ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 11-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
99.640 |
100.470 |
0.830 |
0.8% |
96.735 |
| High |
100.030 |
101.220 |
1.190 |
1.2% |
98.800 |
| Low |
99.445 |
100.000 |
0.555 |
0.6% |
95.990 |
| Close |
99.906 |
101.207 |
1.301 |
1.3% |
98.541 |
| Range |
0.585 |
1.220 |
0.635 |
108.5% |
2.810 |
| ATR |
0.775 |
0.814 |
0.038 |
5.0% |
0.000 |
| Volume |
113 |
376 |
263 |
232.7% |
675 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.469 |
104.058 |
101.878 |
|
| R3 |
103.249 |
102.838 |
101.543 |
|
| R2 |
102.029 |
102.029 |
101.431 |
|
| R1 |
101.618 |
101.618 |
101.319 |
101.824 |
| PP |
100.809 |
100.809 |
100.809 |
100.912 |
| S1 |
100.398 |
100.398 |
101.095 |
100.604 |
| S2 |
99.589 |
99.589 |
100.983 |
|
| S3 |
98.369 |
99.178 |
100.872 |
|
| S4 |
97.149 |
97.958 |
100.536 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.207 |
105.184 |
100.087 |
|
| R3 |
103.397 |
102.374 |
99.314 |
|
| R2 |
100.587 |
100.587 |
99.056 |
|
| R1 |
99.564 |
99.564 |
98.799 |
100.076 |
| PP |
97.777 |
97.777 |
97.777 |
98.033 |
| S1 |
96.754 |
96.754 |
98.283 |
97.266 |
| S2 |
94.967 |
94.967 |
98.026 |
|
| S3 |
92.157 |
93.944 |
97.768 |
|
| S4 |
89.347 |
91.134 |
96.996 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.220 |
97.050 |
4.170 |
4.1% |
0.911 |
0.9% |
100% |
True |
False |
186 |
| 10 |
101.220 |
94.950 |
6.270 |
6.2% |
0.876 |
0.9% |
100% |
True |
False |
144 |
| 20 |
101.220 |
94.800 |
6.420 |
6.3% |
0.680 |
0.7% |
100% |
True |
False |
87 |
| 40 |
101.220 |
92.550 |
8.670 |
8.6% |
0.678 |
0.7% |
100% |
True |
False |
59 |
| 60 |
101.220 |
88.385 |
12.835 |
12.7% |
0.587 |
0.6% |
100% |
True |
False |
46 |
| 80 |
101.220 |
87.825 |
13.395 |
13.2% |
0.548 |
0.5% |
100% |
True |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.405 |
|
2.618 |
104.414 |
|
1.618 |
103.194 |
|
1.000 |
102.440 |
|
0.618 |
101.974 |
|
HIGH |
101.220 |
|
0.618 |
100.754 |
|
0.500 |
100.610 |
|
0.382 |
100.466 |
|
LOW |
100.000 |
|
0.618 |
99.246 |
|
1.000 |
98.780 |
|
1.618 |
98.026 |
|
2.618 |
96.806 |
|
4.250 |
94.815 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
101.008 |
100.765 |
| PP |
100.809 |
100.322 |
| S1 |
100.610 |
99.880 |
|