ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
96.615 |
96.955 |
0.340 |
0.4% |
95.830 |
| High |
97.315 |
98.295 |
0.980 |
1.0% |
98.295 |
| Low |
96.575 |
96.890 |
0.315 |
0.3% |
95.555 |
| Close |
96.958 |
98.011 |
1.053 |
1.1% |
98.011 |
| Range |
0.740 |
1.405 |
0.665 |
89.9% |
2.740 |
| ATR |
0.707 |
0.757 |
0.050 |
7.1% |
0.000 |
| Volume |
13,875 |
18,218 |
4,343 |
31.3% |
53,279 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.947 |
101.384 |
98.784 |
|
| R3 |
100.542 |
99.979 |
98.397 |
|
| R2 |
99.137 |
99.137 |
98.269 |
|
| R1 |
98.574 |
98.574 |
98.140 |
98.856 |
| PP |
97.732 |
97.732 |
97.732 |
97.873 |
| S1 |
97.169 |
97.169 |
97.882 |
97.451 |
| S2 |
96.327 |
96.327 |
97.753 |
|
| S3 |
94.922 |
95.764 |
97.625 |
|
| S4 |
93.517 |
94.359 |
97.238 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.507 |
104.499 |
99.518 |
|
| R3 |
102.767 |
101.759 |
98.765 |
|
| R2 |
100.027 |
100.027 |
98.513 |
|
| R1 |
99.019 |
99.019 |
98.262 |
99.523 |
| PP |
97.287 |
97.287 |
97.287 |
97.539 |
| S1 |
96.279 |
96.279 |
97.760 |
96.783 |
| S2 |
94.547 |
94.547 |
97.509 |
|
| S3 |
91.807 |
93.539 |
97.258 |
|
| S4 |
89.067 |
90.799 |
96.504 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.295 |
95.555 |
2.740 |
2.8% |
0.776 |
0.8% |
90% |
True |
False |
10,655 |
| 10 |
98.295 |
94.535 |
3.760 |
3.8% |
0.723 |
0.7% |
92% |
True |
False |
6,130 |
| 20 |
98.295 |
94.420 |
3.875 |
4.0% |
0.689 |
0.7% |
93% |
True |
False |
3,510 |
| 40 |
98.295 |
91.995 |
6.300 |
6.4% |
0.805 |
0.8% |
95% |
True |
False |
2,160 |
| 60 |
98.295 |
88.115 |
10.180 |
10.4% |
0.724 |
0.7% |
97% |
True |
False |
1,514 |
| 80 |
98.295 |
87.500 |
10.795 |
11.0% |
0.662 |
0.7% |
97% |
True |
False |
1,149 |
| 100 |
98.295 |
84.895 |
13.400 |
13.7% |
0.606 |
0.6% |
98% |
True |
False |
923 |
| 120 |
98.295 |
84.485 |
13.810 |
14.1% |
0.551 |
0.6% |
98% |
True |
False |
771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.266 |
|
2.618 |
101.973 |
|
1.618 |
100.568 |
|
1.000 |
99.700 |
|
0.618 |
99.163 |
|
HIGH |
98.295 |
|
0.618 |
97.758 |
|
0.500 |
97.593 |
|
0.382 |
97.427 |
|
LOW |
96.890 |
|
0.618 |
96.022 |
|
1.000 |
95.485 |
|
1.618 |
94.617 |
|
2.618 |
93.212 |
|
4.250 |
90.919 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
97.872 |
97.703 |
| PP |
97.732 |
97.395 |
| S1 |
97.593 |
97.088 |
|