ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 02-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
94.895 |
94.905 |
0.010 |
0.0% |
95.500 |
| High |
95.135 |
95.100 |
-0.035 |
0.0% |
95.850 |
| Low |
94.675 |
94.615 |
-0.060 |
-0.1% |
93.955 |
| Close |
94.998 |
94.734 |
-0.264 |
-0.3% |
94.998 |
| Range |
0.460 |
0.485 |
0.025 |
5.4% |
1.895 |
| ATR |
0.870 |
0.843 |
-0.028 |
-3.2% |
0.000 |
| Volume |
30,675 |
23,094 |
-7,581 |
-24.7% |
204,361 |
|
| Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.271 |
95.988 |
95.001 |
|
| R3 |
95.786 |
95.503 |
94.867 |
|
| R2 |
95.301 |
95.301 |
94.823 |
|
| R1 |
95.018 |
95.018 |
94.778 |
94.917 |
| PP |
94.816 |
94.816 |
94.816 |
94.766 |
| S1 |
94.533 |
94.533 |
94.690 |
94.432 |
| S2 |
94.331 |
94.331 |
94.645 |
|
| S3 |
93.846 |
94.048 |
94.601 |
|
| S4 |
93.361 |
93.563 |
94.467 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.619 |
99.704 |
96.040 |
|
| R3 |
98.724 |
97.809 |
95.519 |
|
| R2 |
96.829 |
96.829 |
95.345 |
|
| R1 |
95.914 |
95.914 |
95.172 |
95.424 |
| PP |
94.934 |
94.934 |
94.934 |
94.690 |
| S1 |
94.019 |
94.019 |
94.824 |
93.529 |
| S2 |
93.039 |
93.039 |
94.651 |
|
| S3 |
91.144 |
92.124 |
94.477 |
|
| S4 |
89.249 |
90.229 |
93.956 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.325 |
93.955 |
1.370 |
1.4% |
0.752 |
0.8% |
57% |
False |
False |
38,422 |
| 10 |
95.850 |
92.360 |
3.490 |
3.7% |
0.969 |
1.0% |
68% |
False |
False |
43,315 |
| 20 |
95.850 |
91.415 |
4.435 |
4.7% |
0.880 |
0.9% |
75% |
False |
False |
44,737 |
| 40 |
95.850 |
87.830 |
8.020 |
8.5% |
0.767 |
0.8% |
86% |
False |
False |
37,095 |
| 60 |
95.850 |
87.255 |
8.595 |
9.1% |
0.716 |
0.8% |
87% |
False |
False |
25,332 |
| 80 |
95.850 |
84.765 |
11.085 |
11.7% |
0.682 |
0.7% |
90% |
False |
False |
19,114 |
| 100 |
95.850 |
84.185 |
11.665 |
12.3% |
0.642 |
0.7% |
90% |
False |
False |
15,324 |
| 120 |
95.850 |
81.689 |
14.161 |
14.9% |
0.579 |
0.6% |
92% |
False |
False |
12,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.161 |
|
2.618 |
96.370 |
|
1.618 |
95.885 |
|
1.000 |
95.585 |
|
0.618 |
95.400 |
|
HIGH |
95.100 |
|
0.618 |
94.915 |
|
0.500 |
94.858 |
|
0.382 |
94.800 |
|
LOW |
94.615 |
|
0.618 |
94.315 |
|
1.000 |
94.130 |
|
1.618 |
93.830 |
|
2.618 |
93.345 |
|
4.250 |
92.554 |
|
|
| Fisher Pivots for day following 02-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
94.858 |
94.890 |
| PP |
94.816 |
94.838 |
| S1 |
94.775 |
94.786 |
|