ICE US Dollar Index Future December 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 |
95.975 |
95.570 |
-0.405 |
-0.4% |
97.960 |
High |
95.975 |
96.415 |
0.440 |
0.5% |
98.565 |
Low |
95.090 |
95.500 |
0.410 |
0.4% |
95.410 |
Close |
95.381 |
95.676 |
0.295 |
0.3% |
97.079 |
Range |
0.885 |
0.915 |
0.030 |
3.4% |
3.155 |
ATR |
1.021 |
1.022 |
0.001 |
0.1% |
0.000 |
Volume |
211 |
255 |
44 |
20.9% |
587 |
|
Daily Pivots for day following 11-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.609 |
98.057 |
96.179 |
|
R3 |
97.694 |
97.142 |
95.928 |
|
R2 |
96.779 |
96.779 |
95.844 |
|
R1 |
96.227 |
96.227 |
95.760 |
96.503 |
PP |
95.864 |
95.864 |
95.864 |
96.002 |
S1 |
95.312 |
95.312 |
95.592 |
95.588 |
S2 |
94.949 |
94.949 |
95.508 |
|
S3 |
94.034 |
94.397 |
95.424 |
|
S4 |
93.119 |
93.482 |
95.173 |
|
|
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 |
97.675 |
95.090 |
2.585 |
2.7% |
1.066 |
1.1% |
23% |
False |
False |
225 |
10 |
98.565 |
95.090 |
3.475 |
3.6% |
1.061 |
1.1% |
17% |
False |
False |
160 |
20 |
98.565 |
93.815 |
4.750 |
5.0% |
0.961 |
1.0% |
39% |
False |
False |
146 |
40 |
99.835 |
93.815 |
6.020 |
6.3% |
0.920 |
1.0% |
31% |
False |
False |
107 |
60 |
101.190 |
93.815 |
7.375 |
7.7% |
0.952 |
1.0% |
25% |
False |
False |
99 |
80 |
102.450 |
93.815 |
8.635 |
9.0% |
0.949 |
1.0% |
22% |
False |
False |
85 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.304 |
2.618 |
98.810 |
1.618 |
97.895 |
1.000 |
97.330 |
0.618 |
96.980 |
HIGH |
96.415 |
0.618 |
96.065 |
0.500 |
95.958 |
0.382 |
95.850 |
LOW |
95.500 |
0.618 |
94.935 |
1.000 |
94.585 |
1.618 |
94.020 |
2.618 |
93.105 |
4.250 |
91.611 |
|
|
Fisher Pivots for day following 11-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
95.958 |
95.753 |
PP |
95.864 |
95.727 |
S1 |
95.770 |
95.702 |
|