ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 15-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
92.460 |
92.370 |
-0.090 |
-0.1% |
91.730 |
| High |
92.635 |
93.300 |
0.665 |
0.7% |
92.760 |
| Low |
91.800 |
91.495 |
-0.305 |
-0.3% |
91.415 |
| Close |
92.345 |
92.608 |
0.263 |
0.3% |
92.147 |
| Range |
0.835 |
1.805 |
0.970 |
116.2% |
1.345 |
| ATR |
0.642 |
0.725 |
0.083 |
12.9% |
0.000 |
| Volume |
50,462 |
80,171 |
29,709 |
58.9% |
204,577 |
|
| Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.883 |
97.050 |
93.601 |
|
| R3 |
96.078 |
95.245 |
93.104 |
|
| R2 |
94.273 |
94.273 |
92.939 |
|
| R1 |
93.440 |
93.440 |
92.773 |
93.857 |
| PP |
92.468 |
92.468 |
92.468 |
92.676 |
| S1 |
91.635 |
91.635 |
92.443 |
92.052 |
| S2 |
90.663 |
90.663 |
92.277 |
|
| S3 |
88.858 |
89.830 |
92.112 |
|
| S4 |
87.053 |
88.025 |
91.615 |
|
|
| 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 |
93.300 |
91.495 |
1.805 |
1.9% |
0.911 |
1.0% |
62% |
True |
True |
48,435 |
| 10 |
93.300 |
90.800 |
2.500 |
2.7% |
0.741 |
0.8% |
72% |
True |
False |
44,635 |
| 20 |
93.300 |
88.085 |
5.215 |
5.6% |
0.638 |
0.7% |
87% |
True |
False |
34,865 |
| 40 |
93.300 |
87.595 |
5.705 |
6.2% |
0.647 |
0.7% |
88% |
True |
False |
25,471 |
| 60 |
93.300 |
84.985 |
8.315 |
9.0% |
0.625 |
0.7% |
92% |
True |
False |
17,192 |
| 80 |
93.300 |
84.620 |
8.680 |
9.4% |
0.625 |
0.7% |
92% |
True |
False |
12,981 |
| 100 |
93.300 |
82.575 |
10.725 |
11.6% |
0.573 |
0.6% |
94% |
True |
False |
10,403 |
| 120 |
93.300 |
81.330 |
11.970 |
12.9% |
0.498 |
0.5% |
94% |
True |
False |
8,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.971 |
|
2.618 |
98.025 |
|
1.618 |
96.220 |
|
1.000 |
95.105 |
|
0.618 |
94.415 |
|
HIGH |
93.300 |
|
0.618 |
92.610 |
|
0.500 |
92.398 |
|
0.382 |
92.185 |
|
LOW |
91.495 |
|
0.618 |
90.380 |
|
1.000 |
89.690 |
|
1.618 |
88.575 |
|
2.618 |
86.770 |
|
4.250 |
83.824 |
|
|
| Fisher Pivots for day following 15-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
92.538 |
92.538 |
| PP |
92.468 |
92.468 |
| S1 |
92.398 |
92.398 |
|