ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 18-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2015 |
18-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
95.270 |
94.350 |
-0.920 |
-1.0% |
96.915 |
High |
95.590 |
94.440 |
-1.150 |
-1.2% |
96.985 |
Low |
94.310 |
93.300 |
-1.010 |
-1.1% |
94.660 |
Close |
94.490 |
94.241 |
-0.249 |
-0.3% |
95.237 |
Range |
1.280 |
1.140 |
-0.140 |
-10.9% |
2.325 |
ATR |
1.033 |
1.044 |
0.011 |
1.1% |
0.000 |
Volume |
58,256 |
52,556 |
-5,700 |
-9.8% |
228,691 |
|
Daily Pivots for day following 18-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.414 |
96.967 |
94.868 |
|
R3 |
96.274 |
95.827 |
94.555 |
|
R2 |
95.134 |
95.134 |
94.450 |
|
R1 |
94.687 |
94.687 |
94.346 |
94.341 |
PP |
93.994 |
93.994 |
93.994 |
93.820 |
S1 |
93.547 |
93.547 |
94.137 |
93.201 |
S2 |
92.854 |
92.854 |
94.032 |
|
S3 |
91.714 |
92.407 |
93.928 |
|
S4 |
90.574 |
91.267 |
93.614 |
|
|
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 |
96.015 |
93.300 |
2.715 |
2.9% |
0.961 |
1.0% |
35% |
False |
True |
53,549 |
10 |
97.345 |
93.300 |
4.045 |
4.3% |
1.077 |
1.1% |
23% |
False |
True |
42,493 |
20 |
98.290 |
93.300 |
4.990 |
5.3% |
1.044 |
1.1% |
19% |
False |
True |
23,482 |
40 |
99.105 |
93.300 |
5.805 |
6.2% |
1.010 |
1.1% |
16% |
False |
True |
12,342 |
60 |
100.715 |
93.300 |
7.415 |
7.9% |
0.994 |
1.1% |
13% |
False |
True |
8,436 |
80 |
101.615 |
93.300 |
8.315 |
8.8% |
1.070 |
1.1% |
11% |
False |
True |
6,426 |
100 |
101.615 |
93.300 |
8.315 |
8.8% |
0.968 |
1.0% |
11% |
False |
True |
5,146 |
120 |
101.615 |
90.700 |
10.915 |
11.6% |
0.907 |
1.0% |
32% |
False |
False |
4,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.285 |
2.618 |
97.425 |
1.618 |
96.285 |
1.000 |
95.580 |
0.618 |
95.145 |
HIGH |
94.440 |
0.618 |
94.005 |
0.500 |
93.870 |
0.382 |
93.735 |
LOW |
93.300 |
0.618 |
92.595 |
1.000 |
92.160 |
1.618 |
91.455 |
2.618 |
90.315 |
4.250 |
88.455 |
|
|
Fisher Pivots for day following 18-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
94.117 |
94.445 |
PP |
93.994 |
94.377 |
S1 |
93.870 |
94.309 |
|