ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 29-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
90.120 |
90.310 |
0.190 |
0.2% |
89.920 |
| High |
90.370 |
90.605 |
0.235 |
0.3% |
90.405 |
| Low |
90.070 |
90.080 |
0.010 |
0.0% |
89.580 |
| Close |
90.310 |
90.496 |
0.186 |
0.2% |
90.310 |
| Range |
0.300 |
0.525 |
0.225 |
75.0% |
0.825 |
| ATR |
0.615 |
0.609 |
-0.006 |
-1.0% |
0.000 |
| Volume |
6,651 |
22,567 |
15,916 |
239.3% |
62,278 |
|
| Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.969 |
91.757 |
90.785 |
|
| R3 |
91.444 |
91.232 |
90.640 |
|
| R2 |
90.919 |
90.919 |
90.592 |
|
| R1 |
90.707 |
90.707 |
90.544 |
90.813 |
| PP |
90.394 |
90.394 |
90.394 |
90.447 |
| S1 |
90.182 |
90.182 |
90.448 |
90.288 |
| S2 |
89.869 |
89.869 |
90.400 |
|
| S3 |
89.344 |
89.657 |
90.352 |
|
| S4 |
88.819 |
89.132 |
90.207 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.573 |
92.267 |
90.764 |
|
| R3 |
91.748 |
91.442 |
90.537 |
|
| R2 |
90.923 |
90.923 |
90.461 |
|
| R1 |
90.617 |
90.617 |
90.386 |
90.770 |
| PP |
90.098 |
90.098 |
90.098 |
90.175 |
| S1 |
89.792 |
89.792 |
90.234 |
89.945 |
| S2 |
89.273 |
89.273 |
90.159 |
|
| S3 |
88.448 |
88.967 |
90.083 |
|
| S4 |
87.623 |
88.142 |
89.856 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.605 |
89.580 |
1.025 |
1.1% |
0.405 |
0.4% |
89% |
True |
False |
16,969 |
| 10 |
90.605 |
87.830 |
2.775 |
3.1% |
0.571 |
0.6% |
96% |
True |
False |
30,190 |
| 20 |
90.605 |
87.830 |
2.775 |
3.1% |
0.661 |
0.7% |
96% |
True |
False |
26,101 |
| 40 |
90.605 |
86.420 |
4.185 |
4.6% |
0.634 |
0.7% |
97% |
True |
False |
13,481 |
| 60 |
90.605 |
84.765 |
5.840 |
6.5% |
0.632 |
0.7% |
98% |
True |
False |
9,113 |
| 80 |
90.605 |
83.550 |
7.055 |
7.8% |
0.578 |
0.6% |
98% |
True |
False |
6,874 |
| 100 |
90.605 |
81.620 |
8.985 |
9.9% |
0.503 |
0.6% |
99% |
True |
False |
5,504 |
| 120 |
90.605 |
80.370 |
10.235 |
11.3% |
0.430 |
0.5% |
99% |
True |
False |
4,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.836 |
|
2.618 |
91.979 |
|
1.618 |
91.454 |
|
1.000 |
91.130 |
|
0.618 |
90.929 |
|
HIGH |
90.605 |
|
0.618 |
90.404 |
|
0.500 |
90.343 |
|
0.382 |
90.281 |
|
LOW |
90.080 |
|
0.618 |
89.756 |
|
1.000 |
89.555 |
|
1.618 |
89.231 |
|
2.618 |
88.706 |
|
4.250 |
87.849 |
|
|
| Fisher Pivots for day following 29-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
90.445 |
90.443 |
| PP |
90.394 |
90.390 |
| S1 |
90.343 |
90.338 |
|