ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 03-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
95.830 |
95.945 |
0.115 |
0.1% |
94.830 |
| High |
96.030 |
96.070 |
0.040 |
0.0% |
95.855 |
| Low |
95.555 |
95.650 |
0.095 |
0.1% |
94.535 |
| Close |
95.947 |
95.918 |
-0.029 |
0.0% |
95.731 |
| Range |
0.475 |
0.420 |
-0.055 |
-11.6% |
1.320 |
| ATR |
0.715 |
0.694 |
-0.021 |
-2.9% |
0.000 |
| Volume |
2,999 |
3,852 |
853 |
28.4% |
8,030 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.139 |
96.949 |
96.149 |
|
| R3 |
96.719 |
96.529 |
96.034 |
|
| R2 |
96.299 |
96.299 |
95.995 |
|
| R1 |
96.109 |
96.109 |
95.957 |
95.994 |
| PP |
95.879 |
95.879 |
95.879 |
95.822 |
| S1 |
95.689 |
95.689 |
95.880 |
95.574 |
| S2 |
95.459 |
95.459 |
95.841 |
|
| S3 |
95.039 |
95.269 |
95.803 |
|
| S4 |
94.619 |
94.849 |
95.687 |
|
|
| 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 |
96.070 |
94.535 |
1.535 |
1.6% |
0.611 |
0.6% |
90% |
True |
False |
2,503 |
| 10 |
96.070 |
94.480 |
1.590 |
1.7% |
0.609 |
0.6% |
90% |
True |
False |
1,727 |
| 20 |
96.070 |
94.135 |
1.935 |
2.0% |
0.709 |
0.7% |
92% |
True |
False |
1,351 |
| 40 |
96.475 |
91.750 |
4.725 |
4.9% |
0.770 |
0.8% |
88% |
False |
False |
1,031 |
| 60 |
96.475 |
88.115 |
8.360 |
8.7% |
0.712 |
0.7% |
93% |
False |
False |
748 |
| 80 |
96.475 |
87.500 |
8.975 |
9.4% |
0.646 |
0.7% |
94% |
False |
False |
569 |
| 100 |
96.475 |
84.895 |
11.580 |
12.1% |
0.593 |
0.6% |
95% |
False |
False |
459 |
| 120 |
96.475 |
84.485 |
11.990 |
12.5% |
0.527 |
0.5% |
95% |
False |
False |
384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.855 |
|
2.618 |
97.170 |
|
1.618 |
96.750 |
|
1.000 |
96.490 |
|
0.618 |
96.330 |
|
HIGH |
96.070 |
|
0.618 |
95.910 |
|
0.500 |
95.860 |
|
0.382 |
95.810 |
|
LOW |
95.650 |
|
0.618 |
95.390 |
|
1.000 |
95.230 |
|
1.618 |
94.970 |
|
2.618 |
94.550 |
|
4.250 |
93.865 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.899 |
95.844 |
| PP |
95.879 |
95.769 |
| S1 |
95.860 |
95.695 |
|