ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 11-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
95.100 |
94.740 |
-0.360 |
-0.4% |
96.990 |
High |
95.255 |
95.630 |
0.375 |
0.4% |
97.760 |
Low |
94.300 |
94.635 |
0.335 |
0.4% |
94.670 |
Close |
94.651 |
94.980 |
0.329 |
0.3% |
96.361 |
Range |
0.955 |
0.995 |
0.040 |
4.2% |
3.090 |
ATR |
1.081 |
1.075 |
-0.006 |
-0.6% |
0.000 |
Volume |
82,058 |
37,628 |
-44,430 |
-54.1% |
350,403 |
|
Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.067 |
97.518 |
95.527 |
|
R3 |
97.072 |
96.523 |
95.254 |
|
R2 |
96.077 |
96.077 |
95.162 |
|
R1 |
95.528 |
95.528 |
95.071 |
95.803 |
PP |
95.082 |
95.082 |
95.082 |
95.219 |
S1 |
94.533 |
94.533 |
94.889 |
94.808 |
S2 |
94.087 |
94.087 |
94.798 |
|
S3 |
93.092 |
93.538 |
94.706 |
|
S4 |
92.097 |
92.543 |
94.433 |
|
|
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% |
1.185 |
1.2% |
26% |
False |
False |
60,854 |
10 |
97.760 |
94.300 |
3.460 |
3.6% |
1.136 |
1.2% |
20% |
False |
False |
62,916 |
20 |
97.880 |
93.155 |
4.725 |
5.0% |
1.038 |
1.1% |
39% |
False |
False |
58,144 |
40 |
98.925 |
93.155 |
5.770 |
6.1% |
1.014 |
1.1% |
32% |
False |
False |
54,733 |
60 |
100.270 |
93.155 |
7.115 |
7.5% |
1.133 |
1.2% |
26% |
False |
False |
56,215 |
80 |
100.785 |
93.155 |
7.630 |
8.0% |
1.055 |
1.1% |
24% |
False |
False |
48,825 |
100 |
100.785 |
92.880 |
7.905 |
8.3% |
1.017 |
1.1% |
27% |
False |
False |
39,233 |
120 |
100.785 |
89.455 |
11.330 |
11.9% |
0.945 |
1.0% |
49% |
False |
False |
32,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.859 |
2.618 |
98.235 |
1.618 |
97.240 |
1.000 |
96.625 |
0.618 |
96.245 |
HIGH |
95.630 |
0.618 |
95.250 |
0.500 |
95.133 |
0.382 |
95.015 |
LOW |
94.635 |
0.618 |
94.020 |
1.000 |
93.640 |
1.618 |
93.025 |
2.618 |
92.030 |
4.250 |
90.406 |
|
|
Fisher Pivots for day following 11-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
95.133 |
94.975 |
PP |
95.082 |
94.970 |
S1 |
95.031 |
94.965 |
|