ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 22-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2015 |
22-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
93.740 |
93.600 |
-0.140 |
-0.1% |
92.380 |
High |
93.800 |
95.190 |
1.390 |
1.5% |
93.820 |
Low |
92.880 |
93.210 |
0.330 |
0.4% |
91.995 |
Close |
93.609 |
94.837 |
1.228 |
1.3% |
93.275 |
Range |
0.920 |
1.980 |
1.060 |
115.2% |
1.825 |
ATR |
0.704 |
0.795 |
0.091 |
12.9% |
0.000 |
Volume |
480 |
750 |
270 |
56.3% |
4,238 |
|
Daily Pivots for day following 22-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.352 |
99.575 |
95.926 |
|
R3 |
98.372 |
97.595 |
95.382 |
|
R2 |
96.392 |
96.392 |
95.200 |
|
R1 |
95.615 |
95.615 |
95.019 |
96.004 |
PP |
94.412 |
94.412 |
94.412 |
94.607 |
S1 |
93.635 |
93.635 |
94.656 |
94.024 |
S2 |
92.432 |
92.432 |
94.474 |
|
S3 |
90.452 |
91.655 |
94.293 |
|
S4 |
88.472 |
89.675 |
93.748 |
|
|
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 |
95.190 |
91.995 |
3.195 |
3.4% |
1.190 |
1.3% |
89% |
True |
False |
786 |
10 |
95.190 |
91.995 |
3.195 |
3.4% |
0.920 |
1.0% |
89% |
True |
False |
696 |
20 |
95.190 |
90.215 |
4.975 |
5.2% |
0.692 |
0.7% |
93% |
True |
False |
474 |
40 |
95.190 |
88.000 |
7.190 |
7.6% |
0.649 |
0.7% |
95% |
True |
False |
304 |
60 |
95.190 |
85.565 |
9.625 |
10.1% |
0.571 |
0.6% |
96% |
True |
False |
212 |
80 |
95.190 |
84.895 |
10.295 |
10.9% |
0.521 |
0.5% |
97% |
True |
False |
162 |
100 |
95.190 |
83.126 |
12.064 |
12.7% |
0.438 |
0.5% |
97% |
True |
False |
132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.605 |
2.618 |
100.374 |
1.618 |
98.394 |
1.000 |
97.170 |
0.618 |
96.414 |
HIGH |
95.190 |
0.618 |
94.434 |
0.500 |
94.200 |
0.382 |
93.966 |
LOW |
93.210 |
0.618 |
91.986 |
1.000 |
91.230 |
1.618 |
90.006 |
2.618 |
88.026 |
4.250 |
84.795 |
|
|
Fisher Pivots for day following 22-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
94.625 |
94.570 |
PP |
94.412 |
94.302 |
S1 |
94.200 |
94.035 |
|