ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 23-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
99.940 |
98.530 |
-1.410 |
-1.4% |
101.560 |
High |
100.080 |
99.180 |
-0.900 |
-0.9% |
101.615 |
Low |
98.430 |
97.700 |
-0.730 |
-0.7% |
95.580 |
Close |
98.846 |
97.933 |
-0.913 |
-0.9% |
98.846 |
Range |
1.650 |
1.480 |
-0.170 |
-10.3% |
6.035 |
ATR |
1.332 |
1.343 |
0.011 |
0.8% |
0.000 |
Volume |
1,125 |
708 |
-417 |
-37.1% |
3,343 |
|
Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.711 |
101.802 |
98.747 |
|
R3 |
101.231 |
100.322 |
98.340 |
|
R2 |
99.751 |
99.751 |
98.204 |
|
R1 |
98.842 |
98.842 |
98.069 |
98.557 |
PP |
98.271 |
98.271 |
98.271 |
98.128 |
S1 |
97.362 |
97.362 |
97.797 |
97.077 |
S2 |
96.791 |
96.791 |
97.662 |
|
S3 |
95.311 |
95.882 |
97.526 |
|
S4 |
93.831 |
94.402 |
97.119 |
|
|
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 |
101.100 |
95.580 |
5.520 |
5.6% |
2.311 |
2.4% |
43% |
False |
False |
733 |
10 |
101.615 |
95.580 |
6.035 |
6.2% |
1.726 |
1.8% |
39% |
False |
False |
518 |
20 |
101.615 |
94.950 |
6.665 |
6.8% |
1.260 |
1.3% |
45% |
False |
False |
309 |
40 |
101.615 |
94.600 |
7.015 |
7.2% |
0.932 |
1.0% |
48% |
False |
False |
171 |
60 |
101.615 |
90.435 |
11.180 |
11.4% |
0.795 |
0.8% |
67% |
False |
False |
121 |
80 |
101.615 |
88.220 |
13.395 |
13.7% |
0.712 |
0.7% |
73% |
False |
False |
100 |
100 |
101.615 |
85.720 |
15.895 |
16.2% |
0.651 |
0.7% |
77% |
False |
False |
83 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.470 |
2.618 |
103.055 |
1.618 |
101.575 |
1.000 |
100.660 |
0.618 |
100.095 |
HIGH |
99.180 |
0.618 |
98.615 |
0.500 |
98.440 |
0.382 |
98.265 |
LOW |
97.700 |
0.618 |
96.785 |
1.000 |
96.220 |
1.618 |
95.305 |
2.618 |
93.825 |
4.250 |
91.410 |
|
|
Fisher Pivots for day following 23-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
98.440 |
99.050 |
PP |
98.271 |
98.678 |
S1 |
98.102 |
98.305 |
|