ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 26-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
94.445 |
94.260 |
-0.185 |
-0.2% |
94.515 |
| High |
94.475 |
95.410 |
0.935 |
1.0% |
94.890 |
| Low |
94.165 |
94.075 |
-0.090 |
-0.1% |
93.835 |
| Close |
94.235 |
95.336 |
1.101 |
1.2% |
94.340 |
| Range |
0.310 |
1.335 |
1.025 |
330.6% |
1.055 |
| ATR |
0.745 |
0.787 |
0.042 |
5.7% |
0.000 |
| Volume |
25,306 |
56,172 |
30,866 |
122.0% |
130,923 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.945 |
98.476 |
96.070 |
|
| R3 |
97.610 |
97.141 |
95.703 |
|
| R2 |
96.275 |
96.275 |
95.581 |
|
| R1 |
95.806 |
95.806 |
95.458 |
96.041 |
| PP |
94.940 |
94.940 |
94.940 |
95.058 |
| S1 |
94.471 |
94.471 |
95.214 |
94.706 |
| S2 |
93.605 |
93.605 |
95.091 |
|
| S3 |
92.270 |
93.136 |
94.969 |
|
| S4 |
90.935 |
91.801 |
94.602 |
|
|
| 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 |
95.410 |
94.075 |
1.335 |
1.4% |
0.728 |
0.8% |
94% |
True |
True |
38,816 |
| 10 |
95.410 |
93.835 |
1.575 |
1.7% |
0.703 |
0.7% |
95% |
True |
False |
33,810 |
| 20 |
95.410 |
93.385 |
2.025 |
2.1% |
0.755 |
0.8% |
96% |
True |
False |
34,112 |
| 40 |
95.850 |
90.115 |
5.735 |
6.0% |
0.819 |
0.9% |
91% |
False |
False |
39,090 |
| 60 |
95.850 |
87.830 |
8.020 |
8.4% |
0.766 |
0.8% |
94% |
False |
False |
34,760 |
| 80 |
95.850 |
86.420 |
9.430 |
9.9% |
0.726 |
0.8% |
95% |
False |
False |
26,285 |
| 100 |
95.850 |
84.765 |
11.085 |
11.6% |
0.707 |
0.7% |
95% |
False |
False |
21,104 |
| 120 |
95.850 |
83.550 |
12.300 |
12.9% |
0.658 |
0.7% |
96% |
False |
False |
17,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.084 |
|
2.618 |
98.905 |
|
1.618 |
97.570 |
|
1.000 |
96.745 |
|
0.618 |
96.235 |
|
HIGH |
95.410 |
|
0.618 |
94.900 |
|
0.500 |
94.743 |
|
0.382 |
94.585 |
|
LOW |
94.075 |
|
0.618 |
93.250 |
|
1.000 |
92.740 |
|
1.618 |
91.915 |
|
2.618 |
90.580 |
|
4.250 |
88.401 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.138 |
95.138 |
| PP |
94.940 |
94.940 |
| S1 |
94.743 |
94.743 |
|