ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 03-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
94.905 |
94.710 |
-0.195 |
-0.2% |
95.500 |
| High |
95.100 |
94.925 |
-0.175 |
-0.2% |
95.850 |
| Low |
94.615 |
93.385 |
-1.230 |
-1.3% |
93.955 |
| Close |
94.734 |
93.724 |
-1.010 |
-1.1% |
94.998 |
| Range |
0.485 |
1.540 |
1.055 |
217.5% |
1.895 |
| ATR |
0.843 |
0.892 |
0.050 |
5.9% |
0.000 |
| Volume |
23,094 |
58,627 |
35,533 |
153.9% |
204,361 |
|
| Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.631 |
97.718 |
94.571 |
|
| R3 |
97.091 |
96.178 |
94.148 |
|
| R2 |
95.551 |
95.551 |
94.006 |
|
| R1 |
94.638 |
94.638 |
93.865 |
94.325 |
| PP |
94.011 |
94.011 |
94.011 |
93.855 |
| S1 |
93.098 |
93.098 |
93.583 |
92.785 |
| S2 |
92.471 |
92.471 |
93.442 |
|
| S3 |
90.931 |
91.558 |
93.301 |
|
| S4 |
89.391 |
90.018 |
92.877 |
|
|
| 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 |
95.260 |
93.385 |
1.875 |
2.0% |
0.786 |
0.8% |
18% |
False |
True |
38,748 |
| 10 |
95.850 |
92.360 |
3.490 |
3.7% |
1.069 |
1.1% |
39% |
False |
False |
45,956 |
| 20 |
95.850 |
91.415 |
4.435 |
4.7% |
0.932 |
1.0% |
52% |
False |
False |
45,543 |
| 40 |
95.850 |
87.830 |
8.020 |
8.6% |
0.781 |
0.8% |
73% |
False |
False |
38,295 |
| 60 |
95.850 |
87.425 |
8.425 |
9.0% |
0.731 |
0.8% |
75% |
False |
False |
26,292 |
| 80 |
95.850 |
84.765 |
11.085 |
11.8% |
0.693 |
0.7% |
81% |
False |
False |
19,843 |
| 100 |
95.850 |
84.185 |
11.665 |
12.4% |
0.654 |
0.7% |
82% |
False |
False |
15,910 |
| 120 |
95.850 |
81.689 |
14.161 |
15.1% |
0.591 |
0.6% |
85% |
False |
False |
13,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.470 |
|
2.618 |
98.957 |
|
1.618 |
97.417 |
|
1.000 |
96.465 |
|
0.618 |
95.877 |
|
HIGH |
94.925 |
|
0.618 |
94.337 |
|
0.500 |
94.155 |
|
0.382 |
93.973 |
|
LOW |
93.385 |
|
0.618 |
92.433 |
|
1.000 |
91.845 |
|
1.618 |
90.893 |
|
2.618 |
89.353 |
|
4.250 |
86.840 |
|
|
| Fisher Pivots for day following 03-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
94.155 |
94.260 |
| PP |
94.011 |
94.081 |
| S1 |
93.868 |
93.903 |
|