ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 23-Jan-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2015 |
23-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
93.080 |
94.420 |
1.340 |
1.4% |
93.050 |
| High |
94.765 |
95.775 |
1.010 |
1.1% |
95.775 |
| Low |
92.670 |
94.350 |
1.680 |
1.8% |
92.360 |
| Close |
94.362 |
95.053 |
0.691 |
0.7% |
95.053 |
| Range |
2.095 |
1.425 |
-0.670 |
-32.0% |
3.415 |
| ATR |
0.856 |
0.896 |
0.041 |
4.8% |
0.000 |
| Volume |
60,126 |
57,849 |
-2,277 |
-3.8% |
205,701 |
|
| Daily Pivots for day following 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.334 |
98.619 |
95.837 |
|
| R3 |
97.909 |
97.194 |
95.445 |
|
| R2 |
96.484 |
96.484 |
95.314 |
|
| R1 |
95.769 |
95.769 |
95.184 |
96.127 |
| PP |
95.059 |
95.059 |
95.059 |
95.238 |
| S1 |
94.344 |
94.344 |
94.922 |
94.702 |
| S2 |
93.634 |
93.634 |
94.792 |
|
| S3 |
92.209 |
92.919 |
94.661 |
|
| S4 |
90.784 |
91.494 |
94.269 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.641 |
103.262 |
96.931 |
|
| R3 |
101.226 |
99.847 |
95.992 |
|
| R2 |
97.811 |
97.811 |
95.679 |
|
| R1 |
96.432 |
96.432 |
95.366 |
97.122 |
| PP |
94.396 |
94.396 |
94.396 |
94.741 |
| S1 |
93.017 |
93.017 |
94.740 |
93.707 |
| S2 |
90.981 |
90.981 |
94.427 |
|
| S3 |
87.566 |
89.602 |
94.114 |
|
| S4 |
84.151 |
86.187 |
93.175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.775 |
92.360 |
3.415 |
3.6% |
1.243 |
1.3% |
79% |
True |
False |
53,155 |
| 10 |
95.775 |
91.495 |
4.280 |
4.5% |
1.077 |
1.1% |
83% |
True |
False |
50,795 |
| 20 |
95.775 |
90.070 |
5.705 |
6.0% |
0.787 |
0.8% |
87% |
True |
False |
39,907 |
| 40 |
95.775 |
87.760 |
8.015 |
8.4% |
0.735 |
0.8% |
91% |
True |
False |
32,014 |
| 60 |
95.775 |
85.420 |
10.355 |
10.9% |
0.696 |
0.7% |
93% |
True |
False |
21,600 |
| 80 |
95.775 |
84.765 |
11.010 |
11.6% |
0.676 |
0.7% |
93% |
True |
False |
16,294 |
| 100 |
95.775 |
83.045 |
12.730 |
13.4% |
0.624 |
0.7% |
94% |
True |
False |
13,059 |
| 120 |
95.775 |
81.620 |
14.155 |
14.9% |
0.545 |
0.6% |
95% |
True |
False |
10,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.831 |
|
2.618 |
99.506 |
|
1.618 |
98.081 |
|
1.000 |
97.200 |
|
0.618 |
96.656 |
|
HIGH |
95.775 |
|
0.618 |
95.231 |
|
0.500 |
95.063 |
|
0.382 |
94.894 |
|
LOW |
94.350 |
|
0.618 |
93.469 |
|
1.000 |
92.925 |
|
1.618 |
92.044 |
|
2.618 |
90.619 |
|
4.250 |
88.294 |
|
|
| Fisher Pivots for day following 23-Jan-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.063 |
94.725 |
| PP |
95.059 |
94.396 |
| S1 |
95.056 |
94.068 |
|