ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 08-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
95.715 |
96.445 |
0.730 |
0.8% |
96.990 |
High |
96.955 |
96.595 |
-0.360 |
-0.4% |
97.760 |
Low |
95.240 |
95.080 |
-0.160 |
-0.2% |
94.670 |
Close |
96.361 |
95.323 |
-1.038 |
-1.1% |
96.361 |
Range |
1.715 |
1.515 |
-0.200 |
-11.7% |
3.090 |
ATR |
1.087 |
1.118 |
0.031 |
2.8% |
0.000 |
Volume |
74,992 |
57,543 |
-17,449 |
-23.3% |
350,403 |
|
Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.211 |
99.282 |
96.156 |
|
R3 |
98.696 |
97.767 |
95.740 |
|
R2 |
97.181 |
97.181 |
95.601 |
|
R1 |
96.252 |
96.252 |
95.462 |
95.959 |
PP |
95.666 |
95.666 |
95.666 |
95.520 |
S1 |
94.737 |
94.737 |
95.184 |
94.444 |
S2 |
94.151 |
94.151 |
95.045 |
|
S3 |
92.636 |
93.222 |
94.906 |
|
S4 |
91.121 |
91.707 |
94.490 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.534 |
104.037 |
98.061 |
|
R3 |
102.444 |
100.947 |
97.211 |
|
R2 |
99.354 |
99.354 |
96.928 |
|
R1 |
97.857 |
97.857 |
96.644 |
97.061 |
PP |
96.264 |
96.264 |
96.264 |
95.865 |
S1 |
94.767 |
94.767 |
96.078 |
93.971 |
S2 |
93.174 |
93.174 |
95.795 |
|
S3 |
90.084 |
91.677 |
95.511 |
|
S4 |
86.994 |
88.587 |
94.662 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.610 |
94.670 |
2.940 |
3.1% |
1.486 |
1.6% |
22% |
False |
False |
71,523 |
10 |
97.880 |
94.670 |
3.210 |
3.4% |
1.123 |
1.2% |
20% |
False |
False |
63,901 |
20 |
97.880 |
93.155 |
4.725 |
5.0% |
1.032 |
1.1% |
46% |
False |
False |
54,576 |
40 |
100.270 |
93.155 |
7.115 |
7.5% |
1.032 |
1.1% |
30% |
False |
False |
55,439 |
60 |
100.785 |
93.155 |
7.630 |
8.0% |
1.136 |
1.2% |
28% |
False |
False |
56,882 |
80 |
100.785 |
93.155 |
7.630 |
8.0% |
1.047 |
1.1% |
28% |
False |
False |
46,706 |
100 |
100.785 |
91.995 |
8.790 |
9.2% |
1.024 |
1.1% |
38% |
False |
False |
37,544 |
120 |
100.785 |
88.115 |
12.670 |
13.3% |
0.944 |
1.0% |
57% |
False |
False |
31,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.034 |
2.618 |
100.561 |
1.618 |
99.046 |
1.000 |
98.110 |
0.618 |
97.531 |
HIGH |
96.595 |
0.618 |
96.016 |
0.500 |
95.838 |
0.382 |
95.659 |
LOW |
95.080 |
0.618 |
94.144 |
1.000 |
93.565 |
1.618 |
92.629 |
2.618 |
91.114 |
4.250 |
88.641 |
|
|
Fisher Pivots for day following 08-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
95.838 |
95.813 |
PP |
95.666 |
95.649 |
S1 |
95.495 |
95.486 |
|