ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 01-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
97.015 |
96.990 |
-0.025 |
0.0% |
96.540 |
High |
97.270 |
97.760 |
0.490 |
0.5% |
97.880 |
Low |
96.825 |
96.975 |
0.150 |
0.2% |
96.530 |
Close |
96.986 |
97.473 |
0.487 |
0.5% |
96.986 |
Range |
0.445 |
0.785 |
0.340 |
76.4% |
1.350 |
ATR |
0.968 |
0.955 |
-0.013 |
-1.3% |
0.000 |
Volume |
49,476 |
50,327 |
851 |
1.7% |
231,072 |
|
Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.758 |
99.400 |
97.905 |
|
R3 |
98.973 |
98.615 |
97.689 |
|
R2 |
98.188 |
98.188 |
97.617 |
|
R1 |
97.830 |
97.830 |
97.545 |
98.009 |
PP |
97.403 |
97.403 |
97.403 |
97.492 |
S1 |
97.045 |
97.045 |
97.401 |
97.224 |
S2 |
96.618 |
96.618 |
97.329 |
|
S3 |
95.833 |
96.260 |
97.257 |
|
S4 |
95.048 |
95.475 |
97.041 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.182 |
100.434 |
97.729 |
|
R3 |
99.832 |
99.084 |
97.357 |
|
R2 |
98.482 |
98.482 |
97.234 |
|
R1 |
97.734 |
97.734 |
97.110 |
98.108 |
PP |
97.132 |
97.132 |
97.132 |
97.319 |
S1 |
96.384 |
96.384 |
96.862 |
96.758 |
S2 |
95.782 |
95.782 |
96.739 |
|
S3 |
94.432 |
95.034 |
96.615 |
|
S4 |
93.082 |
93.684 |
96.244 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.880 |
96.530 |
1.350 |
1.4% |
0.759 |
0.8% |
70% |
False |
False |
56,279 |
10 |
97.880 |
93.285 |
4.595 |
4.7% |
0.905 |
0.9% |
91% |
False |
False |
53,840 |
20 |
97.880 |
93.155 |
4.725 |
4.8% |
0.910 |
0.9% |
91% |
False |
False |
49,516 |
40 |
100.270 |
93.155 |
7.115 |
7.3% |
0.974 |
1.0% |
61% |
False |
False |
51,965 |
60 |
100.785 |
93.155 |
7.630 |
7.8% |
1.110 |
1.1% |
57% |
False |
False |
55,520 |
80 |
100.785 |
93.155 |
7.630 |
7.8% |
1.000 |
1.0% |
57% |
False |
False |
42,302 |
100 |
100.785 |
91.995 |
8.790 |
9.0% |
0.979 |
1.0% |
62% |
False |
False |
33,997 |
120 |
100.785 |
88.115 |
12.670 |
13.0% |
0.909 |
0.9% |
74% |
False |
False |
28,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.096 |
2.618 |
99.815 |
1.618 |
99.030 |
1.000 |
98.545 |
0.618 |
98.245 |
HIGH |
97.760 |
0.618 |
97.460 |
0.500 |
97.368 |
0.382 |
97.275 |
LOW |
96.975 |
0.618 |
96.490 |
1.000 |
96.190 |
1.618 |
95.705 |
2.618 |
94.920 |
4.250 |
93.639 |
|
|
Fisher Pivots for day following 01-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
97.438 |
97.413 |
PP |
97.403 |
97.353 |
S1 |
97.368 |
97.293 |
|