ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 12-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
94.740 |
95.100 |
0.360 |
0.4% |
96.445 |
| High |
95.630 |
95.665 |
0.035 |
0.0% |
96.595 |
| Low |
94.635 |
94.670 |
0.035 |
0.0% |
94.300 |
| Close |
94.980 |
94.987 |
0.007 |
0.0% |
94.987 |
| Range |
0.995 |
0.995 |
0.000 |
0.0% |
2.295 |
| ATR |
1.075 |
1.070 |
-0.006 |
-0.5% |
0.000 |
| Volume |
37,628 |
36,247 |
-1,381 |
-3.7% |
265,528 |
|
| Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.092 |
97.535 |
95.534 |
|
| R3 |
97.097 |
96.540 |
95.261 |
|
| R2 |
96.102 |
96.102 |
95.169 |
|
| R1 |
95.545 |
95.545 |
95.078 |
95.326 |
| PP |
95.107 |
95.107 |
95.107 |
94.998 |
| S1 |
94.550 |
94.550 |
94.896 |
94.331 |
| S2 |
94.112 |
94.112 |
94.805 |
|
| S3 |
93.117 |
93.555 |
94.713 |
|
| S4 |
92.122 |
92.560 |
94.440 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.179 |
100.878 |
96.249 |
|
| R3 |
99.884 |
98.583 |
95.618 |
|
| R2 |
97.589 |
97.589 |
95.408 |
|
| R1 |
96.288 |
96.288 |
95.197 |
95.791 |
| PP |
95.294 |
95.294 |
95.294 |
95.046 |
| S1 |
93.993 |
93.993 |
94.777 |
93.496 |
| S2 |
92.999 |
92.999 |
94.566 |
|
| S3 |
90.704 |
91.698 |
94.356 |
|
| S4 |
88.409 |
89.403 |
93.725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.595 |
94.300 |
2.295 |
2.4% |
1.041 |
1.1% |
30% |
False |
False |
53,105 |
| 10 |
97.760 |
94.300 |
3.460 |
3.6% |
1.191 |
1.3% |
20% |
False |
False |
61,593 |
| 20 |
97.880 |
93.170 |
4.710 |
5.0% |
1.054 |
1.1% |
39% |
False |
False |
57,279 |
| 40 |
98.695 |
93.155 |
5.540 |
5.8% |
1.003 |
1.1% |
33% |
False |
False |
53,859 |
| 60 |
100.270 |
93.155 |
7.115 |
7.5% |
1.060 |
1.1% |
26% |
False |
False |
55,123 |
| 80 |
100.785 |
93.155 |
7.630 |
8.0% |
1.060 |
1.1% |
24% |
False |
False |
49,265 |
| 100 |
100.785 |
92.880 |
7.905 |
8.3% |
1.022 |
1.1% |
27% |
False |
False |
39,592 |
| 120 |
100.785 |
89.715 |
11.070 |
11.7% |
0.949 |
1.0% |
48% |
False |
False |
33,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.894 |
|
2.618 |
98.270 |
|
1.618 |
97.275 |
|
1.000 |
96.660 |
|
0.618 |
96.280 |
|
HIGH |
95.665 |
|
0.618 |
95.285 |
|
0.500 |
95.168 |
|
0.382 |
95.050 |
|
LOW |
94.670 |
|
0.618 |
94.055 |
|
1.000 |
93.675 |
|
1.618 |
93.060 |
|
2.618 |
92.065 |
|
4.250 |
90.441 |
|
|
| Fisher Pivots for day following 12-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.168 |
94.986 |
| PP |
95.107 |
94.984 |
| S1 |
95.047 |
94.983 |
|