ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 20-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
94.165 |
94.475 |
0.310 |
0.3% |
94.515 |
| High |
94.535 |
94.890 |
0.355 |
0.4% |
94.890 |
| Low |
93.900 |
94.110 |
0.210 |
0.2% |
93.835 |
| Close |
94.492 |
94.340 |
-0.152 |
-0.2% |
94.340 |
| Range |
0.635 |
0.780 |
0.145 |
22.8% |
1.055 |
| ATR |
0.796 |
0.795 |
-0.001 |
-0.1% |
0.000 |
| Volume |
31,840 |
48,776 |
16,936 |
53.2% |
130,923 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.787 |
96.343 |
94.769 |
|
| R3 |
96.007 |
95.563 |
94.555 |
|
| R2 |
95.227 |
95.227 |
94.483 |
|
| R1 |
94.783 |
94.783 |
94.412 |
94.615 |
| PP |
94.447 |
94.447 |
94.447 |
94.363 |
| S1 |
94.003 |
94.003 |
94.269 |
93.835 |
| S2 |
93.667 |
93.667 |
94.197 |
|
| S3 |
92.887 |
93.223 |
94.126 |
|
| S4 |
92.107 |
92.443 |
93.911 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.520 |
96.985 |
94.920 |
|
| R3 |
96.465 |
95.930 |
94.630 |
|
| R2 |
95.410 |
95.410 |
94.533 |
|
| R1 |
94.875 |
94.875 |
94.437 |
94.615 |
| PP |
94.355 |
94.355 |
94.355 |
94.225 |
| S1 |
93.820 |
93.820 |
94.243 |
93.560 |
| S2 |
93.300 |
93.300 |
94.147 |
|
| S3 |
92.245 |
92.765 |
94.050 |
|
| S4 |
91.190 |
91.710 |
93.760 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.890 |
93.835 |
1.055 |
1.1% |
0.628 |
0.7% |
48% |
True |
False |
30,336 |
| 10 |
95.230 |
93.680 |
1.550 |
1.6% |
0.698 |
0.7% |
43% |
False |
False |
32,615 |
| 20 |
95.850 |
93.385 |
2.465 |
2.6% |
0.832 |
0.9% |
39% |
False |
False |
36,015 |
| 40 |
95.850 |
89.845 |
6.005 |
6.4% |
0.788 |
0.8% |
75% |
False |
False |
37,167 |
| 60 |
95.850 |
87.760 |
8.090 |
8.6% |
0.751 |
0.8% |
81% |
False |
False |
32,405 |
| 80 |
95.850 |
85.420 |
10.430 |
11.1% |
0.716 |
0.8% |
86% |
False |
False |
24,482 |
| 100 |
95.850 |
84.765 |
11.085 |
11.8% |
0.696 |
0.7% |
86% |
False |
False |
19,660 |
| 120 |
95.850 |
82.700 |
13.150 |
13.9% |
0.649 |
0.7% |
89% |
False |
False |
16,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.205 |
|
2.618 |
96.932 |
|
1.618 |
96.152 |
|
1.000 |
95.670 |
|
0.618 |
95.372 |
|
HIGH |
94.890 |
|
0.618 |
94.592 |
|
0.500 |
94.500 |
|
0.382 |
94.408 |
|
LOW |
94.110 |
|
0.618 |
93.628 |
|
1.000 |
93.330 |
|
1.618 |
92.848 |
|
2.618 |
92.068 |
|
4.250 |
90.795 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
94.500 |
94.395 |
| PP |
94.447 |
94.377 |
| S1 |
94.393 |
94.358 |
|