ICE US Dollar Index Future December 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 |
94.530 |
94.585 |
0.055 |
0.1% |
95.800 |
High |
94.980 |
94.965 |
-0.015 |
0.0% |
95.960 |
Low |
94.525 |
94.370 |
-0.155 |
-0.2% |
94.090 |
Close |
94.645 |
94.875 |
0.230 |
0.2% |
94.645 |
Range |
0.455 |
0.595 |
0.140 |
30.8% |
1.870 |
ATR |
0.925 |
0.902 |
-0.024 |
-2.5% |
0.000 |
Volume |
675 |
253 |
-422 |
-62.5% |
1,886 |
|
Daily Pivots for day following 22-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.522 |
96.293 |
95.202 |
|
R3 |
95.927 |
95.698 |
95.039 |
|
R2 |
95.332 |
95.332 |
94.984 |
|
R1 |
95.103 |
95.103 |
94.930 |
95.218 |
PP |
94.737 |
94.737 |
94.737 |
94.794 |
S1 |
94.508 |
94.508 |
94.820 |
94.623 |
S2 |
94.142 |
94.142 |
94.766 |
|
S3 |
93.547 |
93.913 |
94.711 |
|
S4 |
92.952 |
93.318 |
94.548 |
|
|
Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.508 |
99.447 |
95.674 |
|
R3 |
98.638 |
97.577 |
95.159 |
|
R2 |
96.768 |
96.768 |
94.988 |
|
R1 |
95.707 |
95.707 |
94.816 |
95.303 |
PP |
94.898 |
94.898 |
94.898 |
94.696 |
S1 |
93.837 |
93.837 |
94.474 |
93.433 |
S2 |
93.028 |
93.028 |
94.302 |
|
S3 |
91.158 |
91.967 |
94.131 |
|
S4 |
89.288 |
90.097 |
93.617 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.890 |
94.090 |
1.800 |
1.9% |
0.724 |
0.8% |
44% |
False |
False |
404 |
10 |
96.415 |
94.090 |
2.325 |
2.5% |
0.770 |
0.8% |
34% |
False |
False |
310 |
20 |
98.565 |
94.090 |
4.475 |
4.7% |
0.888 |
0.9% |
18% |
False |
False |
224 |
40 |
98.565 |
93.815 |
4.750 |
5.0% |
0.899 |
0.9% |
22% |
False |
False |
155 |
60 |
101.190 |
93.815 |
7.375 |
7.8% |
0.867 |
0.9% |
14% |
False |
False |
120 |
80 |
102.450 |
93.815 |
8.635 |
9.1% |
0.979 |
1.0% |
12% |
False |
False |
112 |
100 |
102.450 |
93.815 |
8.635 |
9.1% |
0.858 |
0.9% |
12% |
False |
False |
93 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.494 |
2.618 |
96.523 |
1.618 |
95.928 |
1.000 |
95.560 |
0.618 |
95.333 |
HIGH |
94.965 |
0.618 |
94.738 |
0.500 |
94.668 |
0.382 |
94.597 |
LOW |
94.370 |
0.618 |
94.002 |
1.000 |
93.775 |
1.618 |
93.407 |
2.618 |
92.812 |
4.250 |
91.841 |
|
|
Fisher Pivots for day following 22-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
94.806 |
94.762 |
PP |
94.737 |
94.648 |
S1 |
94.668 |
94.535 |
|