ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 08-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2015 |
08-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
96.090 |
96.915 |
0.825 |
0.9% |
97.365 |
High |
97.345 |
96.985 |
-0.360 |
-0.4% |
98.165 |
Low |
95.615 |
95.465 |
-0.150 |
-0.2% |
95.070 |
Close |
96.736 |
95.721 |
-1.015 |
-1.0% |
96.736 |
Range |
1.730 |
1.520 |
-0.210 |
-12.1% |
3.095 |
ATR |
1.079 |
1.110 |
0.032 |
2.9% |
0.000 |
Volume |
11,700 |
16,000 |
4,300 |
36.8% |
41,898 |
|
Daily Pivots for day following 08-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.617 |
99.689 |
96.557 |
|
R3 |
99.097 |
98.169 |
96.139 |
|
R2 |
97.577 |
97.577 |
96.000 |
|
R1 |
96.649 |
96.649 |
95.860 |
96.353 |
PP |
96.057 |
96.057 |
96.057 |
95.909 |
S1 |
95.129 |
95.129 |
95.582 |
94.833 |
S2 |
94.537 |
94.537 |
95.442 |
|
S3 |
93.017 |
93.609 |
95.303 |
|
S4 |
91.497 |
92.089 |
94.885 |
|
|
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 |
98.005 |
95.070 |
2.935 |
3.1% |
1.480 |
1.5% |
22% |
False |
False |
10,504 |
10 |
98.290 |
95.070 |
3.220 |
3.4% |
1.116 |
1.2% |
20% |
False |
False |
6,879 |
20 |
98.290 |
93.440 |
4.850 |
5.1% |
1.032 |
1.1% |
47% |
False |
False |
4,154 |
40 |
100.715 |
93.440 |
7.275 |
7.6% |
1.014 |
1.1% |
31% |
False |
False |
2,571 |
60 |
101.615 |
93.440 |
8.175 |
8.5% |
1.109 |
1.2% |
28% |
False |
False |
1,913 |
80 |
101.615 |
93.440 |
8.175 |
8.5% |
1.018 |
1.1% |
28% |
False |
False |
1,464 |
100 |
101.615 |
92.900 |
8.715 |
9.1% |
0.955 |
1.0% |
32% |
False |
False |
1,177 |
120 |
101.615 |
88.385 |
13.230 |
13.8% |
0.870 |
0.9% |
55% |
False |
False |
985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.445 |
2.618 |
100.964 |
1.618 |
99.444 |
1.000 |
98.505 |
0.618 |
97.924 |
HIGH |
96.985 |
0.618 |
96.404 |
0.500 |
96.225 |
0.382 |
96.046 |
LOW |
95.465 |
0.618 |
94.526 |
1.000 |
93.945 |
1.618 |
93.006 |
2.618 |
91.486 |
4.250 |
89.005 |
|
|
Fisher Pivots for day following 08-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
96.225 |
96.208 |
PP |
96.057 |
96.045 |
S1 |
95.889 |
95.883 |
|