ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 30-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
98.100 |
98.125 |
0.025 |
0.0% |
98.530 |
High |
98.650 |
98.850 |
0.200 |
0.2% |
99.180 |
Low |
97.700 |
98.105 |
0.405 |
0.4% |
96.840 |
Close |
97.985 |
98.751 |
0.766 |
0.8% |
97.985 |
Range |
0.950 |
0.745 |
-0.205 |
-21.6% |
2.340 |
ATR |
1.263 |
1.235 |
-0.028 |
-2.3% |
0.000 |
Volume |
769 |
523 |
-246 |
-32.0% |
3,428 |
|
Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.804 |
100.522 |
99.161 |
|
R3 |
100.059 |
99.777 |
98.956 |
|
R2 |
99.314 |
99.314 |
98.888 |
|
R1 |
99.032 |
99.032 |
98.819 |
99.173 |
PP |
98.569 |
98.569 |
98.569 |
98.639 |
S1 |
98.287 |
98.287 |
98.683 |
98.428 |
S2 |
97.824 |
97.824 |
98.614 |
|
S3 |
97.079 |
97.542 |
98.546 |
|
S4 |
96.334 |
96.797 |
98.341 |
|
|
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 |
98.850 |
96.840 |
2.010 |
2.0% |
0.966 |
1.0% |
95% |
True |
False |
648 |
10 |
101.100 |
95.580 |
5.520 |
5.6% |
1.639 |
1.7% |
57% |
False |
False |
691 |
20 |
101.615 |
95.580 |
6.035 |
6.1% |
1.313 |
1.3% |
53% |
False |
False |
456 |
40 |
101.615 |
94.600 |
7.015 |
7.1% |
0.952 |
1.0% |
59% |
False |
False |
245 |
60 |
101.615 |
91.800 |
9.815 |
9.9% |
0.858 |
0.9% |
71% |
False |
False |
174 |
80 |
101.615 |
88.385 |
13.230 |
13.4% |
0.743 |
0.8% |
78% |
False |
False |
139 |
100 |
101.615 |
87.750 |
13.865 |
14.0% |
0.673 |
0.7% |
79% |
False |
False |
114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.016 |
2.618 |
100.800 |
1.618 |
100.055 |
1.000 |
99.595 |
0.618 |
99.310 |
HIGH |
98.850 |
0.618 |
98.565 |
0.500 |
98.478 |
0.382 |
98.390 |
LOW |
98.105 |
0.618 |
97.645 |
1.000 |
97.360 |
1.618 |
96.900 |
2.618 |
96.155 |
4.250 |
94.939 |
|
|
Fisher Pivots for day following 30-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
98.660 |
98.449 |
PP |
98.569 |
98.147 |
S1 |
98.478 |
97.845 |
|