ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 04-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
95.945 |
95.880 |
-0.065 |
-0.1% |
94.830 |
| High |
96.070 |
96.720 |
0.650 |
0.7% |
95.855 |
| Low |
95.650 |
95.880 |
0.230 |
0.2% |
94.535 |
| Close |
95.918 |
96.631 |
0.713 |
0.7% |
95.731 |
| Range |
0.420 |
0.840 |
0.420 |
100.0% |
1.320 |
| ATR |
0.694 |
0.705 |
0.010 |
1.5% |
0.000 |
| Volume |
3,852 |
14,335 |
10,483 |
272.1% |
8,030 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.930 |
98.621 |
97.093 |
|
| R3 |
98.090 |
97.781 |
96.862 |
|
| R2 |
97.250 |
97.250 |
96.785 |
|
| R1 |
96.941 |
96.941 |
96.708 |
97.096 |
| PP |
96.410 |
96.410 |
96.410 |
96.488 |
| S1 |
96.101 |
96.101 |
96.554 |
96.256 |
| S2 |
95.570 |
95.570 |
96.477 |
|
| S3 |
94.730 |
95.261 |
96.400 |
|
| S4 |
93.890 |
94.421 |
96.169 |
|
|
| 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 |
96.720 |
94.535 |
2.185 |
2.3% |
0.716 |
0.7% |
96% |
True |
False |
5,026 |
| 10 |
96.720 |
94.480 |
2.240 |
2.3% |
0.639 |
0.7% |
96% |
True |
False |
3,050 |
| 20 |
96.720 |
94.300 |
2.420 |
2.5% |
0.680 |
0.7% |
96% |
True |
False |
2,043 |
| 40 |
96.720 |
91.750 |
4.970 |
5.1% |
0.778 |
0.8% |
98% |
True |
False |
1,383 |
| 60 |
96.720 |
88.115 |
8.605 |
8.9% |
0.711 |
0.7% |
99% |
True |
False |
984 |
| 80 |
96.720 |
87.500 |
9.220 |
9.5% |
0.651 |
0.7% |
99% |
True |
False |
748 |
| 100 |
96.720 |
84.895 |
11.825 |
12.2% |
0.594 |
0.6% |
99% |
True |
False |
602 |
| 120 |
96.720 |
84.485 |
12.235 |
12.7% |
0.534 |
0.6% |
99% |
True |
False |
504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.290 |
|
2.618 |
98.919 |
|
1.618 |
98.079 |
|
1.000 |
97.560 |
|
0.618 |
97.239 |
|
HIGH |
96.720 |
|
0.618 |
96.399 |
|
0.500 |
96.300 |
|
0.382 |
96.201 |
|
LOW |
95.880 |
|
0.618 |
95.361 |
|
1.000 |
95.040 |
|
1.618 |
94.521 |
|
2.618 |
93.681 |
|
4.250 |
92.310 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
96.521 |
96.467 |
| PP |
96.410 |
96.302 |
| S1 |
96.300 |
96.138 |
|