ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 20-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
97.890 |
97.600 |
-0.290 |
-0.3% |
99.660 |
High |
98.030 |
98.305 |
0.275 |
0.3% |
100.270 |
Low |
97.170 |
97.515 |
0.345 |
0.4% |
97.170 |
Close |
97.707 |
98.160 |
0.453 |
0.5% |
97.707 |
Range |
0.860 |
0.790 |
-0.070 |
-8.1% |
3.100 |
ATR |
1.153 |
1.127 |
-0.026 |
-2.2% |
0.000 |
Volume |
57,701 |
34,995 |
-22,706 |
-39.4% |
328,890 |
|
Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.363 |
100.052 |
98.595 |
|
R3 |
99.573 |
99.262 |
98.377 |
|
R2 |
98.783 |
98.783 |
98.305 |
|
R1 |
98.472 |
98.472 |
98.232 |
98.628 |
PP |
97.993 |
97.993 |
97.993 |
98.071 |
S1 |
97.682 |
97.682 |
98.088 |
97.838 |
S2 |
97.203 |
97.203 |
98.015 |
|
S3 |
96.413 |
96.892 |
97.943 |
|
S4 |
95.623 |
96.102 |
97.726 |
|
|
Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.682 |
105.795 |
99.412 |
|
R3 |
104.582 |
102.695 |
98.560 |
|
R2 |
101.482 |
101.482 |
98.275 |
|
R1 |
99.595 |
99.595 |
97.991 |
98.989 |
PP |
98.382 |
98.382 |
98.382 |
98.079 |
S1 |
96.495 |
96.495 |
97.423 |
95.889 |
S2 |
95.282 |
95.282 |
97.139 |
|
S3 |
92.182 |
93.395 |
96.855 |
|
S4 |
89.082 |
90.295 |
96.002 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.985 |
97.170 |
2.815 |
2.9% |
1.137 |
1.2% |
35% |
False |
False |
61,215 |
10 |
100.270 |
97.110 |
3.160 |
3.2% |
1.067 |
1.1% |
33% |
False |
False |
55,138 |
20 |
100.270 |
96.315 |
3.955 |
4.0% |
1.050 |
1.1% |
47% |
False |
False |
53,055 |
40 |
100.785 |
94.535 |
6.250 |
6.4% |
1.127 |
1.1% |
58% |
False |
False |
46,955 |
60 |
100.785 |
94.135 |
6.650 |
6.8% |
1.014 |
1.0% |
61% |
False |
False |
31,606 |
80 |
100.785 |
90.215 |
10.570 |
10.8% |
0.934 |
1.0% |
75% |
False |
False |
23,823 |
100 |
100.785 |
88.000 |
12.785 |
13.0% |
0.868 |
0.9% |
79% |
False |
False |
19,085 |
120 |
100.785 |
85.565 |
15.220 |
15.5% |
0.793 |
0.8% |
83% |
False |
False |
15,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.663 |
2.618 |
100.373 |
1.618 |
99.583 |
1.000 |
99.095 |
0.618 |
98.793 |
HIGH |
98.305 |
0.618 |
98.003 |
0.500 |
97.910 |
0.382 |
97.817 |
LOW |
97.515 |
0.618 |
97.027 |
1.000 |
96.725 |
1.618 |
96.237 |
2.618 |
95.447 |
4.250 |
94.158 |
|
|
Fisher Pivots for day following 20-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
98.077 |
98.123 |
PP |
97.993 |
98.085 |
S1 |
97.910 |
98.048 |
|