ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 05-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2015 |
05-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
96.150 |
96.300 |
0.150 |
0.2% |
97.960 |
High |
96.405 |
97.675 |
1.270 |
1.3% |
98.565 |
Low |
95.410 |
96.300 |
0.890 |
0.9% |
95.410 |
Close |
96.223 |
97.079 |
0.856 |
0.9% |
97.079 |
Range |
0.995 |
1.375 |
0.380 |
38.2% |
3.155 |
ATR |
0.993 |
1.026 |
0.033 |
3.3% |
0.000 |
Volume |
134 |
170 |
36 |
26.9% |
587 |
|
Daily Pivots for day following 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.143 |
100.486 |
97.835 |
|
R3 |
99.768 |
99.111 |
97.457 |
|
R2 |
98.393 |
98.393 |
97.331 |
|
R1 |
97.736 |
97.736 |
97.205 |
98.065 |
PP |
97.018 |
97.018 |
97.018 |
97.182 |
S1 |
96.361 |
96.361 |
96.953 |
96.690 |
S2 |
95.643 |
95.643 |
96.827 |
|
S3 |
94.268 |
94.986 |
96.701 |
|
S4 |
92.893 |
93.611 |
96.323 |
|
|
Weekly Pivots for week ending 05-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.483 |
104.936 |
98.814 |
|
R3 |
103.328 |
101.781 |
97.947 |
|
R2 |
100.173 |
100.173 |
97.657 |
|
R1 |
98.626 |
98.626 |
97.368 |
97.822 |
PP |
97.018 |
97.018 |
97.018 |
96.616 |
S1 |
95.471 |
95.471 |
96.790 |
94.667 |
S2 |
93.863 |
93.863 |
96.501 |
|
S3 |
90.708 |
92.316 |
96.211 |
|
S4 |
87.553 |
89.161 |
95.344 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.565 |
95.410 |
3.155 |
3.2% |
1.267 |
1.3% |
53% |
False |
False |
117 |
10 |
98.565 |
95.150 |
3.415 |
3.5% |
1.061 |
1.1% |
56% |
False |
False |
128 |
20 |
98.565 |
93.815 |
4.750 |
4.9% |
0.924 |
1.0% |
69% |
False |
False |
107 |
40 |
101.190 |
93.815 |
7.375 |
7.6% |
0.910 |
0.9% |
44% |
False |
False |
87 |
60 |
102.450 |
93.815 |
8.635 |
8.9% |
1.010 |
1.0% |
38% |
False |
False |
89 |
80 |
102.450 |
93.815 |
8.635 |
8.9% |
0.909 |
0.9% |
38% |
False |
False |
74 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.519 |
2.618 |
101.275 |
1.618 |
99.900 |
1.000 |
99.050 |
0.618 |
98.525 |
HIGH |
97.675 |
0.618 |
97.150 |
0.500 |
96.988 |
0.382 |
96.825 |
LOW |
96.300 |
0.618 |
95.450 |
1.000 |
94.925 |
1.618 |
94.075 |
2.618 |
92.700 |
4.250 |
90.456 |
|
|
Fisher Pivots for day following 05-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
97.049 |
96.900 |
PP |
97.018 |
96.721 |
S1 |
96.988 |
96.543 |
|