ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 04-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2015 |
04-May-2015 |
Change |
Change % |
Previous Week |
| Open |
94.940 |
95.400 |
0.460 |
0.5% |
97.125 |
| High |
95.545 |
95.780 |
0.235 |
0.2% |
97.460 |
| Low |
94.600 |
95.180 |
0.580 |
0.6% |
94.470 |
| Close |
95.445 |
95.637 |
0.192 |
0.2% |
95.445 |
| Range |
0.945 |
0.600 |
-0.345 |
-36.5% |
2.990 |
| ATR |
1.081 |
1.046 |
-0.034 |
-3.2% |
0.000 |
| Volume |
53,207 |
29,211 |
-23,996 |
-45.1% |
330,931 |
|
| Daily Pivots for day following 04-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.332 |
97.085 |
95.967 |
|
| R3 |
96.732 |
96.485 |
95.802 |
|
| R2 |
96.132 |
96.132 |
95.747 |
|
| R1 |
95.885 |
95.885 |
95.692 |
96.009 |
| PP |
95.532 |
95.532 |
95.532 |
95.594 |
| S1 |
95.285 |
95.285 |
95.582 |
95.409 |
| S2 |
94.932 |
94.932 |
95.527 |
|
| S3 |
94.332 |
94.685 |
95.472 |
|
| S4 |
93.732 |
94.085 |
95.307 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.762 |
103.093 |
97.090 |
|
| R3 |
101.772 |
100.103 |
96.267 |
|
| R2 |
98.782 |
98.782 |
95.993 |
|
| R1 |
97.113 |
97.113 |
95.719 |
96.453 |
| PP |
95.792 |
95.792 |
95.792 |
95.461 |
| S1 |
94.123 |
94.123 |
95.171 |
93.463 |
| S2 |
92.802 |
92.802 |
94.897 |
|
| S3 |
89.812 |
91.133 |
94.623 |
|
| S4 |
86.822 |
88.143 |
93.801 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.100 |
94.470 |
2.630 |
2.7% |
1.031 |
1.1% |
44% |
False |
False |
64,012 |
| 10 |
98.695 |
94.470 |
4.225 |
4.4% |
0.975 |
1.0% |
28% |
False |
False |
53,496 |
| 20 |
100.270 |
94.470 |
5.800 |
6.1% |
1.021 |
1.1% |
20% |
False |
False |
54,317 |
| 40 |
100.785 |
94.470 |
6.315 |
6.6% |
1.190 |
1.2% |
18% |
False |
False |
58,796 |
| 60 |
100.785 |
94.420 |
6.365 |
6.7% |
1.023 |
1.1% |
19% |
False |
False |
40,368 |
| 80 |
100.785 |
91.995 |
8.790 |
9.2% |
0.998 |
1.0% |
41% |
False |
False |
30,478 |
| 100 |
100.785 |
88.115 |
12.670 |
13.2% |
0.910 |
1.0% |
59% |
False |
False |
24,427 |
| 120 |
100.785 |
87.500 |
13.285 |
13.9% |
0.838 |
0.9% |
61% |
False |
False |
20,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.330 |
|
2.618 |
97.351 |
|
1.618 |
96.751 |
|
1.000 |
96.380 |
|
0.618 |
96.151 |
|
HIGH |
95.780 |
|
0.618 |
95.551 |
|
0.500 |
95.480 |
|
0.382 |
95.409 |
|
LOW |
95.180 |
|
0.618 |
94.809 |
|
1.000 |
94.580 |
|
1.618 |
94.209 |
|
2.618 |
93.609 |
|
4.250 |
92.630 |
|
|
| Fisher Pivots for day following 04-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.585 |
95.466 |
| PP |
95.532 |
95.296 |
| S1 |
95.480 |
95.125 |
|