ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 05-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
95.805 |
96.090 |
0.285 |
0.3% |
97.365 |
High |
96.010 |
97.345 |
1.335 |
1.4% |
98.165 |
Low |
95.070 |
95.615 |
0.545 |
0.6% |
95.070 |
Close |
95.878 |
96.736 |
0.858 |
0.9% |
96.736 |
Range |
0.940 |
1.730 |
0.790 |
84.0% |
3.095 |
ATR |
1.028 |
1.079 |
0.050 |
4.9% |
0.000 |
Volume |
6,920 |
11,700 |
4,780 |
69.1% |
41,898 |
|
Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.755 |
100.976 |
97.688 |
|
R3 |
100.025 |
99.246 |
97.212 |
|
R2 |
98.295 |
98.295 |
97.053 |
|
R1 |
97.516 |
97.516 |
96.895 |
97.906 |
PP |
96.565 |
96.565 |
96.565 |
96.760 |
S1 |
95.786 |
95.786 |
96.577 |
96.176 |
S2 |
94.835 |
94.835 |
96.419 |
|
S3 |
93.105 |
94.056 |
96.260 |
|
S4 |
91.375 |
92.326 |
95.785 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.942 |
104.434 |
98.438 |
|
R3 |
102.847 |
101.339 |
97.587 |
|
R2 |
99.752 |
99.752 |
97.303 |
|
R1 |
98.244 |
98.244 |
97.020 |
97.451 |
PP |
96.657 |
96.657 |
96.657 |
96.260 |
S1 |
95.149 |
95.149 |
96.452 |
94.356 |
S2 |
93.562 |
93.562 |
96.169 |
|
S3 |
90.467 |
92.054 |
95.885 |
|
S4 |
87.372 |
88.959 |
95.034 |
|
|
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% |
1.336 |
1.4% |
54% |
False |
False |
8,379 |
10 |
98.290 |
95.070 |
3.220 |
3.3% |
1.116 |
1.2% |
52% |
False |
False |
5,402 |
20 |
98.290 |
93.440 |
4.850 |
5.0% |
1.000 |
1.0% |
68% |
False |
False |
3,437 |
40 |
100.715 |
93.440 |
7.275 |
7.5% |
0.998 |
1.0% |
45% |
False |
False |
2,194 |
60 |
101.615 |
93.440 |
8.175 |
8.5% |
1.103 |
1.1% |
40% |
False |
False |
1,652 |
80 |
101.615 |
93.440 |
8.175 |
8.5% |
1.014 |
1.0% |
40% |
False |
False |
1,264 |
100 |
101.615 |
92.550 |
9.065 |
9.4% |
0.948 |
1.0% |
46% |
False |
False |
1,018 |
120 |
101.615 |
88.385 |
13.230 |
13.7% |
0.857 |
0.9% |
63% |
False |
False |
851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.698 |
2.618 |
101.874 |
1.618 |
100.144 |
1.000 |
99.075 |
0.618 |
98.414 |
HIGH |
97.345 |
0.618 |
96.684 |
0.500 |
96.480 |
0.382 |
96.276 |
LOW |
95.615 |
0.618 |
94.546 |
1.000 |
93.885 |
1.618 |
92.816 |
2.618 |
91.086 |
4.250 |
88.263 |
|
|
Fisher Pivots for day following 05-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
96.651 |
96.560 |
PP |
96.565 |
96.384 |
S1 |
96.480 |
96.208 |
|