ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 31-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
90.515 |
90.255 |
-0.260 |
-0.3% |
89.920 |
| High |
90.660 |
90.665 |
0.005 |
0.0% |
90.405 |
| Low |
90.115 |
90.155 |
0.040 |
0.0% |
89.580 |
| Close |
90.279 |
90.647 |
0.368 |
0.4% |
90.310 |
| Range |
0.545 |
0.510 |
-0.035 |
-6.4% |
0.825 |
| ATR |
0.604 |
0.597 |
-0.007 |
-1.1% |
0.000 |
| Volume |
25,190 |
18,526 |
-6,664 |
-26.5% |
62,278 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.019 |
91.843 |
90.928 |
|
| R3 |
91.509 |
91.333 |
90.787 |
|
| R2 |
90.999 |
90.999 |
90.741 |
|
| R1 |
90.823 |
90.823 |
90.694 |
90.911 |
| PP |
90.489 |
90.489 |
90.489 |
90.533 |
| S1 |
90.313 |
90.313 |
90.600 |
90.401 |
| S2 |
89.979 |
89.979 |
90.554 |
|
| S3 |
89.469 |
89.803 |
90.507 |
|
| S4 |
88.959 |
89.293 |
90.367 |
|
|
| 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 |
90.665 |
90.070 |
0.595 |
0.7% |
0.423 |
0.5% |
97% |
True |
False |
17,202 |
| 10 |
90.665 |
88.085 |
2.580 |
2.8% |
0.536 |
0.6% |
99% |
True |
False |
25,095 |
| 20 |
90.665 |
87.830 |
2.835 |
3.1% |
0.642 |
0.7% |
99% |
True |
False |
27,620 |
| 40 |
90.665 |
87.175 |
3.490 |
3.9% |
0.626 |
0.7% |
99% |
True |
False |
14,531 |
| 60 |
90.665 |
84.765 |
5.900 |
6.5% |
0.614 |
0.7% |
100% |
True |
False |
9,832 |
| 80 |
90.665 |
84.185 |
6.480 |
7.1% |
0.579 |
0.6% |
100% |
True |
False |
7,419 |
| 100 |
90.665 |
81.689 |
8.976 |
9.9% |
0.511 |
0.6% |
100% |
True |
False |
5,941 |
| 120 |
90.665 |
80.470 |
10.195 |
11.2% |
0.439 |
0.5% |
100% |
True |
False |
4,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.833 |
|
2.618 |
92.000 |
|
1.618 |
91.490 |
|
1.000 |
91.175 |
|
0.618 |
90.980 |
|
HIGH |
90.665 |
|
0.618 |
90.470 |
|
0.500 |
90.410 |
|
0.382 |
90.350 |
|
LOW |
90.155 |
|
0.618 |
89.840 |
|
1.000 |
89.645 |
|
1.618 |
89.330 |
|
2.618 |
88.820 |
|
4.250 |
87.988 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
90.568 |
90.556 |
| PP |
90.489 |
90.464 |
| S1 |
90.410 |
90.373 |
|