ICE US Dollar Index Future June 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 |
94.920 |
94.730 |
-0.190 |
-0.2% |
95.265 |
| High |
94.965 |
95.845 |
0.880 |
0.9% |
95.350 |
| Low |
94.650 |
94.535 |
-0.115 |
-0.1% |
94.480 |
| Close |
94.695 |
95.766 |
1.071 |
1.1% |
94.810 |
| Range |
0.315 |
1.310 |
0.995 |
315.9% |
0.870 |
| ATR |
0.706 |
0.749 |
0.043 |
6.1% |
0.000 |
| Volume |
1,722 |
1,198 |
-524 |
-30.4% |
2,726 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.312 |
98.849 |
96.487 |
|
| R3 |
98.002 |
97.539 |
96.126 |
|
| R2 |
96.692 |
96.692 |
96.006 |
|
| R1 |
96.229 |
96.229 |
95.886 |
96.461 |
| PP |
95.382 |
95.382 |
95.382 |
95.498 |
| S1 |
94.919 |
94.919 |
95.646 |
95.151 |
| S2 |
94.072 |
94.072 |
95.526 |
|
| S3 |
92.762 |
93.609 |
95.406 |
|
| S4 |
91.452 |
92.299 |
95.046 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.490 |
97.020 |
95.289 |
|
| R3 |
96.620 |
96.150 |
95.049 |
|
| R2 |
95.750 |
95.750 |
94.970 |
|
| R1 |
95.280 |
95.280 |
94.890 |
95.080 |
| PP |
94.880 |
94.880 |
94.880 |
94.780 |
| S1 |
94.410 |
94.410 |
94.730 |
94.210 |
| S2 |
94.010 |
94.010 |
94.651 |
|
| S3 |
93.140 |
93.540 |
94.571 |
|
| S4 |
92.270 |
92.670 |
94.332 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.845 |
94.535 |
1.310 |
1.4% |
0.712 |
0.7% |
94% |
True |
True |
1,207 |
| 10 |
95.845 |
94.480 |
1.365 |
1.4% |
0.671 |
0.7% |
94% |
True |
False |
989 |
| 20 |
95.965 |
94.135 |
1.830 |
1.9% |
0.718 |
0.7% |
89% |
False |
False |
981 |
| 40 |
96.475 |
90.465 |
6.010 |
6.3% |
0.775 |
0.8% |
88% |
False |
False |
805 |
| 60 |
96.475 |
88.115 |
8.360 |
8.7% |
0.718 |
0.7% |
92% |
False |
False |
591 |
| 80 |
96.475 |
86.620 |
9.855 |
10.3% |
0.647 |
0.7% |
93% |
False |
False |
450 |
| 100 |
96.475 |
84.895 |
11.580 |
12.1% |
0.594 |
0.6% |
94% |
False |
False |
363 |
| 120 |
96.475 |
83.835 |
12.640 |
13.2% |
0.519 |
0.5% |
94% |
False |
False |
305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.413 |
|
2.618 |
99.275 |
|
1.618 |
97.965 |
|
1.000 |
97.155 |
|
0.618 |
96.655 |
|
HIGH |
95.845 |
|
0.618 |
95.345 |
|
0.500 |
95.190 |
|
0.382 |
95.035 |
|
LOW |
94.535 |
|
0.618 |
93.725 |
|
1.000 |
93.225 |
|
1.618 |
92.415 |
|
2.618 |
91.105 |
|
4.250 |
88.968 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.574 |
95.574 |
| PP |
95.382 |
95.382 |
| S1 |
95.190 |
95.190 |
|