ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 20-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
98.645 |
99.940 |
1.295 |
1.3% |
101.560 |
High |
100.400 |
100.080 |
-0.320 |
-0.3% |
101.615 |
Low |
98.025 |
98.430 |
0.405 |
0.4% |
95.580 |
Close |
100.257 |
98.846 |
-1.411 |
-1.4% |
98.846 |
Range |
2.375 |
1.650 |
-0.725 |
-30.5% |
6.035 |
ATR |
1.294 |
1.332 |
0.038 |
2.9% |
0.000 |
Volume |
1,331 |
1,125 |
-206 |
-15.5% |
3,343 |
|
Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.069 |
103.107 |
99.754 |
|
R3 |
102.419 |
101.457 |
99.300 |
|
R2 |
100.769 |
100.769 |
99.149 |
|
R1 |
99.807 |
99.807 |
98.997 |
99.463 |
PP |
99.119 |
99.119 |
99.119 |
98.947 |
S1 |
98.157 |
98.157 |
98.695 |
97.813 |
S2 |
97.469 |
97.469 |
98.544 |
|
S3 |
95.819 |
96.507 |
98.392 |
|
S4 |
94.169 |
94.857 |
97.939 |
|
|
Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116.785 |
113.851 |
102.165 |
|
R3 |
110.750 |
107.816 |
100.506 |
|
R2 |
104.715 |
104.715 |
99.952 |
|
R1 |
101.781 |
101.781 |
99.399 |
100.231 |
PP |
98.680 |
98.680 |
98.680 |
97.905 |
S1 |
95.746 |
95.746 |
98.293 |
94.196 |
S2 |
92.645 |
92.645 |
97.740 |
|
S3 |
86.610 |
89.711 |
97.186 |
|
S4 |
80.575 |
83.676 |
95.527 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.615 |
95.580 |
6.035 |
6.1% |
2.238 |
2.3% |
54% |
False |
False |
668 |
10 |
101.615 |
95.580 |
6.035 |
6.1% |
1.624 |
1.6% |
54% |
False |
False |
457 |
20 |
101.615 |
94.950 |
6.665 |
6.7% |
1.202 |
1.2% |
58% |
False |
False |
282 |
40 |
101.615 |
94.600 |
7.015 |
7.1% |
0.926 |
0.9% |
61% |
False |
False |
154 |
60 |
101.615 |
90.420 |
11.195 |
11.3% |
0.779 |
0.8% |
75% |
False |
False |
109 |
80 |
101.615 |
88.220 |
13.395 |
13.6% |
0.697 |
0.7% |
79% |
False |
False |
91 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.093 |
2.618 |
104.400 |
1.618 |
102.750 |
1.000 |
101.730 |
0.618 |
101.100 |
HIGH |
100.080 |
0.618 |
99.450 |
0.500 |
99.255 |
0.382 |
99.060 |
LOW |
98.430 |
0.618 |
97.410 |
1.000 |
96.780 |
1.618 |
95.760 |
2.618 |
94.110 |
4.250 |
91.418 |
|
|
Fisher Pivots for day following 20-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
99.255 |
98.636 |
PP |
99.119 |
98.425 |
S1 |
98.982 |
98.215 |
|