ICE US Dollar Index Future December 2015
Trading Metrics calculated at close of trading on 23-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2015 |
23-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
94.585 |
94.870 |
0.285 |
0.3% |
95.800 |
High |
94.965 |
96.200 |
1.235 |
1.3% |
95.960 |
Low |
94.370 |
94.860 |
0.490 |
0.5% |
94.090 |
Close |
94.875 |
96.013 |
1.138 |
1.2% |
94.645 |
Range |
0.595 |
1.340 |
0.745 |
125.2% |
1.870 |
ATR |
0.902 |
0.933 |
0.031 |
3.5% |
0.000 |
Volume |
253 |
285 |
32 |
12.6% |
1,886 |
|
Daily Pivots for day following 23-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.711 |
99.202 |
96.750 |
|
R3 |
98.371 |
97.862 |
96.382 |
|
R2 |
97.031 |
97.031 |
96.259 |
|
R1 |
96.522 |
96.522 |
96.136 |
96.777 |
PP |
95.691 |
95.691 |
95.691 |
95.818 |
S1 |
95.182 |
95.182 |
95.890 |
95.437 |
S2 |
94.351 |
94.351 |
95.767 |
|
S3 |
93.011 |
93.842 |
95.645 |
|
S4 |
91.671 |
92.502 |
95.276 |
|
|
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 |
96.200 |
94.090 |
2.110 |
2.2% |
0.853 |
0.9% |
91% |
True |
False |
424 |
10 |
96.415 |
94.090 |
2.325 |
2.4% |
0.820 |
0.9% |
83% |
False |
False |
301 |
20 |
98.565 |
94.090 |
4.475 |
4.7% |
0.920 |
1.0% |
43% |
False |
False |
234 |
40 |
98.565 |
93.815 |
4.750 |
4.9% |
0.917 |
1.0% |
46% |
False |
False |
161 |
60 |
101.190 |
93.815 |
7.375 |
7.7% |
0.879 |
0.9% |
30% |
False |
False |
124 |
80 |
102.450 |
93.815 |
8.635 |
9.0% |
0.983 |
1.0% |
25% |
False |
False |
116 |
100 |
102.450 |
93.815 |
8.635 |
9.0% |
0.868 |
0.9% |
25% |
False |
False |
96 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.895 |
2.618 |
99.708 |
1.618 |
98.368 |
1.000 |
97.540 |
0.618 |
97.028 |
HIGH |
96.200 |
0.618 |
95.688 |
0.500 |
95.530 |
0.382 |
95.372 |
LOW |
94.860 |
0.618 |
94.032 |
1.000 |
93.520 |
1.618 |
92.692 |
2.618 |
91.352 |
4.250 |
89.165 |
|
|
Fisher Pivots for day following 23-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
95.852 |
95.770 |
PP |
95.691 |
95.528 |
S1 |
95.530 |
95.285 |
|