ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 18-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2015 |
18-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
94.515 |
94.195 |
-0.320 |
-0.3% |
94.900 |
| High |
94.540 |
94.625 |
0.085 |
0.1% |
95.230 |
| Low |
93.835 |
94.045 |
0.210 |
0.2% |
93.975 |
| Close |
94.147 |
94.257 |
0.110 |
0.1% |
94.279 |
| Range |
0.705 |
0.580 |
-0.125 |
-17.7% |
1.255 |
| ATR |
0.827 |
0.809 |
-0.018 |
-2.1% |
0.000 |
| Volume |
25,847 |
24,460 |
-1,387 |
-5.4% |
146,618 |
|
| Daily Pivots for day following 18-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.049 |
95.733 |
94.576 |
|
| R3 |
95.469 |
95.153 |
94.417 |
|
| R2 |
94.889 |
94.889 |
94.363 |
|
| R1 |
94.573 |
94.573 |
94.310 |
94.731 |
| PP |
94.309 |
94.309 |
94.309 |
94.388 |
| S1 |
93.993 |
93.993 |
94.204 |
94.151 |
| S2 |
93.729 |
93.729 |
94.151 |
|
| S3 |
93.149 |
93.413 |
94.098 |
|
| S4 |
92.569 |
92.833 |
93.938 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.260 |
97.524 |
94.969 |
|
| R3 |
97.005 |
96.269 |
94.624 |
|
| R2 |
95.750 |
95.750 |
94.509 |
|
| R1 |
95.014 |
95.014 |
94.394 |
94.755 |
| PP |
94.495 |
94.495 |
94.495 |
94.365 |
| S1 |
93.759 |
93.759 |
94.164 |
93.500 |
| S2 |
93.240 |
93.240 |
94.049 |
|
| S3 |
91.985 |
92.504 |
93.934 |
|
| S4 |
90.730 |
91.249 |
93.589 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.230 |
93.835 |
1.395 |
1.5% |
0.646 |
0.7% |
30% |
False |
False |
27,407 |
| 10 |
95.230 |
93.560 |
1.670 |
1.8% |
0.760 |
0.8% |
42% |
False |
False |
29,577 |
| 20 |
95.850 |
92.360 |
3.490 |
3.7% |
0.914 |
1.0% |
54% |
False |
False |
37,766 |
| 40 |
95.850 |
89.380 |
6.470 |
6.9% |
0.775 |
0.8% |
75% |
False |
False |
36,273 |
| 60 |
95.850 |
87.700 |
8.150 |
8.6% |
0.751 |
0.8% |
80% |
False |
False |
31,077 |
| 80 |
95.850 |
85.420 |
10.430 |
11.1% |
0.704 |
0.7% |
85% |
False |
False |
23,481 |
| 100 |
95.850 |
84.765 |
11.085 |
11.8% |
0.691 |
0.7% |
86% |
False |
False |
18,859 |
| 120 |
95.850 |
82.575 |
13.275 |
14.1% |
0.642 |
0.7% |
88% |
False |
False |
15,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.090 |
|
2.618 |
96.143 |
|
1.618 |
95.563 |
|
1.000 |
95.205 |
|
0.618 |
94.983 |
|
HIGH |
94.625 |
|
0.618 |
94.403 |
|
0.500 |
94.335 |
|
0.382 |
94.267 |
|
LOW |
94.045 |
|
0.618 |
93.687 |
|
1.000 |
93.465 |
|
1.618 |
93.107 |
|
2.618 |
92.527 |
|
4.250 |
91.580 |
|
|
| Fisher Pivots for day following 18-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
94.335 |
94.248 |
| PP |
94.309 |
94.239 |
| S1 |
94.283 |
94.230 |
|