ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 01-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2015 |
01-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
97.390 |
97.365 |
-0.025 |
0.0% |
96.920 |
High |
97.655 |
98.165 |
0.510 |
0.5% |
98.290 |
Low |
97.250 |
97.365 |
0.115 |
0.1% |
96.920 |
Close |
97.369 |
97.868 |
0.499 |
0.5% |
97.369 |
Range |
0.405 |
0.800 |
0.395 |
97.5% |
1.370 |
ATR |
0.957 |
0.946 |
-0.011 |
-1.2% |
0.000 |
Volume |
3,465 |
5,376 |
1,911 |
55.2% |
10,900 |
|
Daily Pivots for day following 01-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.199 |
99.834 |
98.308 |
|
R3 |
99.399 |
99.034 |
98.088 |
|
R2 |
98.599 |
98.599 |
98.015 |
|
R1 |
98.234 |
98.234 |
97.941 |
98.417 |
PP |
97.799 |
97.799 |
97.799 |
97.891 |
S1 |
97.434 |
97.434 |
97.795 |
97.617 |
S2 |
96.999 |
96.999 |
97.721 |
|
S3 |
96.199 |
96.634 |
97.648 |
|
S4 |
95.399 |
95.834 |
97.428 |
|
|
Weekly Pivots for week ending 29-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.636 |
100.873 |
98.123 |
|
R3 |
100.266 |
99.503 |
97.746 |
|
R2 |
98.896 |
98.896 |
97.620 |
|
R1 |
98.133 |
98.133 |
97.495 |
98.515 |
PP |
97.526 |
97.526 |
97.526 |
97.717 |
S1 |
96.763 |
96.763 |
97.243 |
97.145 |
S2 |
96.156 |
96.156 |
97.118 |
|
S3 |
94.786 |
95.393 |
96.992 |
|
S4 |
93.416 |
94.023 |
96.616 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.290 |
96.920 |
1.370 |
1.4% |
0.752 |
0.8% |
69% |
False |
False |
3,255 |
10 |
98.290 |
93.570 |
4.720 |
4.8% |
0.907 |
0.9% |
91% |
False |
False |
2,409 |
20 |
98.290 |
93.440 |
4.850 |
5.0% |
0.905 |
0.9% |
91% |
False |
False |
1,858 |
40 |
100.715 |
93.440 |
7.275 |
7.4% |
0.950 |
1.0% |
61% |
False |
False |
1,323 |
60 |
101.615 |
93.440 |
8.175 |
8.4% |
1.069 |
1.1% |
54% |
False |
False |
1,058 |
80 |
101.615 |
93.440 |
8.175 |
8.4% |
0.955 |
1.0% |
54% |
False |
False |
808 |
100 |
101.615 |
92.500 |
9.115 |
9.3% |
0.907 |
0.9% |
59% |
False |
False |
653 |
120 |
101.615 |
88.385 |
13.230 |
13.5% |
0.826 |
0.8% |
72% |
False |
False |
549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.565 |
2.618 |
100.259 |
1.618 |
99.459 |
1.000 |
98.965 |
0.618 |
98.659 |
HIGH |
98.165 |
0.618 |
97.859 |
0.500 |
97.765 |
0.382 |
97.671 |
LOW |
97.365 |
0.618 |
96.871 |
1.000 |
96.565 |
1.618 |
96.071 |
2.618 |
95.271 |
4.250 |
93.965 |
|
|
Fisher Pivots for day following 01-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
97.834 |
97.815 |
PP |
97.799 |
97.761 |
S1 |
97.765 |
97.708 |
|