ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 09-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
93.730 |
94.900 |
1.170 |
1.2% |
94.905 |
| High |
94.920 |
95.035 |
0.115 |
0.1% |
95.100 |
| Low |
93.680 |
94.470 |
0.790 |
0.8% |
93.385 |
| Close |
94.851 |
94.582 |
-0.269 |
-0.3% |
94.851 |
| Range |
1.240 |
0.565 |
-0.675 |
-54.4% |
1.715 |
| ATR |
0.937 |
0.910 |
-0.027 |
-2.8% |
0.000 |
| Volume |
48,614 |
27,715 |
-20,899 |
-43.0% |
180,568 |
|
| Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.391 |
96.051 |
94.893 |
|
| R3 |
95.826 |
95.486 |
94.737 |
|
| R2 |
95.261 |
95.261 |
94.686 |
|
| R1 |
94.921 |
94.921 |
94.634 |
94.809 |
| PP |
94.696 |
94.696 |
94.696 |
94.639 |
| S1 |
94.356 |
94.356 |
94.530 |
94.244 |
| S2 |
94.131 |
94.131 |
94.478 |
|
| S3 |
93.566 |
93.791 |
94.427 |
|
| S4 |
93.001 |
93.226 |
94.271 |
|
|
| 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 |
95.035 |
93.385 |
1.650 |
1.7% |
1.076 |
1.1% |
73% |
True |
False |
37,037 |
| 10 |
95.325 |
93.385 |
1.940 |
2.1% |
0.914 |
1.0% |
62% |
False |
False |
37,730 |
| 20 |
95.850 |
91.495 |
4.355 |
4.6% |
1.009 |
1.1% |
71% |
False |
False |
43,768 |
| 40 |
95.850 |
87.830 |
8.020 |
8.5% |
0.796 |
0.8% |
84% |
False |
False |
39,631 |
| 60 |
95.850 |
87.425 |
8.425 |
8.9% |
0.743 |
0.8% |
85% |
False |
False |
28,328 |
| 80 |
95.850 |
84.765 |
11.085 |
11.7% |
0.711 |
0.8% |
89% |
False |
False |
21,407 |
| 100 |
95.850 |
84.295 |
11.555 |
12.2% |
0.682 |
0.7% |
89% |
False |
False |
17,174 |
| 120 |
95.850 |
81.915 |
13.935 |
14.7% |
0.621 |
0.7% |
91% |
False |
False |
14,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.436 |
|
2.618 |
96.514 |
|
1.618 |
95.949 |
|
1.000 |
95.600 |
|
0.618 |
95.384 |
|
HIGH |
95.035 |
|
0.618 |
94.819 |
|
0.500 |
94.753 |
|
0.382 |
94.686 |
|
LOW |
94.470 |
|
0.618 |
94.121 |
|
1.000 |
93.905 |
|
1.618 |
93.556 |
|
2.618 |
92.991 |
|
4.250 |
92.069 |
|
|
| Fisher Pivots for day following 09-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
94.753 |
94.487 |
| PP |
94.696 |
94.392 |
| S1 |
94.639 |
94.298 |
|