ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 26-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
| Open |
95.460 |
96.540 |
1.080 |
1.1% |
93.310 |
| High |
96.355 |
97.470 |
1.115 |
1.2% |
96.355 |
| Low |
94.880 |
96.530 |
1.650 |
1.7% |
93.285 |
| Close |
96.110 |
97.407 |
1.297 |
1.3% |
96.110 |
| Range |
1.475 |
0.940 |
-0.535 |
-36.3% |
3.070 |
| ATR |
1.015 |
1.040 |
0.025 |
2.4% |
0.000 |
| Volume |
65,467 |
62,434 |
-3,033 |
-4.6% |
257,001 |
|
| Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.956 |
99.621 |
97.924 |
|
| R3 |
99.016 |
98.681 |
97.666 |
|
| R2 |
98.076 |
98.076 |
97.579 |
|
| R1 |
97.741 |
97.741 |
97.493 |
97.909 |
| PP |
97.136 |
97.136 |
97.136 |
97.219 |
| S1 |
96.801 |
96.801 |
97.321 |
96.969 |
| S2 |
96.196 |
96.196 |
97.235 |
|
| S3 |
95.256 |
95.861 |
97.149 |
|
| S4 |
94.316 |
94.921 |
96.890 |
|
|
| Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.460 |
103.355 |
97.799 |
|
| R3 |
101.390 |
100.285 |
96.954 |
|
| R2 |
98.320 |
98.320 |
96.673 |
|
| R1 |
97.215 |
97.215 |
96.391 |
97.768 |
| PP |
95.250 |
95.250 |
95.250 |
95.526 |
| S1 |
94.145 |
94.145 |
95.829 |
94.698 |
| S2 |
92.180 |
92.180 |
95.547 |
|
| S3 |
89.110 |
91.075 |
95.266 |
|
| S4 |
86.040 |
88.005 |
94.422 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.470 |
94.130 |
3.340 |
3.4% |
1.031 |
1.1% |
98% |
True |
False |
56,492 |
| 10 |
97.470 |
93.155 |
4.315 |
4.4% |
0.988 |
1.0% |
99% |
True |
False |
48,757 |
| 20 |
97.470 |
93.155 |
4.315 |
4.4% |
0.995 |
1.0% |
99% |
True |
False |
53,111 |
| 40 |
100.270 |
93.155 |
7.115 |
7.3% |
0.988 |
1.0% |
60% |
False |
False |
50,852 |
| 60 |
100.785 |
93.155 |
7.630 |
7.8% |
1.103 |
1.1% |
56% |
False |
False |
52,455 |
| 80 |
100.785 |
93.155 |
7.630 |
7.8% |
1.006 |
1.0% |
56% |
False |
False |
39,607 |
| 100 |
100.785 |
90.510 |
10.275 |
10.5% |
0.972 |
1.0% |
67% |
False |
False |
31,819 |
| 120 |
100.785 |
88.115 |
12.670 |
13.0% |
0.911 |
0.9% |
73% |
False |
False |
26,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.465 |
|
2.618 |
99.931 |
|
1.618 |
98.991 |
|
1.000 |
98.410 |
|
0.618 |
98.051 |
|
HIGH |
97.470 |
|
0.618 |
97.111 |
|
0.500 |
97.000 |
|
0.382 |
96.889 |
|
LOW |
96.530 |
|
0.618 |
95.949 |
|
1.000 |
95.590 |
|
1.618 |
95.009 |
|
2.618 |
94.069 |
|
4.250 |
92.535 |
|
|
| Fisher Pivots for day following 26-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
97.271 |
96.996 |
| PP |
97.136 |
96.586 |
| S1 |
97.000 |
96.175 |
|