ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 31-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
90.830 |
90.545 |
-0.285 |
-0.3% |
90.120 |
High |
90.955 |
91.025 |
0.070 |
0.1% |
90.695 |
Low |
90.465 |
90.510 |
0.045 |
0.0% |
89.920 |
Close |
90.623 |
90.980 |
0.357 |
0.4% |
90.623 |
Range |
0.490 |
0.515 |
0.025 |
5.1% |
0.775 |
ATR |
0.536 |
0.534 |
-0.001 |
-0.3% |
0.000 |
Volume |
343 |
222 |
-121 |
-35.3% |
746 |
|
Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.383 |
92.197 |
91.263 |
|
R3 |
91.868 |
91.682 |
91.122 |
|
R2 |
91.353 |
91.353 |
91.074 |
|
R1 |
91.167 |
91.167 |
91.027 |
91.260 |
PP |
90.838 |
90.838 |
90.838 |
90.885 |
S1 |
90.652 |
90.652 |
90.933 |
90.745 |
S2 |
90.323 |
90.323 |
90.886 |
|
S3 |
89.808 |
90.137 |
90.838 |
|
S4 |
89.293 |
89.622 |
90.697 |
|
|
Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.738 |
92.455 |
91.049 |
|
R3 |
91.963 |
91.680 |
90.836 |
|
R2 |
91.188 |
91.188 |
90.765 |
|
R1 |
90.905 |
90.905 |
90.694 |
91.047 |
PP |
90.413 |
90.413 |
90.413 |
90.483 |
S1 |
90.130 |
90.130 |
90.552 |
90.272 |
S2 |
89.638 |
89.638 |
90.481 |
|
S3 |
88.863 |
89.355 |
90.410 |
|
S4 |
88.088 |
88.580 |
90.197 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.025 |
90.395 |
0.630 |
0.7% |
0.395 |
0.4% |
93% |
True |
False |
186 |
10 |
91.025 |
88.410 |
2.615 |
2.9% |
0.489 |
0.5% |
98% |
True |
False |
216 |
20 |
91.025 |
88.115 |
2.910 |
3.2% |
0.597 |
0.7% |
98% |
True |
False |
187 |
40 |
91.025 |
87.400 |
3.625 |
4.0% |
0.517 |
0.6% |
99% |
True |
False |
109 |
60 |
91.025 |
84.895 |
6.130 |
6.7% |
0.471 |
0.5% |
99% |
True |
False |
78 |
80 |
91.025 |
84.485 |
6.540 |
7.2% |
0.399 |
0.4% |
99% |
True |
False |
62 |
100 |
91.025 |
81.780 |
9.245 |
10.2% |
0.341 |
0.4% |
100% |
True |
False |
51 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.214 |
2.618 |
92.373 |
1.618 |
91.858 |
1.000 |
91.540 |
0.618 |
91.343 |
HIGH |
91.025 |
0.618 |
90.828 |
0.500 |
90.768 |
0.382 |
90.707 |
LOW |
90.510 |
0.618 |
90.192 |
1.000 |
89.995 |
1.618 |
89.677 |
2.618 |
89.162 |
4.250 |
88.321 |
|
|
Fisher Pivots for day following 31-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
90.909 |
90.893 |
PP |
90.838 |
90.805 |
S1 |
90.768 |
90.718 |
|