ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 05-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2015 |
05-May-2015 |
Change |
Change % |
Previous Week |
| Open |
95.400 |
95.595 |
0.195 |
0.2% |
97.125 |
| High |
95.780 |
96.095 |
0.315 |
0.3% |
97.460 |
| Low |
95.180 |
94.995 |
-0.185 |
-0.2% |
94.470 |
| Close |
95.637 |
95.202 |
-0.435 |
-0.5% |
95.445 |
| Range |
0.600 |
1.100 |
0.500 |
83.3% |
2.990 |
| ATR |
1.046 |
1.050 |
0.004 |
0.4% |
0.000 |
| Volume |
29,211 |
48,164 |
18,953 |
64.9% |
330,931 |
|
| Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.731 |
98.066 |
95.807 |
|
| R3 |
97.631 |
96.966 |
95.505 |
|
| R2 |
96.531 |
96.531 |
95.404 |
|
| R1 |
95.866 |
95.866 |
95.303 |
95.649 |
| PP |
95.431 |
95.431 |
95.431 |
95.322 |
| S1 |
94.766 |
94.766 |
95.101 |
94.549 |
| S2 |
94.331 |
94.331 |
95.000 |
|
| S3 |
93.231 |
93.666 |
94.900 |
|
| S4 |
92.131 |
92.566 |
94.597 |
|
|
| 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 |
96.295 |
94.470 |
1.825 |
1.9% |
1.052 |
1.1% |
40% |
False |
False |
63,212 |
| 10 |
98.645 |
94.470 |
4.175 |
4.4% |
0.998 |
1.0% |
18% |
False |
False |
54,420 |
| 20 |
100.270 |
94.470 |
5.800 |
6.1% |
1.019 |
1.1% |
13% |
False |
False |
54,736 |
| 40 |
100.785 |
94.470 |
6.315 |
6.6% |
1.205 |
1.3% |
12% |
False |
False |
59,340 |
| 60 |
100.785 |
94.470 |
6.315 |
6.6% |
1.021 |
1.1% |
12% |
False |
False |
41,156 |
| 80 |
100.785 |
91.995 |
8.790 |
9.2% |
1.005 |
1.1% |
36% |
False |
False |
31,071 |
| 100 |
100.785 |
88.115 |
12.670 |
13.3% |
0.911 |
1.0% |
56% |
False |
False |
24,903 |
| 120 |
100.785 |
87.500 |
13.285 |
14.0% |
0.843 |
0.9% |
58% |
False |
False |
20,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.770 |
|
2.618 |
98.975 |
|
1.618 |
97.875 |
|
1.000 |
97.195 |
|
0.618 |
96.775 |
|
HIGH |
96.095 |
|
0.618 |
95.675 |
|
0.500 |
95.545 |
|
0.382 |
95.415 |
|
LOW |
94.995 |
|
0.618 |
94.315 |
|
1.000 |
93.895 |
|
1.618 |
93.215 |
|
2.618 |
92.115 |
|
4.250 |
90.320 |
|
|
| Fisher Pivots for day following 05-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.545 |
95.348 |
| PP |
95.431 |
95.299 |
| S1 |
95.316 |
95.251 |
|