ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 10-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2015 |
10-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
95.665 |
95.465 |
-0.200 |
-0.2% |
97.365 |
High |
96.005 |
95.625 |
-0.380 |
-0.4% |
98.165 |
Low |
95.260 |
94.660 |
-0.600 |
-0.6% |
95.070 |
Close |
95.552 |
95.031 |
-0.521 |
-0.5% |
96.736 |
Range |
0.745 |
0.965 |
0.220 |
29.5% |
3.095 |
ATR |
1.084 |
1.075 |
-0.008 |
-0.8% |
0.000 |
Volume |
22,459 |
41,736 |
19,277 |
85.8% |
41,898 |
|
Daily Pivots for day following 10-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.000 |
97.481 |
95.562 |
|
R3 |
97.035 |
96.516 |
95.296 |
|
R2 |
96.070 |
96.070 |
95.208 |
|
R1 |
95.551 |
95.551 |
95.119 |
95.328 |
PP |
95.105 |
95.105 |
95.105 |
94.994 |
S1 |
94.586 |
94.586 |
94.943 |
94.363 |
S2 |
94.140 |
94.140 |
94.854 |
|
S3 |
93.175 |
93.621 |
94.766 |
|
S4 |
92.210 |
92.656 |
94.500 |
|
|
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 |
94.660 |
2.685 |
2.8% |
1.180 |
1.2% |
14% |
False |
True |
19,763 |
10 |
98.165 |
94.660 |
3.505 |
3.7% |
1.105 |
1.2% |
11% |
False |
True |
12,796 |
20 |
98.290 |
93.440 |
4.850 |
5.1% |
1.048 |
1.1% |
33% |
False |
False |
7,228 |
40 |
100.070 |
93.440 |
6.630 |
7.0% |
1.004 |
1.1% |
24% |
False |
False |
4,142 |
60 |
100.850 |
93.440 |
7.410 |
7.8% |
1.106 |
1.2% |
21% |
False |
False |
2,970 |
80 |
101.615 |
93.440 |
8.175 |
8.6% |
1.033 |
1.1% |
19% |
False |
False |
2,267 |
100 |
101.615 |
93.440 |
8.175 |
8.6% |
0.953 |
1.0% |
19% |
False |
False |
1,819 |
120 |
101.615 |
89.665 |
11.950 |
12.6% |
0.871 |
0.9% |
45% |
False |
False |
1,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.726 |
2.618 |
98.151 |
1.618 |
97.186 |
1.000 |
96.590 |
0.618 |
96.221 |
HIGH |
95.625 |
0.618 |
95.256 |
0.500 |
95.143 |
0.382 |
95.029 |
LOW |
94.660 |
0.618 |
94.064 |
1.000 |
93.695 |
1.618 |
93.099 |
2.618 |
92.134 |
4.250 |
90.559 |
|
|
Fisher Pivots for day following 10-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
95.143 |
95.823 |
PP |
95.105 |
95.559 |
S1 |
95.068 |
95.295 |
|