ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 06-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2015 |
06-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
94.660 |
93.730 |
-0.930 |
-1.0% |
94.905 |
| High |
94.665 |
94.920 |
0.255 |
0.3% |
95.100 |
| Low |
93.560 |
93.680 |
0.120 |
0.1% |
93.385 |
| Close |
93.732 |
94.851 |
1.119 |
1.2% |
94.851 |
| Range |
1.105 |
1.240 |
0.135 |
12.2% |
1.715 |
| ATR |
0.913 |
0.937 |
0.023 |
2.6% |
0.000 |
| Volume |
28,925 |
48,614 |
19,689 |
68.1% |
180,568 |
|
| Daily Pivots for day following 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.204 |
97.767 |
95.533 |
|
| R3 |
96.964 |
96.527 |
95.192 |
|
| R2 |
95.724 |
95.724 |
95.078 |
|
| R1 |
95.287 |
95.287 |
94.965 |
95.506 |
| PP |
94.484 |
94.484 |
94.484 |
94.593 |
| S1 |
94.047 |
94.047 |
94.737 |
94.266 |
| S2 |
93.244 |
93.244 |
94.624 |
|
| S3 |
92.004 |
92.807 |
94.510 |
|
| S4 |
90.764 |
91.567 |
94.169 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.590 |
98.936 |
95.794 |
|
| R3 |
97.875 |
97.221 |
95.323 |
|
| R2 |
96.160 |
96.160 |
95.165 |
|
| R1 |
95.506 |
95.506 |
95.008 |
94.976 |
| PP |
94.445 |
94.445 |
94.445 |
94.180 |
| S1 |
93.791 |
93.791 |
94.694 |
93.261 |
| S2 |
92.730 |
92.730 |
94.537 |
|
| S3 |
91.015 |
92.076 |
94.379 |
|
| S4 |
89.300 |
90.361 |
93.908 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.100 |
93.385 |
1.715 |
1.8% |
1.060 |
1.1% |
85% |
False |
False |
36,113 |
| 10 |
95.850 |
93.385 |
2.465 |
2.6% |
0.948 |
1.0% |
59% |
False |
False |
38,492 |
| 20 |
95.850 |
91.495 |
4.355 |
4.6% |
1.012 |
1.1% |
77% |
False |
False |
44,644 |
| 40 |
95.850 |
87.830 |
8.020 |
8.5% |
0.798 |
0.8% |
88% |
False |
False |
39,646 |
| 60 |
95.850 |
87.425 |
8.425 |
8.9% |
0.745 |
0.8% |
88% |
False |
False |
27,886 |
| 80 |
95.850 |
84.765 |
11.085 |
11.7% |
0.711 |
0.7% |
91% |
False |
False |
21,063 |
| 100 |
95.850 |
84.185 |
11.665 |
12.3% |
0.681 |
0.7% |
91% |
False |
False |
16,897 |
| 120 |
95.850 |
81.855 |
13.995 |
14.8% |
0.617 |
0.7% |
93% |
False |
False |
14,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.190 |
|
2.618 |
98.166 |
|
1.618 |
96.926 |
|
1.000 |
96.160 |
|
0.618 |
95.686 |
|
HIGH |
94.920 |
|
0.618 |
94.446 |
|
0.500 |
94.300 |
|
0.382 |
94.154 |
|
LOW |
93.680 |
|
0.618 |
92.914 |
|
1.000 |
92.440 |
|
1.618 |
91.674 |
|
2.618 |
90.434 |
|
4.250 |
88.410 |
|
|
| Fisher Pivots for day following 06-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
94.667 |
94.647 |
| PP |
94.484 |
94.444 |
| S1 |
94.300 |
94.240 |
|