ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 15-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
92.845 |
92.720 |
-0.125 |
-0.1% |
92.270 |
High |
92.970 |
93.535 |
0.565 |
0.6% |
93.125 |
Low |
92.165 |
91.995 |
-0.170 |
-0.2% |
91.750 |
Close |
92.713 |
92.971 |
0.258 |
0.3% |
92.520 |
Range |
0.805 |
1.540 |
0.735 |
91.3% |
1.375 |
ATR |
0.608 |
0.674 |
0.067 |
11.0% |
0.000 |
Volume |
454 |
836 |
382 |
84.1% |
2,426 |
|
Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.454 |
96.752 |
93.818 |
|
R3 |
95.914 |
95.212 |
93.395 |
|
R2 |
94.374 |
94.374 |
93.253 |
|
R1 |
93.672 |
93.672 |
93.112 |
94.023 |
PP |
92.834 |
92.834 |
92.834 |
93.009 |
S1 |
92.132 |
92.132 |
92.830 |
92.483 |
S2 |
91.294 |
91.294 |
92.689 |
|
S3 |
89.754 |
90.592 |
92.548 |
|
S4 |
88.214 |
89.052 |
92.124 |
|
|
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 |
93.535 |
91.995 |
1.540 |
1.7% |
0.856 |
0.9% |
63% |
True |
True |
630 |
10 |
93.535 |
91.195 |
2.340 |
2.5% |
0.697 |
0.7% |
76% |
True |
False |
512 |
20 |
93.535 |
88.410 |
5.125 |
5.5% |
0.593 |
0.6% |
89% |
True |
False |
364 |
40 |
93.535 |
87.965 |
5.570 |
6.0% |
0.577 |
0.6% |
90% |
True |
False |
230 |
60 |
93.535 |
85.565 |
7.970 |
8.6% |
0.510 |
0.5% |
93% |
True |
False |
161 |
80 |
93.535 |
84.820 |
8.715 |
9.4% |
0.471 |
0.5% |
94% |
True |
False |
124 |
100 |
93.535 |
82.625 |
10.910 |
11.7% |
0.403 |
0.4% |
95% |
True |
False |
102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.080 |
2.618 |
97.567 |
1.618 |
96.027 |
1.000 |
95.075 |
0.618 |
94.487 |
HIGH |
93.535 |
0.618 |
92.947 |
0.500 |
92.765 |
0.382 |
92.583 |
LOW |
91.995 |
0.618 |
91.043 |
1.000 |
90.455 |
1.618 |
89.503 |
2.618 |
87.963 |
4.250 |
85.450 |
|
|
Fisher Pivots for day following 15-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
92.902 |
92.902 |
PP |
92.834 |
92.834 |
S1 |
92.765 |
92.765 |
|