ICE US Dollar Index Future June 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 |
95.650 |
95.830 |
0.180 |
0.2% |
94.830 |
| High |
95.855 |
96.030 |
0.175 |
0.2% |
95.855 |
| Low |
95.320 |
95.555 |
0.235 |
0.2% |
94.535 |
| Close |
95.731 |
95.947 |
0.216 |
0.2% |
95.731 |
| Range |
0.535 |
0.475 |
-0.060 |
-11.2% |
1.320 |
| ATR |
0.734 |
0.715 |
-0.018 |
-2.5% |
0.000 |
| Volume |
2,747 |
2,999 |
252 |
9.2% |
8,030 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.269 |
97.083 |
96.208 |
|
| R3 |
96.794 |
96.608 |
96.078 |
|
| R2 |
96.319 |
96.319 |
96.034 |
|
| R1 |
96.133 |
96.133 |
95.991 |
96.226 |
| PP |
95.844 |
95.844 |
95.844 |
95.891 |
| S1 |
95.658 |
95.658 |
95.903 |
95.751 |
| S2 |
95.369 |
95.369 |
95.860 |
|
| S3 |
94.894 |
95.183 |
95.816 |
|
| S4 |
94.419 |
94.708 |
95.686 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.334 |
98.852 |
96.457 |
|
| R3 |
98.014 |
97.532 |
96.094 |
|
| R2 |
96.694 |
96.694 |
95.973 |
|
| R1 |
96.212 |
96.212 |
95.852 |
96.453 |
| PP |
95.374 |
95.374 |
95.374 |
95.494 |
| S1 |
94.892 |
94.892 |
95.610 |
95.133 |
| S2 |
94.054 |
94.054 |
95.489 |
|
| S3 |
92.734 |
93.572 |
95.368 |
|
| S4 |
91.414 |
92.252 |
95.005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.030 |
94.535 |
1.495 |
1.6% |
0.637 |
0.7% |
94% |
True |
False |
1,997 |
| 10 |
96.030 |
94.480 |
1.550 |
1.6% |
0.634 |
0.7% |
95% |
True |
False |
1,375 |
| 20 |
96.030 |
94.135 |
1.895 |
2.0% |
0.713 |
0.7% |
96% |
True |
False |
1,175 |
| 40 |
96.475 |
91.195 |
5.280 |
5.5% |
0.775 |
0.8% |
90% |
False |
False |
934 |
| 60 |
96.475 |
88.115 |
8.360 |
8.7% |
0.716 |
0.7% |
94% |
False |
False |
685 |
| 80 |
96.475 |
87.400 |
9.075 |
9.5% |
0.646 |
0.7% |
94% |
False |
False |
522 |
| 100 |
96.475 |
84.895 |
11.580 |
12.1% |
0.593 |
0.6% |
95% |
False |
False |
421 |
| 120 |
96.475 |
84.485 |
11.990 |
12.5% |
0.524 |
0.5% |
96% |
False |
False |
352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.049 |
|
2.618 |
97.274 |
|
1.618 |
96.799 |
|
1.000 |
96.505 |
|
0.618 |
96.324 |
|
HIGH |
96.030 |
|
0.618 |
95.849 |
|
0.500 |
95.793 |
|
0.382 |
95.736 |
|
LOW |
95.555 |
|
0.618 |
95.261 |
|
1.000 |
95.080 |
|
1.618 |
94.786 |
|
2.618 |
94.311 |
|
4.250 |
93.536 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.896 |
95.726 |
| PP |
95.844 |
95.504 |
| S1 |
95.793 |
95.283 |
|