ICE US Dollar Index Future June 2015
Trading Metrics calculated at close of trading on 15-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
95.100 |
95.155 |
0.055 |
0.1% |
96.445 |
High |
95.665 |
95.360 |
-0.305 |
-0.3% |
96.595 |
Low |
94.670 |
95.000 |
0.330 |
0.3% |
94.300 |
Close |
94.987 |
95.129 |
0.142 |
0.1% |
94.987 |
Range |
0.995 |
0.360 |
-0.635 |
-63.8% |
2.295 |
ATR |
1.070 |
1.020 |
-0.050 |
-4.7% |
0.000 |
Volume |
36,247 |
1,759 |
-34,488 |
-95.1% |
265,528 |
|
Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.243 |
96.046 |
95.327 |
|
R3 |
95.883 |
95.686 |
95.228 |
|
R2 |
95.523 |
95.523 |
95.195 |
|
R1 |
95.326 |
95.326 |
95.162 |
95.245 |
PP |
95.163 |
95.163 |
95.163 |
95.122 |
S1 |
94.966 |
94.966 |
95.096 |
94.885 |
S2 |
94.803 |
94.803 |
95.063 |
|
S3 |
94.443 |
94.606 |
95.030 |
|
S4 |
94.083 |
94.246 |
94.931 |
|
|
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 |
95.665 |
94.300 |
1.365 |
1.4% |
0.810 |
0.9% |
61% |
False |
False |
41,948 |
10 |
97.610 |
94.300 |
3.310 |
3.5% |
1.148 |
1.2% |
25% |
False |
False |
56,736 |
20 |
97.880 |
93.285 |
4.595 |
4.8% |
1.026 |
1.1% |
40% |
False |
False |
55,288 |
40 |
98.695 |
93.155 |
5.540 |
5.8% |
0.990 |
1.0% |
36% |
False |
False |
52,461 |
60 |
100.270 |
93.155 |
7.115 |
7.5% |
1.026 |
1.1% |
28% |
False |
False |
53,536 |
80 |
100.785 |
93.155 |
7.630 |
8.0% |
1.058 |
1.1% |
26% |
False |
False |
49,280 |
100 |
100.785 |
93.155 |
7.630 |
8.0% |
1.017 |
1.1% |
26% |
False |
False |
39,605 |
120 |
100.785 |
89.920 |
10.865 |
11.4% |
0.949 |
1.0% |
48% |
False |
False |
33,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.890 |
2.618 |
96.302 |
1.618 |
95.942 |
1.000 |
95.720 |
0.618 |
95.582 |
HIGH |
95.360 |
0.618 |
95.222 |
0.500 |
95.180 |
0.382 |
95.138 |
LOW |
95.000 |
0.618 |
94.778 |
1.000 |
94.640 |
1.618 |
94.418 |
2.618 |
94.058 |
4.250 |
93.470 |
|
|
Fisher Pivots for day following 15-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
95.180 |
95.150 |
PP |
95.163 |
95.143 |
S1 |
95.146 |
95.136 |
|