ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 01-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2015 |
01-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
98.695 |
99.215 |
0.520 |
0.5% |
98.530 |
High |
99.440 |
99.400 |
-0.040 |
0.0% |
99.180 |
Low |
98.680 |
98.760 |
0.080 |
0.1% |
96.840 |
Close |
99.164 |
98.953 |
-0.211 |
-0.2% |
97.985 |
Range |
0.760 |
0.640 |
-0.120 |
-15.8% |
2.340 |
ATR |
1.201 |
1.161 |
-0.040 |
-3.3% |
0.000 |
Volume |
536 |
567 |
31 |
5.8% |
3,428 |
|
Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.958 |
100.595 |
99.305 |
|
R3 |
100.318 |
99.955 |
99.129 |
|
R2 |
99.678 |
99.678 |
99.070 |
|
R1 |
99.315 |
99.315 |
99.012 |
99.177 |
PP |
99.038 |
99.038 |
99.038 |
98.968 |
S1 |
98.675 |
98.675 |
98.894 |
98.537 |
S2 |
98.398 |
98.398 |
98.836 |
|
S3 |
97.758 |
98.035 |
98.777 |
|
S4 |
97.118 |
97.395 |
98.601 |
|
|
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% |
0.898 |
0.9% |
81% |
False |
False |
509 |
10 |
100.400 |
96.840 |
3.560 |
3.6% |
1.174 |
1.2% |
59% |
False |
False |
751 |
20 |
101.615 |
95.580 |
6.035 |
6.1% |
1.312 |
1.3% |
56% |
False |
False |
498 |
40 |
101.615 |
94.800 |
6.815 |
6.9% |
0.940 |
1.0% |
61% |
False |
False |
272 |
60 |
101.615 |
92.200 |
9.415 |
9.5% |
0.861 |
0.9% |
72% |
False |
False |
192 |
80 |
101.615 |
88.385 |
13.230 |
13.4% |
0.744 |
0.8% |
80% |
False |
False |
152 |
100 |
101.615 |
87.825 |
13.790 |
13.9% |
0.682 |
0.7% |
81% |
False |
False |
125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.120 |
2.618 |
101.076 |
1.618 |
100.436 |
1.000 |
100.040 |
0.618 |
99.796 |
HIGH |
99.400 |
0.618 |
99.156 |
0.500 |
99.080 |
0.382 |
99.004 |
LOW |
98.760 |
0.618 |
98.364 |
1.000 |
98.120 |
1.618 |
97.724 |
2.618 |
97.084 |
4.250 |
96.040 |
|
|
Fisher Pivots for day following 01-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
99.080 |
98.893 |
PP |
99.038 |
98.833 |
S1 |
98.995 |
98.773 |
|