ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 27-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
97.695 |
98.100 |
0.405 |
0.4% |
98.530 |
High |
98.235 |
98.650 |
0.415 |
0.4% |
99.180 |
Low |
96.840 |
97.700 |
0.860 |
0.9% |
96.840 |
Close |
98.165 |
97.985 |
-0.180 |
-0.2% |
97.985 |
Range |
1.395 |
0.950 |
-0.445 |
-31.9% |
2.340 |
ATR |
1.287 |
1.263 |
-0.024 |
-1.9% |
0.000 |
Volume |
154 |
769 |
615 |
399.4% |
3,428 |
|
Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.962 |
100.423 |
98.508 |
|
R3 |
100.012 |
99.473 |
98.246 |
|
R2 |
99.062 |
99.062 |
98.159 |
|
R1 |
98.523 |
98.523 |
98.072 |
98.318 |
PP |
98.112 |
98.112 |
98.112 |
98.009 |
S1 |
97.573 |
97.573 |
97.898 |
97.368 |
S2 |
97.162 |
97.162 |
97.811 |
|
S3 |
96.212 |
96.623 |
97.724 |
|
S4 |
95.262 |
95.673 |
97.463 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.022 |
103.843 |
99.272 |
|
R3 |
102.682 |
101.503 |
98.629 |
|
R2 |
100.342 |
100.342 |
98.414 |
|
R1 |
99.163 |
99.163 |
98.200 |
98.583 |
PP |
98.002 |
98.002 |
98.002 |
97.711 |
S1 |
96.823 |
96.823 |
97.771 |
96.243 |
S2 |
95.662 |
95.662 |
97.556 |
|
S3 |
93.322 |
94.483 |
97.342 |
|
S4 |
90.982 |
92.143 |
96.698 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.180 |
96.840 |
2.340 |
2.4% |
1.113 |
1.1% |
49% |
False |
False |
685 |
10 |
101.615 |
95.580 |
6.035 |
6.2% |
1.676 |
1.7% |
40% |
False |
False |
677 |
20 |
101.615 |
95.580 |
6.035 |
6.2% |
1.318 |
1.3% |
40% |
False |
False |
433 |
40 |
101.615 |
94.600 |
7.015 |
7.2% |
0.949 |
1.0% |
48% |
False |
False |
233 |
60 |
101.615 |
91.280 |
10.335 |
10.5% |
0.845 |
0.9% |
65% |
False |
False |
165 |
80 |
101.615 |
88.385 |
13.230 |
13.5% |
0.742 |
0.8% |
73% |
False |
False |
133 |
100 |
101.615 |
87.750 |
13.865 |
14.2% |
0.668 |
0.7% |
74% |
False |
False |
109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.688 |
2.618 |
101.137 |
1.618 |
100.187 |
1.000 |
99.600 |
0.618 |
99.237 |
HIGH |
98.650 |
0.618 |
98.287 |
0.500 |
98.175 |
0.382 |
98.063 |
LOW |
97.700 |
0.618 |
97.113 |
1.000 |
96.750 |
1.618 |
96.163 |
2.618 |
95.213 |
4.250 |
93.663 |
|
|
Fisher Pivots for day following 27-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
98.175 |
97.905 |
PP |
98.112 |
97.825 |
S1 |
98.048 |
97.745 |
|