ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 04-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2015 |
04-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
96.380 |
95.805 |
-0.575 |
-0.6% |
96.920 |
High |
96.955 |
96.010 |
-0.945 |
-1.0% |
98.290 |
Low |
95.645 |
95.070 |
-0.575 |
-0.6% |
96.920 |
Close |
95.889 |
95.878 |
-0.011 |
0.0% |
97.369 |
Range |
1.310 |
0.940 |
-0.370 |
-28.2% |
1.370 |
ATR |
1.035 |
1.028 |
-0.007 |
-0.7% |
0.000 |
Volume |
8,828 |
6,920 |
-1,908 |
-21.6% |
10,900 |
|
Daily Pivots for day following 04-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.473 |
98.115 |
96.395 |
|
R3 |
97.533 |
97.175 |
96.137 |
|
R2 |
96.593 |
96.593 |
96.050 |
|
R1 |
96.235 |
96.235 |
95.964 |
96.414 |
PP |
95.653 |
95.653 |
95.653 |
95.742 |
S1 |
95.295 |
95.295 |
95.792 |
95.474 |
S2 |
94.713 |
94.713 |
95.706 |
|
S3 |
93.773 |
94.355 |
95.620 |
|
S4 |
92.833 |
93.415 |
95.361 |
|
|
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 |
95.070 |
3.095 |
3.2% |
1.071 |
1.1% |
26% |
False |
True |
6,732 |
10 |
98.290 |
95.070 |
3.220 |
3.4% |
1.011 |
1.1% |
25% |
False |
True |
4,472 |
20 |
98.290 |
93.440 |
4.850 |
5.1% |
0.961 |
1.0% |
50% |
False |
False |
2,961 |
40 |
100.715 |
93.440 |
7.275 |
7.6% |
0.983 |
1.0% |
34% |
False |
False |
1,911 |
60 |
101.615 |
93.440 |
8.175 |
8.5% |
1.101 |
1.1% |
30% |
False |
False |
1,462 |
80 |
101.615 |
93.440 |
8.175 |
8.5% |
0.996 |
1.0% |
30% |
False |
False |
1,118 |
100 |
101.615 |
92.550 |
9.065 |
9.5% |
0.932 |
1.0% |
37% |
False |
False |
901 |
120 |
101.615 |
88.385 |
13.230 |
13.8% |
0.844 |
0.9% |
57% |
False |
False |
754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.005 |
2.618 |
98.471 |
1.618 |
97.531 |
1.000 |
96.950 |
0.618 |
96.591 |
HIGH |
96.010 |
0.618 |
95.651 |
0.500 |
95.540 |
0.382 |
95.429 |
LOW |
95.070 |
0.618 |
94.489 |
1.000 |
94.130 |
1.618 |
93.549 |
2.618 |
92.609 |
4.250 |
91.075 |
|
|
Fisher Pivots for day following 04-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
95.765 |
96.538 |
PP |
95.653 |
96.318 |
S1 |
95.540 |
96.098 |
|