ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 26-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
97.990 |
97.695 |
-0.295 |
-0.3% |
101.560 |
High |
98.015 |
98.235 |
0.220 |
0.2% |
101.615 |
Low |
97.315 |
96.840 |
-0.475 |
-0.5% |
95.580 |
Close |
97.755 |
98.165 |
0.410 |
0.4% |
98.846 |
Range |
0.700 |
1.395 |
0.695 |
99.3% |
6.035 |
ATR |
1.279 |
1.287 |
0.008 |
0.6% |
0.000 |
Volume |
1,180 |
154 |
-1,026 |
-86.9% |
3,343 |
|
Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.932 |
101.443 |
98.932 |
|
R3 |
100.537 |
100.048 |
98.549 |
|
R2 |
99.142 |
99.142 |
98.421 |
|
R1 |
98.653 |
98.653 |
98.293 |
98.898 |
PP |
97.747 |
97.747 |
97.747 |
97.869 |
S1 |
97.258 |
97.258 |
98.037 |
97.503 |
S2 |
96.352 |
96.352 |
97.909 |
|
S3 |
94.957 |
95.863 |
97.781 |
|
S4 |
93.562 |
94.468 |
97.398 |
|
|
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 |
100.080 |
96.840 |
3.240 |
3.3% |
1.253 |
1.3% |
41% |
False |
True |
756 |
10 |
101.615 |
95.580 |
6.035 |
6.1% |
1.698 |
1.7% |
43% |
False |
False |
637 |
20 |
101.615 |
95.580 |
6.035 |
6.1% |
1.298 |
1.3% |
43% |
False |
False |
401 |
40 |
101.615 |
94.600 |
7.015 |
7.1% |
0.950 |
1.0% |
51% |
False |
False |
215 |
60 |
101.615 |
90.700 |
10.915 |
11.1% |
0.838 |
0.9% |
68% |
False |
False |
153 |
80 |
101.615 |
88.385 |
13.230 |
13.5% |
0.739 |
0.8% |
74% |
False |
False |
124 |
100 |
101.615 |
86.765 |
14.850 |
15.1% |
0.668 |
0.7% |
77% |
False |
False |
102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.164 |
2.618 |
101.887 |
1.618 |
100.492 |
1.000 |
99.630 |
0.618 |
99.097 |
HIGH |
98.235 |
0.618 |
97.702 |
0.500 |
97.538 |
0.382 |
97.373 |
LOW |
96.840 |
0.618 |
95.978 |
1.000 |
95.445 |
1.618 |
94.583 |
2.618 |
93.188 |
4.250 |
90.911 |
|
|
Fisher Pivots for day following 26-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
97.956 |
97.956 |
PP |
97.747 |
97.747 |
S1 |
97.538 |
97.538 |
|