ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 03-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2015 |
03-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
96.410 |
95.850 |
-0.560 |
-0.6% |
97.100 |
| High |
96.410 |
95.850 |
-0.560 |
-0.6% |
96.920 |
| Low |
95.800 |
94.600 |
-1.200 |
-1.3% |
95.500 |
| Close |
95.927 |
94.889 |
-1.038 |
-1.1% |
96.190 |
| Range |
0.610 |
1.250 |
0.640 |
104.9% |
1.420 |
| ATR |
0.734 |
0.776 |
0.042 |
5.8% |
0.000 |
| Volume |
23 |
29 |
6 |
26.1% |
271 |
|
| Daily Pivots for day following 03-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.863 |
98.126 |
95.577 |
|
| R3 |
97.613 |
96.876 |
95.233 |
|
| R2 |
96.363 |
96.363 |
95.118 |
|
| R1 |
95.626 |
95.626 |
95.004 |
95.370 |
| PP |
95.113 |
95.113 |
95.113 |
94.985 |
| S1 |
94.376 |
94.376 |
94.774 |
94.120 |
| S2 |
93.863 |
93.863 |
94.660 |
|
| S3 |
92.613 |
93.126 |
94.545 |
|
| S4 |
91.363 |
91.876 |
94.202 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.463 |
99.747 |
96.971 |
|
| R3 |
99.043 |
98.327 |
96.581 |
|
| R2 |
97.623 |
97.623 |
96.450 |
|
| R1 |
96.907 |
96.907 |
96.320 |
96.555 |
| PP |
96.203 |
96.203 |
96.203 |
96.028 |
| S1 |
95.487 |
95.487 |
96.060 |
95.135 |
| S2 |
94.783 |
94.783 |
95.930 |
|
| S3 |
93.363 |
94.067 |
95.800 |
|
| S4 |
91.943 |
92.647 |
95.409 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.630 |
94.600 |
2.030 |
2.1% |
0.813 |
0.9% |
14% |
False |
True |
33 |
| 10 |
96.920 |
94.164 |
2.756 |
2.9% |
0.818 |
0.9% |
26% |
False |
False |
43 |
| 20 |
96.920 |
92.200 |
4.720 |
5.0% |
0.703 |
0.7% |
57% |
False |
False |
31 |
| 40 |
96.920 |
88.385 |
8.535 |
9.0% |
0.547 |
0.6% |
76% |
False |
False |
31 |
| 60 |
96.920 |
87.825 |
9.095 |
9.6% |
0.509 |
0.5% |
78% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.163 |
|
2.618 |
99.123 |
|
1.618 |
97.873 |
|
1.000 |
97.100 |
|
0.618 |
96.623 |
|
HIGH |
95.850 |
|
0.618 |
95.373 |
|
0.500 |
95.225 |
|
0.382 |
95.078 |
|
LOW |
94.600 |
|
0.618 |
93.828 |
|
1.000 |
93.350 |
|
1.618 |
92.578 |
|
2.618 |
91.328 |
|
4.250 |
89.288 |
|
|
| Fisher Pivots for day following 03-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.225 |
95.615 |
| PP |
95.113 |
95.373 |
| S1 |
95.001 |
95.131 |
|