ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 23-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
95.570 |
95.820 |
0.250 |
0.3% |
95.495 |
| High |
95.800 |
95.825 |
0.025 |
0.0% |
95.800 |
| Low |
95.220 |
95.500 |
0.280 |
0.3% |
95.075 |
| Close |
95.215 |
95.543 |
0.328 |
0.3% |
95.215 |
| Range |
0.580 |
0.325 |
-0.255 |
-44.0% |
0.725 |
| ATR |
0.669 |
0.665 |
-0.004 |
-0.6% |
0.000 |
| Volume |
28 |
177 |
149 |
532.1% |
60 |
|
| Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.598 |
96.395 |
95.722 |
|
| R3 |
96.273 |
96.070 |
95.632 |
|
| R2 |
95.948 |
95.948 |
95.603 |
|
| R1 |
95.745 |
95.745 |
95.573 |
95.684 |
| PP |
95.623 |
95.623 |
95.623 |
95.592 |
| S1 |
95.420 |
95.420 |
95.513 |
95.359 |
| S2 |
95.298 |
95.298 |
95.483 |
|
| S3 |
94.973 |
95.095 |
95.454 |
|
| S4 |
94.648 |
94.770 |
95.364 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.538 |
97.102 |
95.614 |
|
| R3 |
96.813 |
96.377 |
95.414 |
|
| R2 |
96.088 |
96.088 |
95.348 |
|
| R1 |
95.652 |
95.652 |
95.281 |
95.508 |
| PP |
95.363 |
95.363 |
95.363 |
95.291 |
| S1 |
94.927 |
94.927 |
95.149 |
94.783 |
| S2 |
94.638 |
94.638 |
95.082 |
|
| S3 |
93.913 |
94.202 |
95.016 |
|
| S4 |
93.188 |
93.477 |
94.816 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.825 |
95.075 |
0.750 |
0.8% |
0.379 |
0.4% |
62% |
True |
False |
47 |
| 10 |
96.520 |
94.800 |
1.720 |
1.8% |
0.474 |
0.5% |
43% |
False |
False |
27 |
| 20 |
96.920 |
94.600 |
2.320 |
2.4% |
0.605 |
0.6% |
41% |
False |
False |
33 |
| 40 |
96.920 |
90.435 |
6.485 |
6.8% |
0.563 |
0.6% |
79% |
False |
False |
27 |
| 60 |
96.920 |
88.220 |
8.700 |
9.1% |
0.530 |
0.6% |
84% |
False |
False |
31 |
| 80 |
96.920 |
85.720 |
11.200 |
11.7% |
0.498 |
0.5% |
88% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.206 |
|
2.618 |
96.676 |
|
1.618 |
96.351 |
|
1.000 |
96.150 |
|
0.618 |
96.026 |
|
HIGH |
95.825 |
|
0.618 |
95.701 |
|
0.500 |
95.663 |
|
0.382 |
95.624 |
|
LOW |
95.500 |
|
0.618 |
95.299 |
|
1.000 |
95.175 |
|
1.618 |
94.974 |
|
2.618 |
94.649 |
|
4.250 |
94.119 |
|
|
| Fisher Pivots for day following 23-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.663 |
95.512 |
| PP |
95.623 |
95.481 |
| S1 |
95.583 |
95.450 |
|