ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 03-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
97.530 |
96.000 |
-1.530 |
-1.6% |
96.540 |
High |
97.610 |
96.575 |
-1.035 |
-1.1% |
97.880 |
Low |
95.710 |
95.230 |
-0.480 |
-0.5% |
96.530 |
Close |
95.878 |
95.509 |
-0.369 |
-0.4% |
96.986 |
Range |
1.900 |
1.345 |
-0.555 |
-29.2% |
1.350 |
ATR |
1.022 |
1.045 |
0.023 |
2.3% |
0.000 |
Volume |
86,878 |
75,831 |
-11,047 |
-12.7% |
231,072 |
|
Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.806 |
99.003 |
96.249 |
|
R3 |
98.461 |
97.658 |
95.879 |
|
R2 |
97.116 |
97.116 |
95.756 |
|
R1 |
96.313 |
96.313 |
95.632 |
96.042 |
PP |
95.771 |
95.771 |
95.771 |
95.636 |
S1 |
94.968 |
94.968 |
95.386 |
94.697 |
S2 |
94.426 |
94.426 |
95.262 |
|
S3 |
93.081 |
93.623 |
95.139 |
|
S4 |
91.736 |
92.278 |
94.769 |
|
|
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 |
97.760 |
95.230 |
2.530 |
2.6% |
1.045 |
1.1% |
11% |
False |
True |
65,308 |
10 |
97.880 |
94.880 |
3.000 |
3.1% |
0.983 |
1.0% |
21% |
False |
False |
60,146 |
20 |
97.880 |
93.155 |
4.725 |
4.9% |
0.987 |
1.0% |
50% |
False |
False |
53,783 |
40 |
100.270 |
93.155 |
7.115 |
7.4% |
1.003 |
1.0% |
33% |
False |
False |
54,260 |
60 |
100.785 |
93.155 |
7.630 |
8.0% |
1.132 |
1.2% |
31% |
False |
False |
57,487 |
80 |
100.785 |
93.155 |
7.630 |
8.0% |
1.013 |
1.1% |
31% |
False |
False |
44,313 |
100 |
100.785 |
91.995 |
8.790 |
9.2% |
1.001 |
1.0% |
40% |
False |
False |
35,614 |
120 |
100.785 |
88.115 |
12.670 |
13.3% |
0.924 |
1.0% |
58% |
False |
False |
29,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.291 |
2.618 |
100.096 |
1.618 |
98.751 |
1.000 |
97.920 |
0.618 |
97.406 |
HIGH |
96.575 |
0.618 |
96.061 |
0.500 |
95.903 |
0.382 |
95.744 |
LOW |
95.230 |
0.618 |
94.399 |
1.000 |
93.885 |
1.618 |
93.054 |
2.618 |
91.709 |
4.250 |
89.514 |
|
|
Fisher Pivots for day following 03-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
95.903 |
96.495 |
PP |
95.771 |
96.166 |
S1 |
95.640 |
95.838 |
|