ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 27-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
96.000 |
96.040 |
0.040 |
0.0% |
93.515 |
High |
96.475 |
96.095 |
-0.380 |
-0.4% |
96.300 |
Low |
95.700 |
94.730 |
-0.970 |
-1.0% |
92.880 |
Close |
95.854 |
95.023 |
-0.831 |
-0.9% |
95.708 |
Range |
0.775 |
1.365 |
0.590 |
76.1% |
3.420 |
ATR |
0.838 |
0.876 |
0.038 |
4.5% |
0.000 |
Volume |
1,056 |
721 |
-335 |
-31.7% |
2,475 |
|
Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.378 |
98.565 |
95.774 |
|
R3 |
98.013 |
97.200 |
95.398 |
|
R2 |
96.648 |
96.648 |
95.273 |
|
R1 |
95.835 |
95.835 |
95.148 |
95.559 |
PP |
95.283 |
95.283 |
95.283 |
95.145 |
S1 |
94.470 |
94.470 |
94.898 |
94.194 |
S2 |
93.918 |
93.918 |
94.773 |
|
S3 |
92.553 |
93.105 |
94.648 |
|
S4 |
91.188 |
91.740 |
94.272 |
|
|
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% |
1.300 |
1.4% |
60% |
False |
False |
785 |
10 |
96.475 |
91.995 |
4.480 |
4.7% |
1.093 |
1.2% |
68% |
False |
False |
795 |
20 |
96.475 |
90.410 |
6.065 |
6.4% |
0.825 |
0.9% |
76% |
False |
False |
576 |
40 |
96.475 |
88.115 |
8.360 |
8.8% |
0.711 |
0.7% |
83% |
False |
False |
369 |
60 |
96.475 |
86.430 |
10.045 |
10.6% |
0.618 |
0.6% |
86% |
False |
False |
257 |
80 |
96.475 |
84.895 |
11.580 |
12.2% |
0.557 |
0.6% |
87% |
False |
False |
195 |
100 |
96.475 |
83.740 |
12.735 |
13.4% |
0.473 |
0.5% |
89% |
False |
False |
159 |
120 |
96.475 |
81.780 |
14.695 |
15.5% |
0.411 |
0.4% |
90% |
False |
False |
133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.896 |
2.618 |
99.669 |
1.618 |
98.304 |
1.000 |
97.460 |
0.618 |
96.939 |
HIGH |
96.095 |
0.618 |
95.574 |
0.500 |
95.413 |
0.382 |
95.251 |
LOW |
94.730 |
0.618 |
93.886 |
1.000 |
93.365 |
1.618 |
92.521 |
2.618 |
91.156 |
4.250 |
88.929 |
|
|
Fisher Pivots for day following 27-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
95.413 |
95.603 |
PP |
95.283 |
95.409 |
S1 |
95.153 |
95.216 |
|