ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 02-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
96.350 |
96.735 |
0.385 |
0.4% |
95.820 |
| High |
96.350 |
96.835 |
0.485 |
0.5% |
96.350 |
| Low |
95.810 |
95.990 |
0.180 |
0.2% |
94.950 |
| Close |
96.211 |
96.487 |
0.276 |
0.3% |
96.211 |
| Range |
0.540 |
0.845 |
0.305 |
56.5% |
1.400 |
| ATR |
0.684 |
0.695 |
0.012 |
1.7% |
0.000 |
| Volume |
123 |
57 |
-66 |
-53.7% |
413 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.972 |
98.575 |
96.952 |
|
| R3 |
98.127 |
97.730 |
96.719 |
|
| R2 |
97.282 |
97.282 |
96.642 |
|
| R1 |
96.885 |
96.885 |
96.564 |
96.661 |
| PP |
96.437 |
96.437 |
96.437 |
96.326 |
| S1 |
96.040 |
96.040 |
96.410 |
95.816 |
| S2 |
95.592 |
95.592 |
96.332 |
|
| S3 |
94.747 |
95.195 |
96.255 |
|
| S4 |
93.902 |
94.350 |
96.022 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.037 |
99.524 |
96.981 |
|
| R3 |
98.637 |
98.124 |
96.596 |
|
| R2 |
97.237 |
97.237 |
96.468 |
|
| R1 |
96.724 |
96.724 |
96.339 |
96.981 |
| PP |
95.837 |
95.837 |
95.837 |
95.965 |
| S1 |
95.324 |
95.324 |
96.083 |
95.581 |
| S2 |
94.437 |
94.437 |
95.954 |
|
| S3 |
93.037 |
93.924 |
95.826 |
|
| S4 |
91.637 |
92.524 |
95.441 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.835 |
94.950 |
1.885 |
2.0% |
0.752 |
0.8% |
82% |
True |
False |
58 |
| 10 |
96.835 |
94.950 |
1.885 |
2.0% |
0.566 |
0.6% |
82% |
True |
False |
53 |
| 20 |
96.835 |
94.600 |
2.235 |
2.3% |
0.590 |
0.6% |
84% |
True |
False |
34 |
| 40 |
96.920 |
91.800 |
5.120 |
5.3% |
0.630 |
0.7% |
92% |
False |
False |
32 |
| 60 |
96.920 |
88.385 |
8.535 |
8.8% |
0.553 |
0.6% |
95% |
False |
False |
33 |
| 80 |
96.920 |
87.750 |
9.170 |
9.5% |
0.513 |
0.5% |
95% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.426 |
|
2.618 |
99.047 |
|
1.618 |
98.202 |
|
1.000 |
97.680 |
|
0.618 |
97.357 |
|
HIGH |
96.835 |
|
0.618 |
96.512 |
|
0.500 |
96.413 |
|
0.382 |
96.313 |
|
LOW |
95.990 |
|
0.618 |
95.468 |
|
1.000 |
95.145 |
|
1.618 |
94.623 |
|
2.618 |
93.778 |
|
4.250 |
92.399 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
96.462 |
96.289 |
| PP |
96.437 |
96.091 |
| S1 |
96.413 |
95.893 |
|