ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 11-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2015 |
11-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
95.465 |
95.095 |
-0.370 |
-0.4% |
97.365 |
High |
95.625 |
96.020 |
0.395 |
0.4% |
98.165 |
Low |
94.660 |
95.015 |
0.355 |
0.4% |
95.070 |
Close |
95.031 |
95.336 |
0.305 |
0.3% |
96.736 |
Range |
0.965 |
1.005 |
0.040 |
4.1% |
3.095 |
ATR |
1.075 |
1.070 |
-0.005 |
-0.5% |
0.000 |
Volume |
41,736 |
65,293 |
23,557 |
56.4% |
41,898 |
|
Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.472 |
97.909 |
95.889 |
|
R3 |
97.467 |
96.904 |
95.612 |
|
R2 |
96.462 |
96.462 |
95.520 |
|
R1 |
95.899 |
95.899 |
95.428 |
96.181 |
PP |
95.457 |
95.457 |
95.457 |
95.598 |
S1 |
94.894 |
94.894 |
95.244 |
95.176 |
S2 |
94.452 |
94.452 |
95.152 |
|
S3 |
93.447 |
93.889 |
95.060 |
|
S4 |
92.442 |
92.884 |
94.783 |
|
|
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% |
1.193 |
1.3% |
25% |
False |
False |
31,437 |
10 |
98.165 |
94.660 |
3.505 |
3.7% |
1.132 |
1.2% |
19% |
False |
False |
19,085 |
20 |
98.290 |
93.440 |
4.850 |
5.1% |
1.039 |
1.1% |
39% |
False |
False |
10,454 |
40 |
99.400 |
93.440 |
5.960 |
6.3% |
1.000 |
1.0% |
32% |
False |
False |
5,752 |
60 |
100.715 |
93.440 |
7.275 |
7.6% |
1.034 |
1.1% |
26% |
False |
False |
4,056 |
80 |
101.615 |
93.440 |
8.175 |
8.6% |
1.038 |
1.1% |
23% |
False |
False |
3,083 |
100 |
101.615 |
93.440 |
8.175 |
8.6% |
0.961 |
1.0% |
23% |
False |
False |
2,472 |
120 |
101.615 |
89.950 |
11.665 |
12.2% |
0.876 |
0.9% |
46% |
False |
False |
2,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.291 |
2.618 |
98.651 |
1.618 |
97.646 |
1.000 |
97.025 |
0.618 |
96.641 |
HIGH |
96.020 |
0.618 |
95.636 |
0.500 |
95.518 |
0.382 |
95.399 |
LOW |
95.015 |
0.618 |
94.394 |
1.000 |
94.010 |
1.618 |
93.389 |
2.618 |
92.384 |
4.250 |
90.744 |
|
|
Fisher Pivots for day following 11-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
95.518 |
95.340 |
PP |
95.457 |
95.339 |
S1 |
95.397 |
95.337 |
|