ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 16-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2015 |
16-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
92.720 |
93.005 |
0.285 |
0.3% |
92.380 |
High |
93.535 |
93.820 |
0.285 |
0.3% |
93.820 |
Low |
91.995 |
92.790 |
0.795 |
0.9% |
91.995 |
Close |
92.971 |
93.275 |
0.304 |
0.3% |
93.275 |
Range |
1.540 |
1.030 |
-0.510 |
-33.1% |
1.825 |
ATR |
0.674 |
0.700 |
0.025 |
3.8% |
0.000 |
Volume |
836 |
1,540 |
704 |
84.2% |
4,238 |
|
Daily Pivots for day following 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.385 |
95.860 |
93.842 |
|
R3 |
95.355 |
94.830 |
93.558 |
|
R2 |
94.325 |
94.325 |
93.464 |
|
R1 |
93.800 |
93.800 |
93.369 |
94.063 |
PP |
93.295 |
93.295 |
93.295 |
93.426 |
S1 |
92.770 |
92.770 |
93.181 |
93.033 |
S2 |
92.265 |
92.265 |
93.086 |
|
S3 |
91.235 |
91.740 |
92.992 |
|
S4 |
90.205 |
90.710 |
92.709 |
|
|
Weekly Pivots for week ending 16-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.505 |
97.715 |
94.279 |
|
R3 |
96.680 |
95.890 |
93.777 |
|
R2 |
94.855 |
94.855 |
93.610 |
|
R1 |
94.065 |
94.065 |
93.442 |
94.460 |
PP |
93.030 |
93.030 |
93.030 |
93.228 |
S1 |
92.240 |
92.240 |
93.108 |
92.635 |
S2 |
91.205 |
91.205 |
92.940 |
|
S3 |
89.380 |
90.415 |
92.773 |
|
S4 |
87.555 |
88.590 |
92.271 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.820 |
91.995 |
1.825 |
2.0% |
0.947 |
1.0% |
70% |
True |
False |
847 |
10 |
93.820 |
91.750 |
2.070 |
2.2% |
0.740 |
0.8% |
74% |
True |
False |
666 |
20 |
93.820 |
89.455 |
4.365 |
4.7% |
0.584 |
0.6% |
88% |
True |
False |
425 |
40 |
93.820 |
87.965 |
5.855 |
6.3% |
0.596 |
0.6% |
91% |
True |
False |
267 |
60 |
93.820 |
85.565 |
8.255 |
8.9% |
0.528 |
0.6% |
93% |
True |
False |
186 |
80 |
93.820 |
84.895 |
8.925 |
9.6% |
0.482 |
0.5% |
94% |
True |
False |
143 |
100 |
93.820 |
82.625 |
11.195 |
12.0% |
0.413 |
0.4% |
95% |
True |
False |
117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.198 |
2.618 |
96.517 |
1.618 |
95.487 |
1.000 |
94.850 |
0.618 |
94.457 |
HIGH |
93.820 |
0.618 |
93.427 |
0.500 |
93.305 |
0.382 |
93.183 |
LOW |
92.790 |
0.618 |
92.153 |
1.000 |
91.760 |
1.618 |
91.123 |
2.618 |
90.093 |
4.250 |
88.413 |
|
|
Fisher Pivots for day following 16-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
93.305 |
93.153 |
PP |
93.295 |
93.030 |
S1 |
93.285 |
92.908 |
|