ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 11-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
98.370 |
99.145 |
0.775 |
0.8% |
95.830 |
| High |
99.265 |
100.540 |
1.275 |
1.3% |
98.295 |
| Low |
98.370 |
99.030 |
0.660 |
0.7% |
95.555 |
| Close |
99.211 |
100.364 |
1.153 |
1.2% |
98.011 |
| Range |
0.895 |
1.510 |
0.615 |
68.7% |
2.740 |
| ATR |
0.762 |
0.815 |
0.053 |
7.0% |
0.000 |
| Volume |
40,643 |
70,782 |
30,139 |
74.2% |
53,279 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.508 |
103.946 |
101.195 |
|
| R3 |
102.998 |
102.436 |
100.779 |
|
| R2 |
101.488 |
101.488 |
100.641 |
|
| R1 |
100.926 |
100.926 |
100.502 |
101.207 |
| PP |
99.978 |
99.978 |
99.978 |
100.119 |
| S1 |
99.416 |
99.416 |
100.226 |
99.697 |
| S2 |
98.468 |
98.468 |
100.087 |
|
| S3 |
96.958 |
97.906 |
99.949 |
|
| S4 |
95.448 |
96.396 |
99.534 |
|
|
| 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 |
100.540 |
96.575 |
3.965 |
4.0% |
1.005 |
1.0% |
96% |
True |
False |
33,992 |
| 10 |
100.540 |
94.535 |
6.005 |
6.0% |
0.861 |
0.9% |
97% |
True |
False |
19,509 |
| 20 |
100.540 |
94.480 |
6.060 |
6.0% |
0.723 |
0.7% |
97% |
True |
False |
10,232 |
| 40 |
100.540 |
91.995 |
8.545 |
8.5% |
0.831 |
0.8% |
98% |
True |
False |
5,564 |
| 60 |
100.540 |
88.115 |
12.425 |
12.4% |
0.734 |
0.7% |
99% |
True |
False |
3,800 |
| 80 |
100.540 |
87.500 |
13.040 |
13.0% |
0.687 |
0.7% |
99% |
True |
False |
2,871 |
| 100 |
100.540 |
85.355 |
15.185 |
15.1% |
0.615 |
0.6% |
99% |
True |
False |
2,301 |
| 120 |
100.540 |
84.630 |
15.910 |
15.9% |
0.568 |
0.6% |
99% |
True |
False |
1,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.958 |
|
2.618 |
104.493 |
|
1.618 |
102.983 |
|
1.000 |
102.050 |
|
0.618 |
101.473 |
|
HIGH |
100.540 |
|
0.618 |
99.963 |
|
0.500 |
99.785 |
|
0.382 |
99.607 |
|
LOW |
99.030 |
|
0.618 |
98.097 |
|
1.000 |
97.520 |
|
1.618 |
96.587 |
|
2.618 |
95.077 |
|
4.250 |
92.613 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
100.171 |
99.984 |
| PP |
99.978 |
99.605 |
| S1 |
99.785 |
99.225 |
|