ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 03-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
03-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
99.005 |
98.275 |
-0.730 |
-0.7% |
98.125 |
| High |
99.005 |
98.280 |
-0.725 |
-0.7% |
99.440 |
| Low |
98.005 |
97.050 |
-0.955 |
-1.0% |
97.050 |
| Close |
98.123 |
97.286 |
-0.837 |
-0.9% |
97.286 |
| Range |
1.000 |
1.230 |
0.230 |
23.0% |
2.390 |
| ATR |
1.149 |
1.155 |
0.006 |
0.5% |
0.000 |
| Volume |
417 |
535 |
118 |
28.3% |
2,578 |
|
| Daily Pivots for day following 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.229 |
100.487 |
97.963 |
|
| R3 |
99.999 |
99.257 |
97.624 |
|
| R2 |
98.769 |
98.769 |
97.512 |
|
| R1 |
98.027 |
98.027 |
97.399 |
97.783 |
| PP |
97.539 |
97.539 |
97.539 |
97.417 |
| S1 |
96.797 |
96.797 |
97.173 |
96.553 |
| S2 |
96.309 |
96.309 |
97.061 |
|
| S3 |
95.079 |
95.567 |
96.948 |
|
| S4 |
93.849 |
94.337 |
96.610 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.095 |
103.581 |
98.601 |
|
| R3 |
102.705 |
101.191 |
97.943 |
|
| R2 |
100.315 |
100.315 |
97.724 |
|
| R1 |
98.801 |
98.801 |
97.505 |
98.363 |
| PP |
97.925 |
97.925 |
97.925 |
97.707 |
| S1 |
96.411 |
96.411 |
97.067 |
95.973 |
| S2 |
95.535 |
95.535 |
96.848 |
|
| S3 |
93.145 |
94.021 |
96.629 |
|
| S4 |
90.755 |
91.631 |
95.972 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.440 |
97.050 |
2.390 |
2.5% |
0.875 |
0.9% |
10% |
False |
True |
515 |
| 10 |
99.440 |
96.840 |
2.600 |
2.7% |
0.994 |
1.0% |
17% |
False |
False |
600 |
| 20 |
101.615 |
95.580 |
6.035 |
6.2% |
1.309 |
1.3% |
28% |
False |
False |
528 |
| 40 |
101.615 |
94.800 |
6.815 |
7.0% |
0.960 |
1.0% |
36% |
False |
False |
294 |
| 60 |
101.615 |
92.500 |
9.115 |
9.4% |
0.878 |
0.9% |
53% |
False |
False |
206 |
| 80 |
101.615 |
88.385 |
13.230 |
13.6% |
0.763 |
0.8% |
67% |
False |
False |
163 |
| 100 |
101.615 |
87.825 |
13.790 |
14.2% |
0.692 |
0.7% |
69% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.508 |
|
2.618 |
101.500 |
|
1.618 |
100.270 |
|
1.000 |
99.510 |
|
0.618 |
99.040 |
|
HIGH |
98.280 |
|
0.618 |
97.810 |
|
0.500 |
97.665 |
|
0.382 |
97.520 |
|
LOW |
97.050 |
|
0.618 |
96.290 |
|
1.000 |
95.820 |
|
1.618 |
95.060 |
|
2.618 |
93.830 |
|
4.250 |
91.823 |
|
|
| Fisher Pivots for day following 03-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
97.665 |
98.225 |
| PP |
97.539 |
97.912 |
| S1 |
97.412 |
97.599 |
|