ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 02-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
95.230 |
95.375 |
0.145 |
0.2% |
94.415 |
| High |
95.440 |
95.555 |
0.115 |
0.1% |
95.440 |
| Low |
94.855 |
95.100 |
0.245 |
0.3% |
94.075 |
| Close |
95.321 |
95.479 |
0.158 |
0.2% |
95.321 |
| Range |
0.585 |
0.455 |
-0.130 |
-22.2% |
1.365 |
| ATR |
0.773 |
0.750 |
-0.023 |
-2.9% |
0.000 |
| Volume |
33,726 |
20,475 |
-13,251 |
-39.3% |
179,033 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.743 |
96.566 |
95.729 |
|
| R3 |
96.288 |
96.111 |
95.604 |
|
| R2 |
95.833 |
95.833 |
95.562 |
|
| R1 |
95.656 |
95.656 |
95.521 |
95.745 |
| PP |
95.378 |
95.378 |
95.378 |
95.422 |
| S1 |
95.201 |
95.201 |
95.437 |
95.290 |
| S2 |
94.923 |
94.923 |
95.396 |
|
| S3 |
94.468 |
94.746 |
95.354 |
|
| S4 |
94.013 |
94.291 |
95.229 |
|
|
| 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 |
95.555 |
94.075 |
1.480 |
1.6% |
0.651 |
0.7% |
95% |
True |
False |
34,440 |
| 10 |
95.555 |
93.835 |
1.720 |
1.8% |
0.660 |
0.7% |
96% |
True |
False |
33,043 |
| 20 |
95.555 |
93.385 |
2.170 |
2.3% |
0.747 |
0.8% |
96% |
True |
False |
32,880 |
| 40 |
95.850 |
90.800 |
5.050 |
5.3% |
0.819 |
0.9% |
93% |
False |
False |
39,352 |
| 60 |
95.850 |
87.830 |
8.020 |
8.4% |
0.760 |
0.8% |
95% |
False |
False |
35,441 |
| 80 |
95.850 |
87.175 |
8.675 |
9.1% |
0.722 |
0.8% |
96% |
False |
False |
26,942 |
| 100 |
95.850 |
84.765 |
11.085 |
11.6% |
0.696 |
0.7% |
97% |
False |
False |
21,640 |
| 120 |
95.850 |
84.185 |
11.665 |
12.2% |
0.659 |
0.7% |
97% |
False |
False |
18,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.489 |
|
2.618 |
96.746 |
|
1.618 |
96.291 |
|
1.000 |
96.010 |
|
0.618 |
95.836 |
|
HIGH |
95.555 |
|
0.618 |
95.381 |
|
0.500 |
95.328 |
|
0.382 |
95.274 |
|
LOW |
95.100 |
|
0.618 |
94.819 |
|
1.000 |
94.645 |
|
1.618 |
94.364 |
|
2.618 |
93.909 |
|
4.250 |
93.166 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.429 |
95.258 |
| PP |
95.378 |
95.036 |
| S1 |
95.328 |
94.815 |
|