ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 27-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
97.535 |
97.125 |
-0.410 |
-0.4% |
97.600 |
High |
97.740 |
97.460 |
-0.280 |
-0.3% |
98.695 |
Low |
96.900 |
96.620 |
-0.280 |
-0.3% |
96.900 |
Close |
97.099 |
96.941 |
-0.158 |
-0.2% |
97.099 |
Range |
0.840 |
0.840 |
0.000 |
0.0% |
1.795 |
ATR |
1.080 |
1.063 |
-0.017 |
-1.6% |
0.000 |
Volume |
53,910 |
40,079 |
-13,831 |
-25.7% |
209,821 |
|
Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.527 |
99.074 |
97.403 |
|
R3 |
98.687 |
98.234 |
97.172 |
|
R2 |
97.847 |
97.847 |
97.095 |
|
R1 |
97.394 |
97.394 |
97.018 |
97.201 |
PP |
97.007 |
97.007 |
97.007 |
96.910 |
S1 |
96.554 |
96.554 |
96.864 |
96.361 |
S2 |
96.167 |
96.167 |
96.787 |
|
S3 |
95.327 |
95.714 |
96.710 |
|
S4 |
94.487 |
94.874 |
96.479 |
|
|
Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.950 |
101.819 |
98.086 |
|
R3 |
101.155 |
100.024 |
97.593 |
|
R2 |
99.360 |
99.360 |
97.428 |
|
R1 |
98.229 |
98.229 |
97.264 |
97.897 |
PP |
97.565 |
97.565 |
97.565 |
97.399 |
S1 |
96.434 |
96.434 |
96.934 |
96.102 |
S2 |
95.770 |
95.770 |
96.770 |
|
S3 |
93.975 |
94.639 |
96.605 |
|
S4 |
92.180 |
92.844 |
96.112 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.695 |
96.620 |
2.075 |
2.1% |
0.919 |
0.9% |
15% |
False |
True |
42,981 |
10 |
99.985 |
96.620 |
3.365 |
3.5% |
1.028 |
1.1% |
10% |
False |
True |
52,098 |
20 |
100.270 |
96.490 |
3.780 |
3.9% |
0.981 |
1.0% |
12% |
False |
False |
48,593 |
40 |
100.785 |
94.765 |
6.020 |
6.2% |
1.158 |
1.2% |
36% |
False |
False |
52,127 |
60 |
100.785 |
94.135 |
6.650 |
6.9% |
1.010 |
1.0% |
42% |
False |
False |
35,106 |
80 |
100.785 |
90.510 |
10.275 |
10.6% |
0.967 |
1.0% |
63% |
False |
False |
26,496 |
100 |
100.785 |
88.115 |
12.670 |
13.1% |
0.894 |
0.9% |
70% |
False |
False |
21,232 |
120 |
100.785 |
87.400 |
13.385 |
13.8% |
0.814 |
0.8% |
71% |
False |
False |
17,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.030 |
2.618 |
99.659 |
1.618 |
98.819 |
1.000 |
98.300 |
0.618 |
97.979 |
HIGH |
97.460 |
0.618 |
97.139 |
0.500 |
97.040 |
0.382 |
96.941 |
LOW |
96.620 |
0.618 |
96.101 |
1.000 |
95.780 |
1.618 |
95.261 |
2.618 |
94.421 |
4.250 |
93.050 |
|
|
Fisher Pivots for day following 27-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
97.040 |
97.633 |
PP |
97.007 |
97.402 |
S1 |
96.974 |
97.172 |
|