ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 02-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2015 |
02-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
98.730 |
98.435 |
-0.295 |
-0.3% |
97.800 |
High |
98.975 |
98.565 |
-0.410 |
-0.4% |
98.550 |
Low |
98.255 |
97.555 |
-0.700 |
-0.7% |
96.315 |
Close |
98.475 |
97.673 |
-0.802 |
-0.8% |
97.520 |
Range |
0.720 |
1.010 |
0.290 |
40.3% |
2.235 |
ATR |
1.191 |
1.178 |
-0.013 |
-1.1% |
0.000 |
Volume |
48,579 |
40,553 |
-8,026 |
-16.5% |
304,144 |
|
Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.961 |
100.327 |
98.229 |
|
R3 |
99.951 |
99.317 |
97.951 |
|
R2 |
98.941 |
98.941 |
97.858 |
|
R1 |
98.307 |
98.307 |
97.766 |
98.119 |
PP |
97.931 |
97.931 |
97.931 |
97.837 |
S1 |
97.297 |
97.297 |
97.580 |
97.109 |
S2 |
96.921 |
96.921 |
97.488 |
|
S3 |
95.911 |
96.287 |
97.395 |
|
S4 |
94.901 |
95.277 |
97.118 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.167 |
103.078 |
98.749 |
|
R3 |
101.932 |
100.843 |
98.135 |
|
R2 |
99.697 |
99.697 |
97.930 |
|
R1 |
98.608 |
98.608 |
97.725 |
98.035 |
PP |
97.462 |
97.462 |
97.462 |
97.175 |
S1 |
96.373 |
96.373 |
97.315 |
95.800 |
S2 |
95.227 |
95.227 |
97.110 |
|
S3 |
92.992 |
94.138 |
96.905 |
|
S4 |
90.757 |
91.903 |
96.291 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.005 |
97.190 |
1.815 |
1.9% |
0.883 |
0.9% |
27% |
False |
False |
46,178 |
10 |
99.460 |
96.315 |
3.145 |
3.2% |
1.113 |
1.1% |
43% |
False |
False |
56,624 |
20 |
100.785 |
94.765 |
6.020 |
6.2% |
1.380 |
1.4% |
48% |
False |
False |
62,630 |
40 |
100.785 |
94.300 |
6.485 |
6.6% |
1.026 |
1.1% |
52% |
False |
False |
32,639 |
60 |
100.785 |
91.995 |
8.790 |
9.0% |
0.983 |
1.0% |
65% |
False |
False |
22,018 |
80 |
100.785 |
88.115 |
12.670 |
13.0% |
0.877 |
0.9% |
75% |
False |
False |
16,566 |
100 |
100.785 |
87.500 |
13.285 |
13.6% |
0.799 |
0.8% |
77% |
False |
False |
13,263 |
120 |
100.785 |
84.895 |
15.890 |
16.3% |
0.725 |
0.7% |
80% |
False |
False |
11,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.858 |
2.618 |
101.209 |
1.618 |
100.199 |
1.000 |
99.575 |
0.618 |
99.189 |
HIGH |
98.565 |
0.618 |
98.179 |
0.500 |
98.060 |
0.382 |
97.941 |
LOW |
97.555 |
0.618 |
96.931 |
1.000 |
96.545 |
1.618 |
95.921 |
2.618 |
94.911 |
4.250 |
93.263 |
|
|
Fisher Pivots for day following 02-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
98.060 |
98.280 |
PP |
97.931 |
98.078 |
S1 |
97.802 |
97.875 |
|