ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 12-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
92.845 |
92.380 |
-0.465 |
-0.5% |
92.270 |
High |
93.060 |
92.885 |
-0.175 |
-0.2% |
93.125 |
Low |
92.485 |
92.100 |
-0.385 |
-0.4% |
91.750 |
Close |
92.520 |
92.557 |
0.037 |
0.0% |
92.520 |
Range |
0.575 |
0.785 |
0.210 |
36.5% |
1.375 |
ATR |
0.579 |
0.594 |
0.015 |
2.5% |
0.000 |
Volume |
456 |
532 |
76 |
16.7% |
2,426 |
|
Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.869 |
94.498 |
92.989 |
|
R3 |
94.084 |
93.713 |
92.773 |
|
R2 |
93.299 |
93.299 |
92.701 |
|
R1 |
92.928 |
92.928 |
92.629 |
93.114 |
PP |
92.514 |
92.514 |
92.514 |
92.607 |
S1 |
92.143 |
92.143 |
92.485 |
92.329 |
S2 |
91.729 |
91.729 |
92.413 |
|
S3 |
90.944 |
91.358 |
92.341 |
|
S4 |
90.159 |
90.573 |
92.125 |
|
|
Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.590 |
95.930 |
93.276 |
|
R3 |
95.215 |
94.555 |
92.898 |
|
R2 |
93.840 |
93.840 |
92.772 |
|
R1 |
93.180 |
93.180 |
92.646 |
93.510 |
PP |
92.465 |
92.465 |
92.465 |
92.630 |
S1 |
91.805 |
91.805 |
92.394 |
92.135 |
S2 |
91.090 |
91.090 |
92.268 |
|
S3 |
89.715 |
90.430 |
92.142 |
|
S4 |
88.340 |
89.055 |
91.764 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.125 |
91.750 |
1.375 |
1.5% |
0.585 |
0.6% |
59% |
False |
False |
545 |
10 |
93.125 |
90.410 |
2.715 |
2.9% |
0.556 |
0.6% |
79% |
False |
False |
358 |
20 |
93.125 |
88.115 |
5.010 |
5.4% |
0.541 |
0.6% |
89% |
False |
False |
271 |
40 |
93.125 |
87.500 |
5.625 |
6.1% |
0.544 |
0.6% |
90% |
False |
False |
178 |
60 |
93.125 |
85.355 |
7.770 |
8.4% |
0.472 |
0.5% |
93% |
False |
False |
126 |
80 |
93.125 |
84.630 |
8.495 |
9.2% |
0.437 |
0.5% |
93% |
False |
False |
98 |
100 |
93.125 |
82.320 |
10.805 |
11.7% |
0.378 |
0.4% |
95% |
False |
False |
80 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.221 |
2.618 |
94.940 |
1.618 |
94.155 |
1.000 |
93.670 |
0.618 |
93.370 |
HIGH |
92.885 |
0.618 |
92.585 |
0.500 |
92.493 |
0.382 |
92.400 |
LOW |
92.100 |
0.618 |
91.615 |
1.000 |
91.315 |
1.618 |
90.830 |
2.618 |
90.045 |
4.250 |
88.764 |
|
|
Fisher Pivots for day following 12-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
92.536 |
92.613 |
PP |
92.514 |
92.594 |
S1 |
92.493 |
92.576 |
|