ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 24-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
98.530 |
97.875 |
-0.655 |
-0.7% |
101.560 |
High |
99.180 |
98.210 |
-0.970 |
-1.0% |
101.615 |
Low |
97.700 |
97.170 |
-0.530 |
-0.5% |
95.580 |
Close |
97.933 |
98.044 |
0.111 |
0.1% |
98.846 |
Range |
1.480 |
1.040 |
-0.440 |
-29.7% |
6.035 |
ATR |
1.343 |
1.321 |
-0.022 |
-1.6% |
0.000 |
Volume |
708 |
617 |
-91 |
-12.9% |
3,343 |
|
Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.928 |
100.526 |
98.616 |
|
R3 |
99.888 |
99.486 |
98.330 |
|
R2 |
98.848 |
98.848 |
98.235 |
|
R1 |
98.446 |
98.446 |
98.139 |
98.647 |
PP |
97.808 |
97.808 |
97.808 |
97.909 |
S1 |
97.406 |
97.406 |
97.949 |
97.607 |
S2 |
96.768 |
96.768 |
97.853 |
|
S3 |
95.728 |
96.366 |
97.758 |
|
S4 |
94.688 |
95.326 |
97.472 |
|
|
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 |
100.850 |
95.580 |
5.270 |
5.4% |
2.363 |
2.4% |
47% |
False |
False |
778 |
10 |
101.615 |
95.580 |
6.035 |
6.2% |
1.772 |
1.8% |
41% |
False |
False |
569 |
20 |
101.615 |
94.950 |
6.665 |
6.8% |
1.286 |
1.3% |
46% |
False |
False |
339 |
40 |
101.615 |
94.600 |
7.015 |
7.2% |
0.937 |
1.0% |
49% |
False |
False |
184 |
60 |
101.615 |
90.435 |
11.180 |
11.4% |
0.809 |
0.8% |
68% |
False |
False |
130 |
80 |
101.615 |
88.220 |
13.395 |
13.7% |
0.720 |
0.7% |
73% |
False |
False |
108 |
100 |
101.615 |
85.720 |
15.895 |
16.2% |
0.658 |
0.7% |
78% |
False |
False |
89 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.630 |
2.618 |
100.933 |
1.618 |
99.893 |
1.000 |
99.250 |
0.618 |
98.853 |
HIGH |
98.210 |
0.618 |
97.813 |
0.500 |
97.690 |
0.382 |
97.567 |
LOW |
97.170 |
0.618 |
96.527 |
1.000 |
96.130 |
1.618 |
95.487 |
2.618 |
94.447 |
4.250 |
92.750 |
|
|
Fisher Pivots for day following 24-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
97.926 |
98.625 |
PP |
97.808 |
98.431 |
S1 |
97.690 |
98.238 |
|