ICE US Dollar Index Future September 2015
| Trading Metrics calculated at close of trading on 19-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2015 |
19-May-2015 |
Change |
Change % |
Previous Week |
| Open |
93.600 |
94.460 |
0.860 |
0.9% |
95.345 |
| High |
94.610 |
95.900 |
1.290 |
1.4% |
95.725 |
| Low |
93.570 |
94.460 |
0.890 |
1.0% |
93.440 |
| Close |
94.574 |
95.677 |
1.103 |
1.2% |
93.465 |
| Range |
1.040 |
1.440 |
0.400 |
38.5% |
2.285 |
| ATR |
0.980 |
1.013 |
0.033 |
3.4% |
0.000 |
| Volume |
1,011 |
1,058 |
47 |
4.6% |
6,476 |
|
| Daily Pivots for day following 19-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.666 |
99.111 |
96.469 |
|
| R3 |
98.226 |
97.671 |
96.073 |
|
| R2 |
96.786 |
96.786 |
95.941 |
|
| R1 |
96.231 |
96.231 |
95.809 |
96.509 |
| PP |
95.346 |
95.346 |
95.346 |
95.484 |
| S1 |
94.791 |
94.791 |
95.545 |
95.069 |
| S2 |
93.906 |
93.906 |
95.413 |
|
| S3 |
92.466 |
93.351 |
95.281 |
|
| S4 |
91.026 |
91.911 |
94.885 |
|
|
| Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.065 |
99.550 |
94.722 |
|
| R3 |
98.780 |
97.265 |
94.093 |
|
| R2 |
96.495 |
96.495 |
93.884 |
|
| R1 |
94.980 |
94.980 |
93.674 |
94.595 |
| PP |
94.210 |
94.210 |
94.210 |
94.018 |
| S1 |
92.695 |
92.695 |
93.256 |
92.310 |
| S2 |
91.925 |
91.925 |
93.046 |
|
| S3 |
89.640 |
90.410 |
92.837 |
|
| S4 |
87.355 |
88.125 |
92.208 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.900 |
93.440 |
2.460 |
2.6% |
1.054 |
1.1% |
91% |
True |
False |
1,166 |
| 10 |
95.900 |
93.440 |
2.460 |
2.6% |
0.989 |
1.0% |
91% |
True |
False |
1,350 |
| 20 |
99.105 |
93.440 |
5.665 |
5.9% |
0.980 |
1.0% |
39% |
False |
False |
1,120 |
| 40 |
100.715 |
93.440 |
7.275 |
7.6% |
0.971 |
1.0% |
31% |
False |
False |
889 |
| 60 |
101.615 |
93.440 |
8.175 |
8.5% |
1.076 |
1.1% |
27% |
False |
False |
706 |
| 80 |
101.615 |
93.440 |
8.175 |
8.5% |
0.954 |
1.0% |
27% |
False |
False |
537 |
| 100 |
101.615 |
90.435 |
11.180 |
11.7% |
0.874 |
0.9% |
47% |
False |
False |
434 |
| 120 |
101.615 |
88.220 |
13.395 |
14.0% |
0.804 |
0.8% |
56% |
False |
False |
368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.020 |
|
2.618 |
99.670 |
|
1.618 |
98.230 |
|
1.000 |
97.340 |
|
0.618 |
96.790 |
|
HIGH |
95.900 |
|
0.618 |
95.350 |
|
0.500 |
95.180 |
|
0.382 |
95.010 |
|
LOW |
94.460 |
|
0.618 |
93.570 |
|
1.000 |
93.020 |
|
1.618 |
92.130 |
|
2.618 |
90.690 |
|
4.250 |
88.340 |
|
|
| Fisher Pivots for day following 19-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.511 |
95.347 |
| PP |
95.346 |
95.017 |
| S1 |
95.180 |
94.688 |
|