ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 24-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
95.820 |
95.680 |
-0.140 |
-0.1% |
95.495 |
| High |
95.825 |
96.020 |
0.195 |
0.2% |
95.800 |
| Low |
95.500 |
95.500 |
0.000 |
0.0% |
95.075 |
| Close |
95.543 |
95.469 |
-0.074 |
-0.1% |
95.215 |
| Range |
0.325 |
0.520 |
0.195 |
60.0% |
0.725 |
| ATR |
0.665 |
0.655 |
-0.010 |
-1.6% |
0.000 |
| Volume |
177 |
20 |
-157 |
-88.7% |
60 |
|
| Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.223 |
96.866 |
95.755 |
|
| R3 |
96.703 |
96.346 |
95.612 |
|
| R2 |
96.183 |
96.183 |
95.564 |
|
| R1 |
95.826 |
95.826 |
95.517 |
95.745 |
| PP |
95.663 |
95.663 |
95.663 |
95.622 |
| S1 |
95.306 |
95.306 |
95.421 |
95.225 |
| S2 |
95.143 |
95.143 |
95.374 |
|
| S3 |
94.623 |
94.786 |
95.326 |
|
| S4 |
94.103 |
94.266 |
95.183 |
|
|
| 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 |
96.020 |
95.075 |
0.945 |
1.0% |
0.483 |
0.5% |
42% |
True |
False |
51 |
| 10 |
96.520 |
94.800 |
1.720 |
1.8% |
0.473 |
0.5% |
39% |
False |
False |
29 |
| 20 |
96.630 |
94.600 |
2.030 |
2.1% |
0.589 |
0.6% |
43% |
False |
False |
30 |
| 40 |
96.920 |
90.435 |
6.485 |
6.8% |
0.571 |
0.6% |
78% |
False |
False |
26 |
| 60 |
96.920 |
88.220 |
8.700 |
9.1% |
0.532 |
0.6% |
83% |
False |
False |
30 |
| 80 |
96.920 |
85.720 |
11.200 |
11.7% |
0.501 |
0.5% |
87% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.230 |
|
2.618 |
97.381 |
|
1.618 |
96.861 |
|
1.000 |
96.540 |
|
0.618 |
96.341 |
|
HIGH |
96.020 |
|
0.618 |
95.821 |
|
0.500 |
95.760 |
|
0.382 |
95.699 |
|
LOW |
95.500 |
|
0.618 |
95.179 |
|
1.000 |
94.980 |
|
1.618 |
94.659 |
|
2.618 |
94.139 |
|
4.250 |
93.290 |
|
|
| Fisher Pivots for day following 24-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.760 |
95.620 |
| PP |
95.663 |
95.570 |
| S1 |
95.566 |
95.519 |
|