ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 03-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2015 |
03-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
97.930 |
96.380 |
-1.550 |
-1.6% |
96.920 |
High |
98.005 |
96.955 |
-1.050 |
-1.1% |
98.290 |
Low |
96.105 |
95.645 |
-0.460 |
-0.5% |
96.920 |
Close |
96.253 |
95.889 |
-0.364 |
-0.4% |
97.369 |
Range |
1.900 |
1.310 |
-0.590 |
-31.1% |
1.370 |
ATR |
1.014 |
1.035 |
0.021 |
2.1% |
0.000 |
Volume |
9,074 |
8,828 |
-246 |
-2.7% |
10,900 |
|
Daily Pivots for day following 03-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.093 |
99.301 |
96.610 |
|
R3 |
98.783 |
97.991 |
96.249 |
|
R2 |
97.473 |
97.473 |
96.129 |
|
R1 |
96.681 |
96.681 |
96.009 |
96.422 |
PP |
96.163 |
96.163 |
96.163 |
96.034 |
S1 |
95.371 |
95.371 |
95.769 |
95.112 |
S2 |
94.853 |
94.853 |
95.649 |
|
S3 |
93.543 |
94.061 |
95.529 |
|
S4 |
92.233 |
92.751 |
95.169 |
|
|
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 |
98.165 |
95.645 |
2.520 |
2.6% |
1.030 |
1.1% |
10% |
False |
True |
5,829 |
10 |
98.290 |
95.210 |
3.080 |
3.2% |
0.980 |
1.0% |
22% |
False |
False |
3,992 |
20 |
98.290 |
93.440 |
4.850 |
5.1% |
0.984 |
1.0% |
50% |
False |
False |
2,671 |
40 |
100.715 |
93.440 |
7.275 |
7.6% |
0.982 |
1.0% |
34% |
False |
False |
1,749 |
60 |
101.615 |
93.440 |
8.175 |
8.5% |
1.106 |
1.2% |
30% |
False |
False |
1,353 |
80 |
101.615 |
93.440 |
8.175 |
8.5% |
0.988 |
1.0% |
30% |
False |
False |
1,032 |
100 |
101.615 |
92.500 |
9.115 |
9.5% |
0.931 |
1.0% |
37% |
False |
False |
832 |
120 |
101.615 |
88.385 |
13.230 |
13.8% |
0.840 |
0.9% |
57% |
False |
False |
696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.523 |
2.618 |
100.385 |
1.618 |
99.075 |
1.000 |
98.265 |
0.618 |
97.765 |
HIGH |
96.955 |
0.618 |
96.455 |
0.500 |
96.300 |
0.382 |
96.145 |
LOW |
95.645 |
0.618 |
94.835 |
1.000 |
94.335 |
1.618 |
93.525 |
2.618 |
92.215 |
4.250 |
90.078 |
|
|
Fisher Pivots for day following 03-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
96.300 |
96.905 |
PP |
96.163 |
96.566 |
S1 |
96.026 |
96.228 |
|