ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 11-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
94.630 |
94.805 |
0.175 |
0.2% |
94.905 |
| High |
94.980 |
95.230 |
0.250 |
0.3% |
95.100 |
| Low |
94.450 |
94.750 |
0.300 |
0.3% |
93.385 |
| Close |
94.853 |
95.090 |
0.237 |
0.2% |
94.851 |
| Range |
0.530 |
0.480 |
-0.050 |
-9.4% |
1.715 |
| ATR |
0.883 |
0.854 |
-0.029 |
-3.3% |
0.000 |
| Volume |
32,172 |
24,856 |
-7,316 |
-22.7% |
180,568 |
|
| Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.463 |
96.257 |
95.354 |
|
| R3 |
95.983 |
95.777 |
95.222 |
|
| R2 |
95.503 |
95.503 |
95.178 |
|
| R1 |
95.297 |
95.297 |
95.134 |
95.400 |
| PP |
95.023 |
95.023 |
95.023 |
95.075 |
| S1 |
94.817 |
94.817 |
95.046 |
94.920 |
| S2 |
94.543 |
94.543 |
95.002 |
|
| S3 |
94.063 |
94.337 |
94.958 |
|
| S4 |
93.583 |
93.857 |
94.826 |
|
|
| 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 |
95.230 |
93.560 |
1.670 |
1.8% |
0.784 |
0.8% |
92% |
True |
False |
32,456 |
| 10 |
95.260 |
93.385 |
1.875 |
2.0% |
0.808 |
0.8% |
91% |
False |
False |
34,414 |
| 20 |
95.850 |
91.495 |
4.355 |
4.6% |
0.995 |
1.0% |
83% |
False |
False |
43,304 |
| 40 |
95.850 |
87.830 |
8.020 |
8.4% |
0.786 |
0.8% |
91% |
False |
False |
38,185 |
| 60 |
95.850 |
87.425 |
8.425 |
8.9% |
0.747 |
0.8% |
91% |
False |
False |
29,259 |
| 80 |
95.850 |
84.985 |
10.865 |
11.4% |
0.695 |
0.7% |
93% |
False |
False |
22,098 |
| 100 |
95.850 |
84.500 |
11.350 |
11.9% |
0.681 |
0.7% |
93% |
False |
False |
17,743 |
| 120 |
95.850 |
82.380 |
13.470 |
14.2% |
0.625 |
0.7% |
94% |
False |
False |
14,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.270 |
|
2.618 |
96.487 |
|
1.618 |
96.007 |
|
1.000 |
95.710 |
|
0.618 |
95.527 |
|
HIGH |
95.230 |
|
0.618 |
95.047 |
|
0.500 |
94.990 |
|
0.382 |
94.933 |
|
LOW |
94.750 |
|
0.618 |
94.453 |
|
1.000 |
94.270 |
|
1.618 |
93.973 |
|
2.618 |
93.493 |
|
4.250 |
92.710 |
|
|
| Fisher Pivots for day following 11-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.057 |
95.007 |
| PP |
95.023 |
94.923 |
| S1 |
94.990 |
94.840 |
|