ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 12-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2015 |
12-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
95.095 |
95.430 |
0.335 |
0.4% |
96.915 |
High |
96.020 |
96.015 |
-0.005 |
0.0% |
96.985 |
Low |
95.015 |
94.970 |
-0.045 |
0.0% |
94.660 |
Close |
95.336 |
95.237 |
-0.099 |
-0.1% |
95.237 |
Range |
1.005 |
1.045 |
0.040 |
4.0% |
2.325 |
ATR |
1.070 |
1.069 |
-0.002 |
-0.2% |
0.000 |
Volume |
65,293 |
83,203 |
17,910 |
27.4% |
228,691 |
|
Daily Pivots for day following 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.542 |
97.935 |
95.812 |
|
R3 |
97.497 |
96.890 |
95.524 |
|
R2 |
96.452 |
96.452 |
95.429 |
|
R1 |
95.845 |
95.845 |
95.333 |
95.626 |
PP |
95.407 |
95.407 |
95.407 |
95.298 |
S1 |
94.800 |
94.800 |
95.141 |
94.581 |
S2 |
94.362 |
94.362 |
95.045 |
|
S3 |
93.317 |
93.755 |
94.950 |
|
S4 |
92.272 |
92.710 |
94.662 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.602 |
101.245 |
96.516 |
|
R3 |
100.277 |
98.920 |
95.876 |
|
R2 |
97.952 |
97.952 |
95.663 |
|
R1 |
96.595 |
96.595 |
95.450 |
96.111 |
PP |
95.627 |
95.627 |
95.627 |
95.386 |
S1 |
94.270 |
94.270 |
95.024 |
93.786 |
S2 |
93.302 |
93.302 |
94.811 |
|
S3 |
90.977 |
91.945 |
94.598 |
|
S4 |
88.652 |
89.620 |
93.958 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.985 |
94.660 |
2.325 |
2.4% |
1.056 |
1.1% |
25% |
False |
False |
45,738 |
10 |
98.165 |
94.660 |
3.505 |
3.7% |
1.196 |
1.3% |
16% |
False |
False |
27,058 |
20 |
98.290 |
93.475 |
4.815 |
5.1% |
1.057 |
1.1% |
37% |
False |
False |
14,551 |
40 |
99.160 |
93.440 |
5.720 |
6.0% |
0.989 |
1.0% |
31% |
False |
False |
7,797 |
60 |
100.715 |
93.440 |
7.275 |
7.6% |
1.012 |
1.1% |
25% |
False |
False |
5,421 |
80 |
101.615 |
93.440 |
8.175 |
8.6% |
1.046 |
1.1% |
22% |
False |
False |
4,122 |
100 |
101.615 |
93.440 |
8.175 |
8.6% |
0.972 |
1.0% |
22% |
False |
False |
3,303 |
120 |
101.615 |
90.180 |
11.435 |
12.0% |
0.883 |
0.9% |
44% |
False |
False |
2,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.456 |
2.618 |
98.751 |
1.618 |
97.706 |
1.000 |
97.060 |
0.618 |
96.661 |
HIGH |
96.015 |
0.618 |
95.616 |
0.500 |
95.493 |
0.382 |
95.369 |
LOW |
94.970 |
0.618 |
94.324 |
1.000 |
93.925 |
1.618 |
93.279 |
2.618 |
92.234 |
4.250 |
90.529 |
|
|
Fisher Pivots for day following 12-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
95.493 |
95.340 |
PP |
95.407 |
95.306 |
S1 |
95.322 |
95.271 |
|