |
46 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.403 |
2.618 |
105.775 |
1.618 |
104.165 |
1.000 |
103.170 |
0.618 |
102.555 |
HIGH |
101.560 |
0.618 |
100.945 |
0.500 |
100.755 |
0.382 |
100.565 |
LOW |
99.950 |
0.618 |
98.955 |
1.000 |
98.340 |
1.618 |
97.345 |
2.618 |
95.735 |
4.250 |
93.108 |
|
|
Fisher Pivots for day following 12-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
100.755 |
100.528 |
PP |
100.684 |
100.515 |
S1 |
100.612 |
100.503 |
|