ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 27-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2015 |
27-May-2015 |
Change |
Change % |
Previous Week |
| Open |
96.540 |
97.315 |
0.775 |
0.8% |
93.310 |
| High |
97.470 |
97.880 |
0.410 |
0.4% |
96.355 |
| Low |
96.530 |
97.005 |
0.475 |
0.5% |
93.285 |
| Close |
97.407 |
97.474 |
0.067 |
0.1% |
96.110 |
| Range |
0.940 |
0.875 |
-0.065 |
-6.9% |
3.070 |
| ATR |
1.040 |
1.028 |
-0.012 |
-1.1% |
0.000 |
| Volume |
62,434 |
55,132 |
-7,302 |
-11.7% |
257,001 |
|
| Daily Pivots for day following 27-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.078 |
99.651 |
97.955 |
|
| R3 |
99.203 |
98.776 |
97.715 |
|
| R2 |
98.328 |
98.328 |
97.634 |
|
| R1 |
97.901 |
97.901 |
97.554 |
98.115 |
| PP |
97.453 |
97.453 |
97.453 |
97.560 |
| S1 |
97.026 |
97.026 |
97.394 |
97.240 |
| S2 |
96.578 |
96.578 |
97.314 |
|
| S3 |
95.703 |
96.151 |
97.233 |
|
| S4 |
94.828 |
95.276 |
96.993 |
|
|
| 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 |
97.880 |
94.880 |
3.000 |
3.1% |
0.921 |
0.9% |
86% |
True |
False |
54,985 |
| 10 |
97.880 |
93.155 |
4.725 |
4.8% |
0.981 |
1.0% |
91% |
True |
False |
51,057 |
| 20 |
97.880 |
93.155 |
4.725 |
4.8% |
0.989 |
1.0% |
91% |
True |
False |
53,259 |
| 40 |
100.270 |
93.155 |
7.115 |
7.3% |
0.990 |
1.0% |
61% |
False |
False |
51,232 |
| 60 |
100.785 |
93.155 |
7.630 |
7.8% |
1.110 |
1.1% |
57% |
False |
False |
53,324 |
| 80 |
100.785 |
93.155 |
7.630 |
7.8% |
1.011 |
1.0% |
57% |
False |
False |
40,287 |
| 100 |
100.785 |
91.195 |
9.590 |
9.8% |
0.976 |
1.0% |
65% |
False |
False |
32,368 |
| 120 |
100.785 |
88.115 |
12.670 |
13.0% |
0.913 |
0.9% |
74% |
False |
False |
27,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.599 |
|
2.618 |
100.171 |
|
1.618 |
99.296 |
|
1.000 |
98.755 |
|
0.618 |
98.421 |
|
HIGH |
97.880 |
|
0.618 |
97.546 |
|
0.500 |
97.443 |
|
0.382 |
97.339 |
|
LOW |
97.005 |
|
0.618 |
96.464 |
|
1.000 |
96.130 |
|
1.618 |
95.589 |
|
2.618 |
94.714 |
|
4.250 |
93.286 |
|
|
| Fisher Pivots for day following 27-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
97.464 |
97.109 |
| PP |
97.453 |
96.745 |
| S1 |
97.443 |
96.380 |
|