ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
100.650 |
100.100 |
-0.550 |
-0.5% |
98.160 |
| High |
100.715 |
100.265 |
-0.450 |
-0.4% |
100.785 |
| Low |
99.760 |
99.580 |
-0.180 |
-0.2% |
97.910 |
| Close |
100.041 |
99.949 |
-0.092 |
-0.1% |
100.717 |
| Range |
0.955 |
0.685 |
-0.270 |
-28.3% |
2.875 |
| ATR |
0.899 |
0.884 |
-0.015 |
-1.7% |
0.000 |
| Volume |
73,804 |
44,893 |
-28,911 |
-39.2% |
350,753 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.986 |
101.653 |
100.326 |
|
| R3 |
101.301 |
100.968 |
100.137 |
|
| R2 |
100.616 |
100.616 |
100.075 |
|
| R1 |
100.283 |
100.283 |
100.012 |
100.107 |
| PP |
99.931 |
99.931 |
99.931 |
99.844 |
| S1 |
99.598 |
99.598 |
99.886 |
99.422 |
| S2 |
99.246 |
99.246 |
99.823 |
|
| S3 |
98.561 |
98.913 |
99.761 |
|
| S4 |
97.876 |
98.228 |
99.572 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.429 |
107.448 |
102.298 |
|
| R3 |
105.554 |
104.573 |
101.508 |
|
| R2 |
102.679 |
102.679 |
101.244 |
|
| R1 |
101.698 |
101.698 |
100.981 |
102.189 |
| PP |
99.804 |
99.804 |
99.804 |
100.049 |
| S1 |
98.823 |
98.823 |
100.453 |
99.314 |
| S2 |
96.929 |
96.929 |
100.190 |
|
| S3 |
94.054 |
95.948 |
99.926 |
|
| S4 |
91.179 |
93.073 |
99.136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.785 |
99.030 |
1.755 |
1.8% |
1.190 |
1.2% |
52% |
False |
False |
80,473 |
| 10 |
100.785 |
95.880 |
4.905 |
4.9% |
1.031 |
1.0% |
83% |
False |
False |
51,587 |
| 20 |
100.785 |
94.480 |
6.305 |
6.3% |
0.820 |
0.8% |
87% |
False |
False |
26,657 |
| 40 |
100.785 |
92.880 |
7.905 |
7.9% |
0.843 |
0.8% |
89% |
False |
False |
13,761 |
| 60 |
100.785 |
89.455 |
11.330 |
11.3% |
0.757 |
0.8% |
93% |
False |
False |
9,315 |
| 80 |
100.785 |
87.965 |
12.820 |
12.8% |
0.719 |
0.7% |
93% |
False |
False |
7,014 |
| 100 |
100.785 |
85.565 |
15.220 |
15.2% |
0.654 |
0.7% |
95% |
False |
False |
5,616 |
| 120 |
100.785 |
84.895 |
15.890 |
15.9% |
0.602 |
0.6% |
95% |
False |
False |
4,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.176 |
|
2.618 |
102.058 |
|
1.618 |
101.373 |
|
1.000 |
100.950 |
|
0.618 |
100.688 |
|
HIGH |
100.265 |
|
0.618 |
100.003 |
|
0.500 |
99.923 |
|
0.382 |
99.842 |
|
LOW |
99.580 |
|
0.618 |
99.157 |
|
1.000 |
98.895 |
|
1.618 |
98.472 |
|
2.618 |
97.787 |
|
4.250 |
96.669 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
99.940 |
100.168 |
| PP |
99.931 |
100.095 |
| S1 |
99.923 |
100.022 |
|