ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
97.850 |
99.300 |
1.450 |
1.5% |
100.650 |
| High |
99.765 |
99.460 |
-0.305 |
-0.3% |
100.715 |
| Low |
97.365 |
97.695 |
0.330 |
0.3% |
94.765 |
| Close |
99.584 |
98.171 |
-1.413 |
-1.4% |
98.171 |
| Range |
2.400 |
1.765 |
-0.635 |
-26.5% |
5.950 |
| ATR |
1.289 |
1.332 |
0.043 |
3.3% |
0.000 |
| Volume |
96,932 |
87,647 |
-9,285 |
-9.6% |
405,046 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.737 |
102.719 |
99.142 |
|
| R3 |
101.972 |
100.954 |
98.656 |
|
| R2 |
100.207 |
100.207 |
98.495 |
|
| R1 |
99.189 |
99.189 |
98.333 |
98.816 |
| PP |
98.442 |
98.442 |
98.442 |
98.255 |
| S1 |
97.424 |
97.424 |
98.009 |
97.051 |
| S2 |
96.677 |
96.677 |
97.847 |
|
| S3 |
94.912 |
95.659 |
97.686 |
|
| S4 |
93.147 |
93.894 |
97.200 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.734 |
112.902 |
101.444 |
|
| R3 |
109.784 |
106.952 |
99.807 |
|
| R2 |
103.834 |
103.834 |
99.262 |
|
| R1 |
101.002 |
101.002 |
98.716 |
99.443 |
| PP |
97.884 |
97.884 |
97.884 |
97.104 |
| S1 |
95.052 |
95.052 |
97.626 |
93.493 |
| S2 |
91.934 |
91.934 |
97.080 |
|
| S3 |
85.984 |
89.102 |
96.535 |
|
| S4 |
80.034 |
83.152 |
94.899 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.715 |
94.765 |
5.950 |
6.1% |
2.232 |
2.3% |
57% |
False |
False |
81,009 |
| 10 |
100.785 |
94.765 |
6.020 |
6.1% |
1.684 |
1.7% |
57% |
False |
False |
75,579 |
| 20 |
100.785 |
94.535 |
6.250 |
6.4% |
1.203 |
1.2% |
58% |
False |
False |
40,855 |
| 40 |
100.785 |
94.135 |
6.650 |
6.8% |
0.996 |
1.0% |
61% |
False |
False |
20,881 |
| 60 |
100.785 |
90.215 |
10.570 |
10.8% |
0.895 |
0.9% |
75% |
False |
False |
14,079 |
| 80 |
100.785 |
88.000 |
12.785 |
13.0% |
0.822 |
0.8% |
80% |
False |
False |
10,592 |
| 100 |
100.785 |
85.565 |
15.220 |
15.5% |
0.741 |
0.8% |
83% |
False |
False |
8,479 |
| 120 |
100.785 |
84.895 |
15.890 |
16.2% |
0.679 |
0.7% |
84% |
False |
False |
7,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.961 |
|
2.618 |
104.081 |
|
1.618 |
102.316 |
|
1.000 |
101.225 |
|
0.618 |
100.551 |
|
HIGH |
99.460 |
|
0.618 |
98.786 |
|
0.500 |
98.578 |
|
0.382 |
98.369 |
|
LOW |
97.695 |
|
0.618 |
96.604 |
|
1.000 |
95.930 |
|
1.618 |
94.839 |
|
2.618 |
93.074 |
|
4.250 |
90.194 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
98.578 |
97.928 |
| PP |
98.442 |
97.685 |
| S1 |
98.307 |
97.443 |
|