ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 15-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2015 |
15-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
95.965 |
95.800 |
-0.165 |
-0.2% |
97.315 |
High |
96.225 |
95.960 |
-0.265 |
-0.3% |
97.315 |
Low |
95.350 |
95.400 |
0.050 |
0.1% |
95.090 |
Close |
95.562 |
95.467 |
-0.095 |
-0.1% |
95.562 |
Range |
0.875 |
0.560 |
-0.315 |
-36.0% |
2.225 |
ATR |
1.012 |
0.980 |
-0.032 |
-3.2% |
0.000 |
Volume |
121 |
119 |
-2 |
-1.7% |
1,078 |
|
Daily Pivots for day following 15-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.289 |
96.938 |
95.775 |
|
R3 |
96.729 |
96.378 |
95.621 |
|
R2 |
96.169 |
96.169 |
95.570 |
|
R1 |
95.818 |
95.818 |
95.518 |
95.714 |
PP |
95.609 |
95.609 |
95.609 |
95.557 |
S1 |
95.258 |
95.258 |
95.416 |
95.154 |
S2 |
95.049 |
95.049 |
95.364 |
|
S3 |
94.489 |
94.698 |
95.313 |
|
S4 |
93.929 |
94.138 |
95.159 |
|
|
Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.664 |
101.338 |
96.786 |
|
R3 |
100.439 |
99.113 |
96.174 |
|
R2 |
98.214 |
98.214 |
95.970 |
|
R1 |
96.888 |
96.888 |
95.766 |
96.439 |
PP |
95.989 |
95.989 |
95.989 |
95.764 |
S1 |
94.663 |
94.663 |
95.358 |
94.214 |
S2 |
93.764 |
93.764 |
95.154 |
|
S3 |
91.539 |
92.438 |
94.950 |
|
S4 |
89.314 |
90.213 |
94.338 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.415 |
95.090 |
1.325 |
1.4% |
0.815 |
0.9% |
28% |
False |
False |
217 |
10 |
98.495 |
95.090 |
3.405 |
3.6% |
1.104 |
1.2% |
11% |
False |
False |
175 |
20 |
98.565 |
93.955 |
4.610 |
4.8% |
0.964 |
1.0% |
33% |
False |
False |
148 |
40 |
99.630 |
93.815 |
5.815 |
6.1% |
0.903 |
0.9% |
28% |
False |
False |
110 |
60 |
101.190 |
93.815 |
7.375 |
7.7% |
0.899 |
0.9% |
22% |
False |
False |
96 |
80 |
102.450 |
93.815 |
8.635 |
9.0% |
0.956 |
1.0% |
19% |
False |
False |
88 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.340 |
2.618 |
97.426 |
1.618 |
96.866 |
1.000 |
96.520 |
0.618 |
96.306 |
HIGH |
95.960 |
0.618 |
95.746 |
0.500 |
95.680 |
0.382 |
95.614 |
LOW |
95.400 |
0.618 |
95.054 |
1.000 |
94.840 |
1.618 |
94.494 |
2.618 |
93.934 |
4.250 |
93.020 |
|
|
Fisher Pivots for day following 15-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
95.680 |
95.883 |
PP |
95.609 |
95.744 |
S1 |
95.538 |
95.606 |
|