ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 10-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
95.270 |
95.100 |
-0.170 |
-0.2% |
96.990 |
| High |
95.605 |
95.255 |
-0.350 |
-0.4% |
97.760 |
| Low |
94.860 |
94.300 |
-0.560 |
-0.6% |
94.670 |
| Close |
95.172 |
94.651 |
-0.521 |
-0.5% |
96.361 |
| Range |
0.745 |
0.955 |
0.210 |
28.2% |
3.090 |
| ATR |
1.091 |
1.081 |
-0.010 |
-0.9% |
0.000 |
| Volume |
52,052 |
82,058 |
30,006 |
57.6% |
350,403 |
|
| Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.600 |
97.081 |
95.176 |
|
| R3 |
96.645 |
96.126 |
94.914 |
|
| R2 |
95.690 |
95.690 |
94.826 |
|
| R1 |
95.171 |
95.171 |
94.739 |
94.953 |
| PP |
94.735 |
94.735 |
94.735 |
94.627 |
| S1 |
94.216 |
94.216 |
94.563 |
93.998 |
| S2 |
93.780 |
93.780 |
94.476 |
|
| S3 |
92.825 |
93.261 |
94.388 |
|
| S4 |
91.870 |
92.306 |
94.126 |
|
|
| 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 |
96.955 |
94.300 |
2.655 |
2.8% |
1.177 |
1.2% |
13% |
False |
True |
65,804 |
| 10 |
97.760 |
94.300 |
3.460 |
3.7% |
1.111 |
1.2% |
10% |
False |
True |
65,556 |
| 20 |
97.880 |
93.155 |
4.725 |
5.0% |
1.046 |
1.1% |
32% |
False |
False |
58,306 |
| 40 |
99.580 |
93.155 |
6.425 |
6.8% |
1.019 |
1.1% |
23% |
False |
False |
55,697 |
| 60 |
100.270 |
93.155 |
7.115 |
7.5% |
1.128 |
1.2% |
21% |
False |
False |
56,336 |
| 80 |
100.785 |
93.155 |
7.630 |
8.1% |
1.051 |
1.1% |
20% |
False |
False |
48,359 |
| 100 |
100.785 |
92.790 |
7.995 |
8.4% |
1.017 |
1.1% |
23% |
False |
False |
38,872 |
| 120 |
100.785 |
88.410 |
12.375 |
13.1% |
0.947 |
1.0% |
50% |
False |
False |
32,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.314 |
|
2.618 |
97.755 |
|
1.618 |
96.800 |
|
1.000 |
96.210 |
|
0.618 |
95.845 |
|
HIGH |
95.255 |
|
0.618 |
94.890 |
|
0.500 |
94.778 |
|
0.382 |
94.665 |
|
LOW |
94.300 |
|
0.618 |
93.710 |
|
1.000 |
93.345 |
|
1.618 |
92.755 |
|
2.618 |
91.800 |
|
4.250 |
90.241 |
|
|
| Fisher Pivots for day following 10-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
94.778 |
95.448 |
| PP |
94.735 |
95.182 |
| S1 |
94.693 |
94.917 |
|