ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 12-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2015 |
12-May-2015 |
Change |
Change % |
Previous Week |
| Open |
94.880 |
95.150 |
0.270 |
0.3% |
95.400 |
| High |
95.345 |
95.250 |
-0.095 |
-0.1% |
96.095 |
| Low |
94.865 |
94.305 |
-0.560 |
-0.6% |
93.960 |
| Close |
95.100 |
94.606 |
-0.494 |
-0.5% |
94.904 |
| Range |
0.480 |
0.945 |
0.465 |
96.9% |
2.135 |
| ATR |
1.015 |
1.010 |
-0.005 |
-0.5% |
0.000 |
| Volume |
27,362 |
32,138 |
4,776 |
17.5% |
256,432 |
|
| Daily Pivots for day following 12-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.555 |
97.026 |
95.126 |
|
| R3 |
96.610 |
96.081 |
94.866 |
|
| R2 |
95.665 |
95.665 |
94.779 |
|
| R1 |
95.136 |
95.136 |
94.693 |
94.928 |
| PP |
94.720 |
94.720 |
94.720 |
94.617 |
| S1 |
94.191 |
94.191 |
94.519 |
93.983 |
| S2 |
93.775 |
93.775 |
94.433 |
|
| S3 |
92.830 |
93.246 |
94.346 |
|
| S4 |
91.885 |
92.301 |
94.086 |
|
|
| 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 |
95.345 |
93.960 |
1.385 |
1.5% |
0.940 |
1.0% |
47% |
False |
False |
47,711 |
| 10 |
96.295 |
93.960 |
2.335 |
2.5% |
0.996 |
1.1% |
28% |
False |
False |
55,462 |
| 20 |
99.580 |
93.960 |
5.620 |
5.9% |
0.991 |
1.0% |
11% |
False |
False |
53,088 |
| 40 |
100.270 |
93.960 |
6.310 |
6.7% |
1.169 |
1.2% |
10% |
False |
False |
55,351 |
| 60 |
100.785 |
93.960 |
6.825 |
7.2% |
1.052 |
1.1% |
9% |
False |
False |
45,043 |
| 80 |
100.785 |
92.790 |
7.995 |
8.5% |
1.010 |
1.1% |
23% |
False |
False |
34,014 |
| 100 |
100.785 |
88.410 |
12.375 |
13.1% |
0.927 |
1.0% |
50% |
False |
False |
27,284 |
| 120 |
100.785 |
87.965 |
12.820 |
13.6% |
0.866 |
0.9% |
52% |
False |
False |
22,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.266 |
|
2.618 |
97.724 |
|
1.618 |
96.779 |
|
1.000 |
96.195 |
|
0.618 |
95.834 |
|
HIGH |
95.250 |
|
0.618 |
94.889 |
|
0.500 |
94.778 |
|
0.382 |
94.666 |
|
LOW |
94.305 |
|
0.618 |
93.721 |
|
1.000 |
93.360 |
|
1.618 |
92.776 |
|
2.618 |
91.831 |
|
4.250 |
90.289 |
|
|
| Fisher Pivots for day following 12-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
94.778 |
94.798 |
| PP |
94.720 |
94.734 |
| S1 |
94.663 |
94.670 |
|