ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 31-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
98.125 |
98.695 |
0.570 |
0.6% |
98.530 |
High |
98.850 |
99.440 |
0.590 |
0.6% |
99.180 |
Low |
98.105 |
98.680 |
0.575 |
0.6% |
96.840 |
Close |
98.751 |
99.164 |
0.413 |
0.4% |
97.985 |
Range |
0.745 |
0.760 |
0.015 |
2.0% |
2.340 |
ATR |
1.235 |
1.201 |
-0.034 |
-2.7% |
0.000 |
Volume |
523 |
536 |
13 |
2.5% |
3,428 |
|
Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.375 |
101.029 |
99.582 |
|
R3 |
100.615 |
100.269 |
99.373 |
|
R2 |
99.855 |
99.855 |
99.303 |
|
R1 |
99.509 |
99.509 |
99.234 |
99.682 |
PP |
99.095 |
99.095 |
99.095 |
99.181 |
S1 |
98.749 |
98.749 |
99.094 |
98.922 |
S2 |
98.335 |
98.335 |
99.025 |
|
S3 |
97.575 |
97.989 |
98.955 |
|
S4 |
96.815 |
97.229 |
98.746 |
|
|
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 |
99.440 |
96.840 |
2.600 |
2.6% |
0.910 |
0.9% |
89% |
True |
False |
632 |
10 |
100.850 |
95.580 |
5.270 |
5.3% |
1.637 |
1.7% |
68% |
False |
False |
705 |
20 |
101.615 |
95.580 |
6.035 |
6.1% |
1.326 |
1.3% |
59% |
False |
False |
474 |
40 |
101.615 |
94.600 |
7.015 |
7.1% |
0.955 |
1.0% |
65% |
False |
False |
258 |
60 |
101.615 |
92.200 |
9.415 |
9.5% |
0.863 |
0.9% |
74% |
False |
False |
182 |
80 |
101.615 |
88.385 |
13.230 |
13.3% |
0.746 |
0.8% |
81% |
False |
False |
145 |
100 |
101.615 |
87.750 |
13.865 |
14.0% |
0.681 |
0.7% |
82% |
False |
False |
119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.670 |
2.618 |
101.430 |
1.618 |
100.670 |
1.000 |
100.200 |
0.618 |
99.910 |
HIGH |
99.440 |
0.618 |
99.150 |
0.500 |
99.060 |
0.382 |
98.970 |
LOW |
98.680 |
0.618 |
98.210 |
1.000 |
97.920 |
1.618 |
97.450 |
2.618 |
96.690 |
4.250 |
95.450 |
|
|
Fisher Pivots for day following 31-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
99.129 |
98.966 |
PP |
99.095 |
98.768 |
S1 |
99.060 |
98.570 |
|