ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 09-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2015 |
09-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
96.915 |
95.665 |
-1.250 |
-1.3% |
97.365 |
High |
96.985 |
96.005 |
-0.980 |
-1.0% |
98.165 |
Low |
95.465 |
95.260 |
-0.205 |
-0.2% |
95.070 |
Close |
95.721 |
95.552 |
-0.169 |
-0.2% |
96.736 |
Range |
1.520 |
0.745 |
-0.775 |
-51.0% |
3.095 |
ATR |
1.110 |
1.084 |
-0.026 |
-2.3% |
0.000 |
Volume |
16,000 |
22,459 |
6,459 |
40.4% |
41,898 |
|
Daily Pivots for day following 09-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.841 |
97.441 |
95.962 |
|
R3 |
97.096 |
96.696 |
95.757 |
|
R2 |
96.351 |
96.351 |
95.689 |
|
R1 |
95.951 |
95.951 |
95.620 |
95.779 |
PP |
95.606 |
95.606 |
95.606 |
95.519 |
S1 |
95.206 |
95.206 |
95.484 |
95.034 |
S2 |
94.861 |
94.861 |
95.415 |
|
S3 |
94.116 |
94.461 |
95.347 |
|
S4 |
93.371 |
93.716 |
95.142 |
|
|
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 |
97.345 |
95.070 |
2.275 |
2.4% |
1.249 |
1.3% |
21% |
False |
False |
13,181 |
10 |
98.290 |
95.070 |
3.220 |
3.4% |
1.097 |
1.1% |
15% |
False |
False |
8,962 |
20 |
98.290 |
93.440 |
4.850 |
5.1% |
1.047 |
1.1% |
44% |
False |
False |
5,185 |
40 |
100.445 |
93.440 |
7.005 |
7.3% |
1.014 |
1.1% |
30% |
False |
False |
3,114 |
60 |
101.100 |
93.440 |
7.660 |
8.0% |
1.102 |
1.2% |
28% |
False |
False |
2,281 |
80 |
101.615 |
93.440 |
8.175 |
8.6% |
1.021 |
1.1% |
26% |
False |
False |
1,745 |
100 |
101.615 |
93.200 |
8.415 |
8.8% |
0.956 |
1.0% |
28% |
False |
False |
1,402 |
120 |
101.615 |
88.840 |
12.775 |
13.4% |
0.871 |
0.9% |
53% |
False |
False |
1,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.171 |
2.618 |
97.955 |
1.618 |
97.210 |
1.000 |
96.750 |
0.618 |
96.465 |
HIGH |
96.005 |
0.618 |
95.720 |
0.500 |
95.633 |
0.382 |
95.545 |
LOW |
95.260 |
0.618 |
94.800 |
1.000 |
94.515 |
1.618 |
94.055 |
2.618 |
93.310 |
4.250 |
92.094 |
|
|
Fisher Pivots for day following 09-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
95.633 |
96.303 |
PP |
95.606 |
96.052 |
S1 |
95.579 |
95.802 |
|