ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
100.200 |
101.560 |
1.360 |
1.4% |
98.540 |
| High |
101.350 |
101.615 |
0.265 |
0.3% |
101.560 |
| Low |
100.175 |
100.500 |
0.325 |
0.3% |
98.540 |
| Close |
101.330 |
100.766 |
-0.564 |
-0.6% |
101.330 |
| Range |
1.175 |
1.115 |
-0.060 |
-5.1% |
3.020 |
| ATR |
0.892 |
0.908 |
0.016 |
1.8% |
0.000 |
| Volume |
370 |
383 |
13 |
3.5% |
1,227 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.305 |
103.651 |
101.379 |
|
| R3 |
103.190 |
102.536 |
101.073 |
|
| R2 |
102.075 |
102.075 |
100.970 |
|
| R1 |
101.421 |
101.421 |
100.868 |
101.191 |
| PP |
100.960 |
100.960 |
100.960 |
100.845 |
| S1 |
100.306 |
100.306 |
100.664 |
100.076 |
| S2 |
99.845 |
99.845 |
100.562 |
|
| S3 |
98.730 |
99.191 |
100.459 |
|
| S4 |
97.615 |
98.076 |
100.153 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.537 |
108.453 |
102.991 |
|
| R3 |
106.517 |
105.433 |
102.161 |
|
| R2 |
103.497 |
103.497 |
101.884 |
|
| R1 |
102.413 |
102.413 |
101.607 |
102.955 |
| PP |
100.477 |
100.477 |
100.477 |
100.748 |
| S1 |
99.393 |
99.393 |
101.053 |
99.935 |
| S2 |
97.457 |
97.457 |
100.776 |
|
| S3 |
94.437 |
96.373 |
100.500 |
|
| S4 |
91.417 |
93.353 |
99.669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.615 |
99.445 |
2.170 |
2.2% |
1.141 |
1.1% |
61% |
True |
False |
303 |
| 10 |
101.615 |
96.100 |
5.515 |
5.5% |
0.988 |
1.0% |
85% |
True |
False |
222 |
| 20 |
101.615 |
94.950 |
6.665 |
6.6% |
0.777 |
0.8% |
87% |
True |
False |
137 |
| 40 |
101.615 |
93.200 |
8.415 |
8.4% |
0.738 |
0.7% |
90% |
True |
False |
83 |
| 60 |
101.615 |
88.840 |
12.775 |
12.7% |
0.640 |
0.6% |
93% |
True |
False |
63 |
| 80 |
101.615 |
88.040 |
13.575 |
13.5% |
0.585 |
0.6% |
94% |
True |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.354 |
|
2.618 |
104.534 |
|
1.618 |
103.419 |
|
1.000 |
102.730 |
|
0.618 |
102.304 |
|
HIGH |
101.615 |
|
0.618 |
101.189 |
|
0.500 |
101.058 |
|
0.382 |
100.926 |
|
LOW |
100.500 |
|
0.618 |
99.811 |
|
1.000 |
99.385 |
|
1.618 |
98.696 |
|
2.618 |
97.581 |
|
4.250 |
95.761 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
101.058 |
100.783 |
| PP |
100.960 |
100.777 |
| S1 |
100.863 |
100.772 |
|