ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 13-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
101.560 |
100.200 |
-1.360 |
-1.3% |
98.540 |
High |
101.560 |
101.350 |
-0.210 |
-0.2% |
101.560 |
Low |
99.950 |
100.175 |
0.225 |
0.2% |
98.540 |
Close |
100.541 |
101.330 |
0.789 |
0.8% |
101.330 |
Range |
1.610 |
1.175 |
-0.435 |
-27.0% |
3.020 |
ATR |
0.870 |
0.892 |
0.022 |
2.5% |
0.000 |
Volume |
276 |
370 |
94 |
34.1% |
1,227 |
|
Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.477 |
104.078 |
101.976 |
|
R3 |
103.302 |
102.903 |
101.653 |
|
R2 |
102.127 |
102.127 |
101.545 |
|
R1 |
101.728 |
101.728 |
101.438 |
101.928 |
PP |
100.952 |
100.952 |
100.952 |
101.051 |
S1 |
100.553 |
100.553 |
101.222 |
100.753 |
S2 |
99.777 |
99.777 |
101.115 |
|
S3 |
98.602 |
99.378 |
101.007 |
|
S4 |
97.427 |
98.203 |
100.684 |
|
|
Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.537 |
108.453 |
102.991 |
|
R3 |
106.517 |
105.433 |
102.161 |
|
R2 |
103.497 |
103.497 |
101.884 |
|
R1 |
102.413 |
102.413 |
101.607 |
102.955 |
PP |
100.477 |
100.477 |
100.477 |
100.748 |
S1 |
99.393 |
99.393 |
101.053 |
99.935 |
S2 |
97.457 |
97.457 |
100.776 |
|
S3 |
94.437 |
96.373 |
100.500 |
|
S4 |
91.417 |
93.353 |
99.669 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.560 |
98.540 |
3.020 |
3.0% |
1.009 |
1.0% |
92% |
False |
False |
245 |
10 |
101.560 |
95.990 |
5.570 |
5.5% |
0.961 |
0.9% |
96% |
False |
False |
190 |
20 |
101.560 |
94.800 |
6.760 |
6.7% |
0.747 |
0.7% |
97% |
False |
False |
119 |
40 |
101.560 |
92.900 |
8.660 |
8.5% |
0.725 |
0.7% |
97% |
False |
False |
74 |
60 |
101.560 |
88.385 |
13.175 |
13.0% |
0.631 |
0.6% |
98% |
False |
False |
56 |
80 |
101.560 |
87.825 |
13.735 |
13.6% |
0.573 |
0.6% |
98% |
False |
False |
51 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.344 |
2.618 |
104.426 |
1.618 |
103.251 |
1.000 |
102.525 |
0.618 |
102.076 |
HIGH |
101.350 |
0.618 |
100.901 |
0.500 |
100.763 |
0.382 |
100.624 |
LOW |
100.175 |
0.618 |
99.449 |
1.000 |
99.000 |
1.618 |
98.274 |
2.618 |
97.099 |
4.250 |
95.181 |
|
|
Fisher Pivots for day following 13-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
101.141 |
101.138 |
PP |
100.952 |
100.947 |
S1 |
100.763 |
100.755 |
|