ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 20-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2015 |
20-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
93.005 |
93.515 |
0.510 |
0.5% |
92.380 |
High |
93.820 |
93.800 |
-0.020 |
0.0% |
93.820 |
Low |
92.790 |
93.320 |
0.530 |
0.6% |
91.995 |
Close |
93.275 |
93.789 |
0.514 |
0.6% |
93.275 |
Range |
1.030 |
0.480 |
-0.550 |
-53.4% |
1.825 |
ATR |
0.700 |
0.687 |
-0.012 |
-1.8% |
0.000 |
Volume |
1,540 |
325 |
-1,215 |
-78.9% |
4,238 |
|
Daily Pivots for day following 20-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.076 |
94.913 |
94.053 |
|
R3 |
94.596 |
94.433 |
93.921 |
|
R2 |
94.116 |
94.116 |
93.877 |
|
R1 |
93.953 |
93.953 |
93.833 |
94.035 |
PP |
93.636 |
93.636 |
93.636 |
93.677 |
S1 |
93.473 |
93.473 |
93.745 |
93.555 |
S2 |
93.156 |
93.156 |
93.701 |
|
S3 |
92.676 |
92.993 |
93.657 |
|
S4 |
92.196 |
92.513 |
93.525 |
|
|
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 |
1.9% |
0.886 |
0.9% |
98% |
False |
False |
806 |
10 |
93.820 |
91.750 |
2.070 |
2.2% |
0.736 |
0.8% |
99% |
False |
False |
675 |
20 |
93.820 |
89.715 |
4.105 |
4.4% |
0.586 |
0.6% |
99% |
False |
False |
427 |
40 |
93.820 |
87.965 |
5.855 |
6.2% |
0.602 |
0.6% |
99% |
False |
False |
273 |
60 |
93.820 |
85.565 |
8.255 |
8.8% |
0.529 |
0.6% |
100% |
False |
False |
192 |
80 |
93.820 |
84.895 |
8.925 |
9.5% |
0.488 |
0.5% |
100% |
False |
False |
147 |
100 |
93.820 |
82.625 |
11.195 |
11.9% |
0.416 |
0.4% |
100% |
False |
False |
120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.840 |
2.618 |
95.057 |
1.618 |
94.577 |
1.000 |
94.280 |
0.618 |
94.097 |
HIGH |
93.800 |
0.618 |
93.617 |
0.500 |
93.560 |
0.382 |
93.503 |
LOW |
93.320 |
0.618 |
93.023 |
1.000 |
92.840 |
1.618 |
92.543 |
2.618 |
92.063 |
4.250 |
91.280 |
|
|
Fisher Pivots for day following 20-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
93.713 |
93.495 |
PP |
93.636 |
93.201 |
S1 |
93.560 |
92.908 |
|