ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 27-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
94.260 |
95.230 |
0.970 |
1.0% |
94.415 |
| High |
95.410 |
95.440 |
0.030 |
0.0% |
95.440 |
| Low |
94.075 |
94.855 |
0.780 |
0.8% |
94.075 |
| Close |
95.336 |
95.321 |
-0.015 |
0.0% |
95.321 |
| Range |
1.335 |
0.585 |
-0.750 |
-56.2% |
1.365 |
| ATR |
0.787 |
0.773 |
-0.014 |
-1.8% |
0.000 |
| Volume |
56,172 |
33,726 |
-22,446 |
-40.0% |
179,033 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.960 |
96.726 |
95.643 |
|
| R3 |
96.375 |
96.141 |
95.482 |
|
| R2 |
95.790 |
95.790 |
95.428 |
|
| R1 |
95.556 |
95.556 |
95.375 |
95.673 |
| PP |
95.205 |
95.205 |
95.205 |
95.264 |
| S1 |
94.971 |
94.971 |
95.267 |
95.088 |
| S2 |
94.620 |
94.620 |
95.214 |
|
| S3 |
94.035 |
94.386 |
95.160 |
|
| S4 |
93.450 |
93.801 |
94.999 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.040 |
98.546 |
96.072 |
|
| R3 |
97.675 |
97.181 |
95.696 |
|
| R2 |
96.310 |
96.310 |
95.571 |
|
| R1 |
95.816 |
95.816 |
95.446 |
96.063 |
| PP |
94.945 |
94.945 |
94.945 |
95.069 |
| S1 |
94.451 |
94.451 |
95.196 |
94.698 |
| S2 |
93.580 |
93.580 |
95.071 |
|
| S3 |
92.215 |
93.086 |
94.946 |
|
| S4 |
90.850 |
91.721 |
94.570 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.440 |
94.075 |
1.365 |
1.4% |
0.689 |
0.7% |
91% |
True |
False |
35,806 |
| 10 |
95.440 |
93.835 |
1.605 |
1.7% |
0.659 |
0.7% |
93% |
True |
False |
33,071 |
| 20 |
95.440 |
93.385 |
2.055 |
2.2% |
0.747 |
0.8% |
94% |
True |
False |
33,390 |
| 40 |
95.850 |
90.155 |
5.695 |
6.0% |
0.820 |
0.9% |
91% |
False |
False |
39,303 |
| 60 |
95.850 |
87.830 |
8.020 |
8.4% |
0.764 |
0.8% |
93% |
False |
False |
35,244 |
| 80 |
95.850 |
87.175 |
8.675 |
9.1% |
0.721 |
0.8% |
94% |
False |
False |
26,702 |
| 100 |
95.850 |
84.765 |
11.085 |
11.6% |
0.702 |
0.7% |
95% |
False |
False |
21,439 |
| 120 |
95.850 |
84.130 |
11.720 |
12.3% |
0.658 |
0.7% |
95% |
False |
False |
17,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.926 |
|
2.618 |
96.972 |
|
1.618 |
96.387 |
|
1.000 |
96.025 |
|
0.618 |
95.802 |
|
HIGH |
95.440 |
|
0.618 |
95.217 |
|
0.500 |
95.148 |
|
0.382 |
95.078 |
|
LOW |
94.855 |
|
0.618 |
94.493 |
|
1.000 |
94.270 |
|
1.618 |
93.908 |
|
2.618 |
93.323 |
|
4.250 |
92.369 |
|
|
| Fisher Pivots for day following 27-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.263 |
95.133 |
| PP |
95.205 |
94.945 |
| S1 |
95.148 |
94.758 |
|