ICE US Dollar Index Future September 2015
Trading Metrics calculated at close of trading on 22-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2015 |
22-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
94.200 |
94.275 |
0.075 |
0.1% |
95.415 |
High |
94.695 |
94.640 |
-0.055 |
-0.1% |
95.660 |
Low |
94.095 |
93.990 |
-0.105 |
-0.1% |
93.300 |
Close |
94.272 |
94.515 |
0.243 |
0.3% |
94.272 |
Range |
0.600 |
0.650 |
0.050 |
8.3% |
2.360 |
ATR |
1.012 |
0.986 |
-0.026 |
-2.6% |
0.000 |
Volume |
28,082 |
30,429 |
2,347 |
8.4% |
212,626 |
|
Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.332 |
96.073 |
94.873 |
|
R3 |
95.682 |
95.423 |
94.694 |
|
R2 |
95.032 |
95.032 |
94.634 |
|
R1 |
94.773 |
94.773 |
94.575 |
94.903 |
PP |
94.382 |
94.382 |
94.382 |
94.446 |
S1 |
94.123 |
94.123 |
94.455 |
94.253 |
S2 |
93.732 |
93.732 |
94.396 |
|
S3 |
93.082 |
93.473 |
94.336 |
|
S4 |
92.432 |
92.823 |
94.158 |
|
|
Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.491 |
100.241 |
95.570 |
|
R3 |
99.131 |
97.881 |
94.921 |
|
R2 |
96.771 |
96.771 |
94.705 |
|
R1 |
95.521 |
95.521 |
94.488 |
94.966 |
PP |
94.411 |
94.411 |
94.411 |
94.133 |
S1 |
93.161 |
93.161 |
94.056 |
92.606 |
S2 |
92.051 |
92.051 |
93.839 |
|
S3 |
89.691 |
90.801 |
93.623 |
|
S4 |
87.331 |
88.441 |
92.974 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.590 |
93.300 |
2.290 |
2.4% |
0.872 |
0.9% |
53% |
False |
False |
40,963 |
10 |
96.020 |
93.300 |
2.720 |
2.9% |
0.877 |
0.9% |
45% |
False |
False |
45,574 |
20 |
98.290 |
93.300 |
4.990 |
5.3% |
0.997 |
1.1% |
24% |
False |
False |
26,227 |
40 |
98.290 |
93.300 |
4.990 |
5.3% |
0.989 |
1.0% |
24% |
False |
False |
13,778 |
60 |
100.715 |
93.300 |
7.415 |
7.8% |
0.976 |
1.0% |
16% |
False |
False |
9,396 |
80 |
101.615 |
93.300 |
8.315 |
8.8% |
1.061 |
1.1% |
15% |
False |
False |
7,155 |
100 |
101.615 |
93.300 |
8.315 |
8.8% |
0.965 |
1.0% |
15% |
False |
False |
5,731 |
120 |
101.615 |
91.280 |
10.335 |
10.9% |
0.910 |
1.0% |
31% |
False |
False |
4,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.403 |
2.618 |
96.342 |
1.618 |
95.692 |
1.000 |
95.290 |
0.618 |
95.042 |
HIGH |
94.640 |
0.618 |
94.392 |
0.500 |
94.315 |
0.382 |
94.238 |
LOW |
93.990 |
0.618 |
93.588 |
1.000 |
93.340 |
1.618 |
92.938 |
2.618 |
92.288 |
4.250 |
91.228 |
|
|
Fisher Pivots for day following 22-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
94.448 |
94.343 |
PP |
94.382 |
94.170 |
S1 |
94.315 |
93.998 |
|