ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 10-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
98.160 |
98.370 |
0.210 |
0.2% |
95.830 |
| High |
98.385 |
99.265 |
0.880 |
0.9% |
98.295 |
| Low |
97.910 |
98.370 |
0.460 |
0.5% |
95.555 |
| Close |
98.179 |
99.211 |
1.032 |
1.1% |
98.011 |
| Range |
0.475 |
0.895 |
0.420 |
88.4% |
2.740 |
| ATR |
0.737 |
0.762 |
0.025 |
3.4% |
0.000 |
| Volume |
26,442 |
40,643 |
14,201 |
53.7% |
53,279 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.634 |
101.317 |
99.703 |
|
| R3 |
100.739 |
100.422 |
99.457 |
|
| R2 |
99.844 |
99.844 |
99.375 |
|
| R1 |
99.527 |
99.527 |
99.293 |
99.686 |
| PP |
98.949 |
98.949 |
98.949 |
99.028 |
| S1 |
98.632 |
98.632 |
99.129 |
98.791 |
| S2 |
98.054 |
98.054 |
99.047 |
|
| S3 |
97.159 |
97.737 |
98.965 |
|
| S4 |
96.264 |
96.842 |
98.719 |
|
|
| 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 |
99.265 |
95.880 |
3.385 |
3.4% |
0.871 |
0.9% |
98% |
True |
False |
22,702 |
| 10 |
99.265 |
94.535 |
4.730 |
4.8% |
0.741 |
0.7% |
99% |
True |
False |
12,603 |
| 20 |
99.265 |
94.480 |
4.785 |
4.8% |
0.672 |
0.7% |
99% |
True |
False |
6,757 |
| 40 |
99.265 |
91.995 |
7.270 |
7.3% |
0.813 |
0.8% |
99% |
True |
False |
3,808 |
| 60 |
99.265 |
88.115 |
11.150 |
11.2% |
0.721 |
0.7% |
100% |
True |
False |
2,620 |
| 80 |
99.265 |
87.500 |
11.765 |
11.9% |
0.669 |
0.7% |
100% |
True |
False |
1,986 |
| 100 |
99.265 |
84.895 |
14.370 |
14.5% |
0.615 |
0.6% |
100% |
True |
False |
1,594 |
| 120 |
99.265 |
84.485 |
14.780 |
14.9% |
0.561 |
0.6% |
100% |
True |
False |
1,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.069 |
|
2.618 |
101.608 |
|
1.618 |
100.713 |
|
1.000 |
100.160 |
|
0.618 |
99.818 |
|
HIGH |
99.265 |
|
0.618 |
98.923 |
|
0.500 |
98.818 |
|
0.382 |
98.712 |
|
LOW |
98.370 |
|
0.618 |
97.817 |
|
1.000 |
97.475 |
|
1.618 |
96.922 |
|
2.618 |
96.027 |
|
4.250 |
94.566 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
99.080 |
98.833 |
| PP |
98.949 |
98.455 |
| S1 |
98.818 |
98.078 |
|