ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 11-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2015 |
11-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
96.340 |
96.330 |
-0.010 |
0.0% |
96.410 |
| High |
96.340 |
96.520 |
0.180 |
0.2% |
96.410 |
| Low |
96.000 |
96.270 |
0.270 |
0.3% |
94.600 |
| Close |
96.103 |
96.270 |
0.167 |
0.2% |
95.854 |
| Range |
0.340 |
0.250 |
-0.090 |
-26.5% |
1.810 |
| ATR |
0.745 |
0.722 |
-0.023 |
-3.1% |
0.000 |
| Volume |
16 |
4 |
-12 |
-75.0% |
122 |
|
| Daily Pivots for day following 11-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.103 |
96.937 |
96.408 |
|
| R3 |
96.853 |
96.687 |
96.339 |
|
| R2 |
96.603 |
96.603 |
96.316 |
|
| R1 |
96.437 |
96.437 |
96.293 |
96.395 |
| PP |
96.353 |
96.353 |
96.353 |
96.333 |
| S1 |
96.187 |
96.187 |
96.247 |
96.145 |
| S2 |
96.103 |
96.103 |
96.224 |
|
| S3 |
95.853 |
95.937 |
96.201 |
|
| S4 |
95.603 |
95.687 |
96.133 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.051 |
100.263 |
96.850 |
|
| R3 |
99.241 |
98.453 |
96.352 |
|
| R2 |
97.431 |
97.431 |
96.186 |
|
| R1 |
96.643 |
96.643 |
96.020 |
96.132 |
| PP |
95.621 |
95.621 |
95.621 |
95.366 |
| S1 |
94.833 |
94.833 |
95.688 |
94.322 |
| S2 |
93.811 |
93.811 |
95.522 |
|
| S3 |
92.001 |
93.023 |
95.356 |
|
| S4 |
90.191 |
91.213 |
94.859 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.520 |
95.090 |
1.430 |
1.5% |
0.370 |
0.4% |
83% |
True |
False |
9 |
| 10 |
96.630 |
94.600 |
2.030 |
2.1% |
0.607 |
0.6% |
82% |
False |
False |
20 |
| 20 |
96.920 |
92.550 |
4.370 |
4.5% |
0.681 |
0.7% |
85% |
False |
False |
31 |
| 40 |
96.920 |
88.385 |
8.535 |
8.9% |
0.543 |
0.6% |
92% |
False |
False |
25 |
| 60 |
96.920 |
87.825 |
9.095 |
9.4% |
0.506 |
0.5% |
93% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.583 |
|
2.618 |
97.175 |
|
1.618 |
96.925 |
|
1.000 |
96.770 |
|
0.618 |
96.675 |
|
HIGH |
96.520 |
|
0.618 |
96.425 |
|
0.500 |
96.395 |
|
0.382 |
96.366 |
|
LOW |
96.270 |
|
0.618 |
96.116 |
|
1.000 |
96.020 |
|
1.618 |
95.866 |
|
2.618 |
95.616 |
|
4.250 |
95.208 |
|
|
| Fisher Pivots for day following 11-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
96.395 |
96.235 |
| PP |
96.353 |
96.200 |
| S1 |
96.312 |
96.165 |
|