ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 14-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2015 |
14-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
92.150 |
92.460 |
0.310 |
0.3% |
91.730 |
| High |
92.630 |
92.635 |
0.005 |
0.0% |
92.760 |
| Low |
92.020 |
91.800 |
-0.220 |
-0.2% |
91.415 |
| Close |
92.502 |
92.345 |
-0.157 |
-0.2% |
92.147 |
| Range |
0.610 |
0.835 |
0.225 |
36.9% |
1.345 |
| ATR |
0.627 |
0.642 |
0.015 |
2.4% |
0.000 |
| Volume |
34,174 |
50,462 |
16,288 |
47.7% |
204,577 |
|
| Daily Pivots for day following 14-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.765 |
94.390 |
92.804 |
|
| R3 |
93.930 |
93.555 |
92.575 |
|
| R2 |
93.095 |
93.095 |
92.498 |
|
| R1 |
92.720 |
92.720 |
92.422 |
92.490 |
| PP |
92.260 |
92.260 |
92.260 |
92.145 |
| S1 |
91.885 |
91.885 |
92.268 |
91.655 |
| S2 |
91.425 |
91.425 |
92.192 |
|
| S3 |
90.590 |
91.050 |
92.115 |
|
| S4 |
89.755 |
90.215 |
91.886 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.142 |
95.490 |
92.887 |
|
| R3 |
94.797 |
94.145 |
92.517 |
|
| R2 |
93.452 |
93.452 |
92.394 |
|
| R1 |
92.800 |
92.800 |
92.270 |
93.126 |
| PP |
92.107 |
92.107 |
92.107 |
92.271 |
| S1 |
91.455 |
91.455 |
92.024 |
91.781 |
| S2 |
90.762 |
90.762 |
91.900 |
|
| S3 |
89.417 |
90.110 |
91.777 |
|
| S4 |
88.072 |
88.765 |
91.407 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.760 |
91.800 |
0.960 |
1.0% |
0.658 |
0.7% |
57% |
False |
True |
38,002 |
| 10 |
92.760 |
90.155 |
2.605 |
2.8% |
0.612 |
0.7% |
84% |
False |
False |
38,470 |
| 20 |
92.760 |
87.830 |
4.930 |
5.3% |
0.593 |
0.6% |
92% |
False |
False |
33,699 |
| 40 |
92.760 |
87.425 |
5.335 |
5.8% |
0.622 |
0.7% |
92% |
False |
False |
23,491 |
| 60 |
92.760 |
84.985 |
7.775 |
8.4% |
0.602 |
0.7% |
95% |
False |
False |
15,859 |
| 80 |
92.760 |
84.620 |
8.140 |
8.8% |
0.606 |
0.7% |
95% |
False |
False |
11,981 |
| 100 |
92.760 |
82.380 |
10.380 |
11.2% |
0.558 |
0.6% |
96% |
False |
False |
9,602 |
| 120 |
92.760 |
81.230 |
11.530 |
12.5% |
0.484 |
0.5% |
96% |
False |
False |
8,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.184 |
|
2.618 |
94.821 |
|
1.618 |
93.986 |
|
1.000 |
93.470 |
|
0.618 |
93.151 |
|
HIGH |
92.635 |
|
0.618 |
92.316 |
|
0.500 |
92.218 |
|
0.382 |
92.119 |
|
LOW |
91.800 |
|
0.618 |
91.284 |
|
1.000 |
90.965 |
|
1.618 |
90.449 |
|
2.618 |
89.614 |
|
4.250 |
88.251 |
|
|
| Fisher Pivots for day following 14-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
92.303 |
92.303 |
| PP |
92.260 |
92.260 |
| S1 |
92.218 |
92.218 |
|