ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 04-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
96.000 |
95.430 |
-0.570 |
-0.6% |
96.540 |
High |
96.575 |
95.625 |
-0.950 |
-1.0% |
97.880 |
Low |
95.230 |
94.670 |
-0.560 |
-0.6% |
96.530 |
Close |
95.509 |
95.493 |
-0.016 |
0.0% |
96.986 |
Range |
1.345 |
0.955 |
-0.390 |
-29.0% |
1.350 |
ATR |
1.045 |
1.039 |
-0.006 |
-0.6% |
0.000 |
Volume |
75,831 |
62,375 |
-13,456 |
-17.7% |
231,072 |
|
Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.128 |
97.765 |
96.018 |
|
R3 |
97.173 |
96.810 |
95.756 |
|
R2 |
96.218 |
96.218 |
95.668 |
|
R1 |
95.855 |
95.855 |
95.581 |
96.037 |
PP |
95.263 |
95.263 |
95.263 |
95.353 |
S1 |
94.900 |
94.900 |
95.405 |
95.082 |
S2 |
94.308 |
94.308 |
95.318 |
|
S3 |
93.353 |
93.945 |
95.230 |
|
S4 |
92.398 |
92.990 |
94.968 |
|
|
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 |
94.670 |
3.090 |
3.2% |
1.086 |
1.1% |
27% |
False |
True |
64,977 |
10 |
97.880 |
94.670 |
3.210 |
3.4% |
1.018 |
1.1% |
26% |
False |
True |
61,140 |
20 |
97.880 |
93.155 |
4.725 |
4.9% |
0.965 |
1.0% |
49% |
False |
False |
53,011 |
40 |
100.270 |
93.155 |
7.115 |
7.5% |
1.003 |
1.0% |
33% |
False |
False |
54,599 |
60 |
100.785 |
93.155 |
7.630 |
8.0% |
1.133 |
1.2% |
31% |
False |
False |
57,850 |
80 |
100.785 |
93.155 |
7.630 |
8.0% |
1.018 |
1.1% |
31% |
False |
False |
45,076 |
100 |
100.785 |
91.995 |
8.790 |
9.2% |
1.005 |
1.1% |
40% |
False |
False |
36,233 |
120 |
100.785 |
88.115 |
12.670 |
13.3% |
0.927 |
1.0% |
58% |
False |
False |
30,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.684 |
2.618 |
98.125 |
1.618 |
97.170 |
1.000 |
96.580 |
0.618 |
96.215 |
HIGH |
95.625 |
0.618 |
95.260 |
0.500 |
95.148 |
0.382 |
95.035 |
LOW |
94.670 |
0.618 |
94.080 |
1.000 |
93.715 |
1.618 |
93.125 |
2.618 |
92.170 |
4.250 |
90.611 |
|
|
Fisher Pivots for day following 04-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
95.378 |
96.140 |
PP |
95.263 |
95.924 |
S1 |
95.148 |
95.709 |
|