ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 26-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
94.920 |
96.000 |
1.080 |
1.1% |
93.515 |
High |
96.300 |
96.475 |
0.175 |
0.2% |
96.300 |
Low |
94.840 |
95.700 |
0.860 |
0.9% |
92.880 |
Close |
95.708 |
95.854 |
0.146 |
0.2% |
95.708 |
Range |
1.460 |
0.775 |
-0.685 |
-46.9% |
3.420 |
ATR |
0.843 |
0.838 |
-0.005 |
-0.6% |
0.000 |
Volume |
920 |
1,056 |
136 |
14.8% |
2,475 |
|
Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.335 |
97.869 |
96.280 |
|
R3 |
97.560 |
97.094 |
96.067 |
|
R2 |
96.785 |
96.785 |
95.996 |
|
R1 |
96.319 |
96.319 |
95.925 |
96.165 |
PP |
96.010 |
96.010 |
96.010 |
95.932 |
S1 |
95.544 |
95.544 |
95.783 |
95.390 |
S2 |
95.235 |
95.235 |
95.712 |
|
S3 |
94.460 |
94.769 |
95.641 |
|
S4 |
93.685 |
93.994 |
95.428 |
|
|
Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.223 |
103.885 |
97.589 |
|
R3 |
101.803 |
100.465 |
96.649 |
|
R2 |
98.383 |
98.383 |
96.335 |
|
R1 |
97.045 |
97.045 |
96.022 |
97.714 |
PP |
94.963 |
94.963 |
94.963 |
95.297 |
S1 |
93.625 |
93.625 |
95.395 |
94.294 |
S2 |
91.543 |
91.543 |
95.081 |
|
S3 |
88.123 |
90.205 |
94.768 |
|
S4 |
84.703 |
86.785 |
93.827 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.475 |
92.880 |
3.595 |
3.8% |
1.123 |
1.2% |
83% |
True |
False |
706 |
10 |
96.475 |
91.995 |
4.480 |
4.7% |
1.035 |
1.1% |
86% |
True |
False |
776 |
20 |
96.475 |
90.395 |
6.080 |
6.3% |
0.769 |
0.8% |
90% |
True |
False |
540 |
40 |
96.475 |
88.000 |
8.475 |
8.8% |
0.689 |
0.7% |
93% |
True |
False |
351 |
60 |
96.475 |
85.565 |
10.910 |
11.4% |
0.609 |
0.6% |
94% |
True |
False |
245 |
80 |
96.475 |
84.895 |
11.580 |
12.1% |
0.540 |
0.6% |
95% |
True |
False |
186 |
100 |
96.475 |
83.280 |
13.195 |
13.8% |
0.460 |
0.5% |
95% |
True |
False |
152 |
120 |
96.475 |
81.780 |
14.695 |
15.3% |
0.399 |
0.4% |
96% |
True |
False |
127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.769 |
2.618 |
98.504 |
1.618 |
97.729 |
1.000 |
97.250 |
0.618 |
96.954 |
HIGH |
96.475 |
0.618 |
96.179 |
0.500 |
96.088 |
0.382 |
95.996 |
LOW |
95.700 |
0.618 |
95.221 |
1.000 |
94.925 |
1.618 |
94.446 |
2.618 |
93.671 |
4.250 |
92.406 |
|
|
Fisher Pivots for day following 26-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
96.088 |
95.517 |
PP |
96.010 |
95.180 |
S1 |
95.932 |
94.843 |
|