ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 02-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2015 |
02-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
96.990 |
97.530 |
0.540 |
0.6% |
96.540 |
High |
97.760 |
97.610 |
-0.150 |
-0.2% |
97.880 |
Low |
96.975 |
95.710 |
-1.265 |
-1.3% |
96.530 |
Close |
97.473 |
95.878 |
-1.595 |
-1.6% |
96.986 |
Range |
0.785 |
1.900 |
1.115 |
142.0% |
1.350 |
ATR |
0.955 |
1.022 |
0.068 |
7.1% |
0.000 |
Volume |
50,327 |
86,878 |
36,551 |
72.6% |
231,072 |
|
Daily Pivots for day following 02-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.099 |
100.889 |
96.923 |
|
R3 |
100.199 |
98.989 |
96.401 |
|
R2 |
98.299 |
98.299 |
96.226 |
|
R1 |
97.089 |
97.089 |
96.052 |
96.744 |
PP |
96.399 |
96.399 |
96.399 |
96.227 |
S1 |
95.189 |
95.189 |
95.704 |
94.844 |
S2 |
94.499 |
94.499 |
95.530 |
|
S3 |
92.599 |
93.289 |
95.356 |
|
S4 |
90.699 |
91.389 |
94.833 |
|
|
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 |
95.710 |
2.170 |
2.3% |
0.951 |
1.0% |
8% |
False |
True |
61,168 |
10 |
97.880 |
94.130 |
3.750 |
3.9% |
0.991 |
1.0% |
47% |
False |
False |
58,830 |
20 |
97.880 |
93.155 |
4.725 |
4.9% |
0.975 |
1.0% |
58% |
False |
False |
52,400 |
40 |
100.270 |
93.155 |
7.115 |
7.4% |
0.998 |
1.0% |
38% |
False |
False |
53,358 |
60 |
100.785 |
93.155 |
7.630 |
8.0% |
1.118 |
1.2% |
36% |
False |
False |
56,664 |
80 |
100.785 |
93.155 |
7.630 |
8.0% |
1.011 |
1.1% |
36% |
False |
False |
43,376 |
100 |
100.785 |
91.995 |
8.790 |
9.2% |
0.993 |
1.0% |
44% |
False |
False |
34,862 |
120 |
100.785 |
88.115 |
12.670 |
13.2% |
0.921 |
1.0% |
61% |
False |
False |
29,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.685 |
2.618 |
102.584 |
1.618 |
100.684 |
1.000 |
99.510 |
0.618 |
98.784 |
HIGH |
97.610 |
0.618 |
96.884 |
0.500 |
96.660 |
0.382 |
96.436 |
LOW |
95.710 |
0.618 |
94.536 |
1.000 |
93.810 |
1.618 |
92.636 |
2.618 |
90.736 |
4.250 |
87.635 |
|
|
Fisher Pivots for day following 02-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
96.660 |
96.735 |
PP |
96.399 |
96.449 |
S1 |
96.139 |
96.164 |
|