ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 11-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2015 |
11-May-2015 |
Change |
Change % |
Previous Week |
Open |
94.745 |
94.880 |
0.135 |
0.1% |
95.400 |
High |
95.175 |
95.345 |
0.170 |
0.2% |
96.095 |
Low |
94.250 |
94.865 |
0.615 |
0.7% |
93.960 |
Close |
94.904 |
95.100 |
0.196 |
0.2% |
94.904 |
Range |
0.925 |
0.480 |
-0.445 |
-48.1% |
2.135 |
ATR |
1.056 |
1.015 |
-0.041 |
-3.9% |
0.000 |
Volume |
57,612 |
27,362 |
-30,250 |
-52.5% |
256,432 |
|
Daily Pivots for day following 11-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.543 |
96.302 |
95.364 |
|
R3 |
96.063 |
95.822 |
95.232 |
|
R2 |
95.583 |
95.583 |
95.188 |
|
R1 |
95.342 |
95.342 |
95.144 |
95.463 |
PP |
95.103 |
95.103 |
95.103 |
95.164 |
S1 |
94.862 |
94.862 |
95.056 |
94.983 |
S2 |
94.623 |
94.623 |
95.012 |
|
S3 |
94.143 |
94.382 |
94.968 |
|
S4 |
93.663 |
93.902 |
94.836 |
|
|
Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.391 |
100.283 |
96.078 |
|
R3 |
99.256 |
98.148 |
95.491 |
|
R2 |
97.121 |
97.121 |
95.295 |
|
R1 |
96.013 |
96.013 |
95.100 |
95.500 |
PP |
94.986 |
94.986 |
94.986 |
94.730 |
S1 |
93.878 |
93.878 |
94.708 |
93.365 |
S2 |
92.851 |
92.851 |
94.513 |
|
S3 |
90.716 |
91.743 |
94.317 |
|
S4 |
88.581 |
89.608 |
93.730 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.095 |
93.960 |
2.135 |
2.2% |
0.971 |
1.0% |
53% |
False |
False |
50,916 |
10 |
97.100 |
93.960 |
3.140 |
3.3% |
1.001 |
1.1% |
36% |
False |
False |
57,464 |
20 |
99.985 |
93.960 |
6.025 |
6.3% |
1.015 |
1.1% |
19% |
False |
False |
54,781 |
40 |
100.715 |
93.960 |
6.755 |
7.1% |
1.169 |
1.2% |
17% |
False |
False |
56,392 |
60 |
100.785 |
93.960 |
6.825 |
7.2% |
1.044 |
1.1% |
17% |
False |
False |
44,531 |
80 |
100.785 |
91.995 |
8.790 |
9.2% |
1.018 |
1.1% |
35% |
False |
False |
33,623 |
100 |
100.785 |
88.115 |
12.670 |
13.3% |
0.926 |
1.0% |
55% |
False |
False |
26,963 |
120 |
100.785 |
87.500 |
13.285 |
14.0% |
0.864 |
0.9% |
57% |
False |
False |
22,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.385 |
2.618 |
96.602 |
1.618 |
96.122 |
1.000 |
95.825 |
0.618 |
95.642 |
HIGH |
95.345 |
0.618 |
95.162 |
0.500 |
95.105 |
0.382 |
95.048 |
LOW |
94.865 |
0.618 |
94.568 |
1.000 |
94.385 |
1.618 |
94.088 |
2.618 |
93.608 |
4.250 |
92.825 |
|
|
Fisher Pivots for day following 11-May-2015 |
Pivot |
1 day |
3 day |
R1 |
95.105 |
94.953 |
PP |
95.103 |
94.807 |
S1 |
95.102 |
94.660 |
|