ICE US Dollar Index Future March 2015
| Trading Metrics calculated at close of trading on 05-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
95.385 |
95.980 |
0.595 |
0.6% |
94.415 |
| High |
96.070 |
96.615 |
0.545 |
0.6% |
95.440 |
| Low |
95.365 |
95.860 |
0.495 |
0.5% |
94.075 |
| Close |
95.986 |
96.394 |
0.408 |
0.4% |
95.321 |
| Range |
0.705 |
0.755 |
0.050 |
7.1% |
1.365 |
| ATR |
0.728 |
0.730 |
0.002 |
0.3% |
0.000 |
| Volume |
57,087 |
37,530 |
-19,557 |
-34.3% |
179,033 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.555 |
98.229 |
96.809 |
|
| R3 |
97.800 |
97.474 |
96.602 |
|
| R2 |
97.045 |
97.045 |
96.532 |
|
| R1 |
96.719 |
96.719 |
96.463 |
96.882 |
| PP |
96.290 |
96.290 |
96.290 |
96.371 |
| S1 |
95.964 |
95.964 |
96.325 |
96.127 |
| S2 |
95.535 |
95.535 |
96.256 |
|
| S3 |
94.780 |
95.209 |
96.186 |
|
| S4 |
94.025 |
94.454 |
95.979 |
|
|
| 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 |
96.615 |
94.855 |
1.760 |
1.8% |
0.592 |
0.6% |
87% |
True |
False |
34,123 |
| 10 |
96.615 |
94.075 |
2.540 |
2.6% |
0.660 |
0.7% |
91% |
True |
False |
36,470 |
| 20 |
96.615 |
93.560 |
3.055 |
3.2% |
0.695 |
0.7% |
93% |
True |
False |
33,550 |
| 40 |
96.615 |
91.495 |
5.120 |
5.3% |
0.824 |
0.9% |
96% |
True |
False |
38,954 |
| 60 |
96.615 |
87.830 |
8.785 |
9.1% |
0.754 |
0.8% |
97% |
True |
False |
36,983 |
| 80 |
96.615 |
87.425 |
9.190 |
9.5% |
0.721 |
0.7% |
98% |
True |
False |
28,361 |
| 100 |
96.615 |
84.765 |
11.850 |
12.3% |
0.696 |
0.7% |
98% |
True |
False |
22,795 |
| 120 |
96.615 |
84.185 |
12.430 |
12.9% |
0.667 |
0.7% |
98% |
True |
False |
19,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.824 |
|
2.618 |
98.592 |
|
1.618 |
97.837 |
|
1.000 |
97.370 |
|
0.618 |
97.082 |
|
HIGH |
96.615 |
|
0.618 |
96.327 |
|
0.500 |
96.238 |
|
0.382 |
96.148 |
|
LOW |
95.860 |
|
0.618 |
95.393 |
|
1.000 |
95.105 |
|
1.618 |
94.638 |
|
2.618 |
93.883 |
|
4.250 |
92.651 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
96.342 |
96.221 |
| PP |
96.290 |
96.048 |
| S1 |
96.238 |
95.875 |
|