ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 04-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2015 |
04-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
94.710 |
93.950 |
-0.760 |
-0.8% |
95.500 |
| High |
94.925 |
94.700 |
-0.225 |
-0.2% |
95.850 |
| Low |
93.385 |
93.770 |
0.385 |
0.4% |
93.955 |
| Close |
93.724 |
94.165 |
0.441 |
0.5% |
94.998 |
| Range |
1.540 |
0.930 |
-0.610 |
-39.6% |
1.895 |
| ATR |
0.892 |
0.898 |
0.006 |
0.7% |
0.000 |
| Volume |
58,627 |
21,308 |
-37,319 |
-63.7% |
204,361 |
|
| Daily Pivots for day following 04-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.002 |
96.513 |
94.677 |
|
| R3 |
96.072 |
95.583 |
94.421 |
|
| R2 |
95.142 |
95.142 |
94.336 |
|
| R1 |
94.653 |
94.653 |
94.250 |
94.898 |
| PP |
94.212 |
94.212 |
94.212 |
94.334 |
| S1 |
93.723 |
93.723 |
94.080 |
93.968 |
| S2 |
93.282 |
93.282 |
93.995 |
|
| S3 |
92.352 |
92.793 |
93.909 |
|
| S4 |
91.422 |
91.863 |
93.654 |
|
|
| 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% |
0.831 |
0.9% |
42% |
False |
False |
36,372 |
| 10 |
95.850 |
92.670 |
3.180 |
3.4% |
1.065 |
1.1% |
47% |
False |
False |
42,536 |
| 20 |
95.850 |
91.495 |
4.355 |
4.6% |
0.953 |
1.0% |
61% |
False |
False |
44,359 |
| 40 |
95.850 |
87.830 |
8.020 |
8.5% |
0.783 |
0.8% |
79% |
False |
False |
38,700 |
| 60 |
95.850 |
87.425 |
8.425 |
8.9% |
0.729 |
0.8% |
80% |
False |
False |
26,632 |
| 80 |
95.850 |
84.765 |
11.085 |
11.8% |
0.696 |
0.7% |
85% |
False |
False |
20,106 |
| 100 |
95.850 |
84.185 |
11.665 |
12.4% |
0.661 |
0.7% |
86% |
False |
False |
16,122 |
| 120 |
95.850 |
81.689 |
14.161 |
15.0% |
0.598 |
0.6% |
88% |
False |
False |
13,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.653 |
|
2.618 |
97.135 |
|
1.618 |
96.205 |
|
1.000 |
95.630 |
|
0.618 |
95.275 |
|
HIGH |
94.700 |
|
0.618 |
94.345 |
|
0.500 |
94.235 |
|
0.382 |
94.125 |
|
LOW |
93.770 |
|
0.618 |
93.195 |
|
1.000 |
92.840 |
|
1.618 |
92.265 |
|
2.618 |
91.335 |
|
4.250 |
89.818 |
|
|
| Fisher Pivots for day following 04-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
94.235 |
94.243 |
| PP |
94.212 |
94.217 |
| S1 |
94.188 |
94.191 |
|