ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 23-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
94.915 |
94.830 |
-0.085 |
-0.1% |
95.265 |
| High |
95.350 |
95.465 |
0.115 |
0.1% |
95.350 |
| Low |
94.600 |
94.830 |
0.230 |
0.2% |
94.480 |
| Close |
94.810 |
95.130 |
0.320 |
0.3% |
94.810 |
| Range |
0.750 |
0.635 |
-0.115 |
-15.3% |
0.870 |
| ATR |
0.749 |
0.743 |
-0.007 |
-0.9% |
0.000 |
| Volume |
752 |
1,041 |
289 |
38.4% |
2,726 |
|
| Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.047 |
96.723 |
95.479 |
|
| R3 |
96.412 |
96.088 |
95.305 |
|
| R2 |
95.777 |
95.777 |
95.246 |
|
| R1 |
95.453 |
95.453 |
95.188 |
95.615 |
| PP |
95.142 |
95.142 |
95.142 |
95.223 |
| S1 |
94.818 |
94.818 |
95.072 |
94.980 |
| S2 |
94.507 |
94.507 |
95.014 |
|
| S3 |
93.872 |
94.183 |
94.955 |
|
| S4 |
93.237 |
93.548 |
94.781 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.490 |
97.020 |
95.289 |
|
| R3 |
96.620 |
96.150 |
95.049 |
|
| R2 |
95.750 |
95.750 |
94.970 |
|
| R1 |
95.280 |
95.280 |
94.890 |
95.080 |
| PP |
94.880 |
94.880 |
94.880 |
94.780 |
| S1 |
94.410 |
94.410 |
94.730 |
94.210 |
| S2 |
94.010 |
94.010 |
94.651 |
|
| S3 |
93.140 |
93.540 |
94.571 |
|
| S4 |
92.270 |
92.670 |
94.332 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.465 |
94.480 |
0.985 |
1.0% |
0.631 |
0.7% |
66% |
True |
False |
753 |
| 10 |
95.965 |
94.480 |
1.485 |
1.6% |
0.601 |
0.6% |
44% |
False |
False |
910 |
| 20 |
96.475 |
94.135 |
2.340 |
2.5% |
0.748 |
0.8% |
43% |
False |
False |
913 |
| 40 |
96.475 |
90.395 |
6.080 |
6.4% |
0.745 |
0.8% |
78% |
False |
False |
708 |
| 60 |
96.475 |
88.000 |
8.475 |
8.9% |
0.702 |
0.7% |
84% |
False |
False |
521 |
| 80 |
96.475 |
85.565 |
10.910 |
11.5% |
0.634 |
0.7% |
88% |
False |
False |
398 |
| 100 |
96.475 |
84.895 |
11.580 |
12.2% |
0.579 |
0.6% |
88% |
False |
False |
321 |
| 120 |
96.475 |
83.280 |
13.195 |
13.9% |
0.502 |
0.5% |
90% |
False |
False |
270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.164 |
|
2.618 |
97.127 |
|
1.618 |
96.492 |
|
1.000 |
96.100 |
|
0.618 |
95.857 |
|
HIGH |
95.465 |
|
0.618 |
95.222 |
|
0.500 |
95.148 |
|
0.382 |
95.073 |
|
LOW |
94.830 |
|
0.618 |
94.438 |
|
1.000 |
94.195 |
|
1.618 |
93.803 |
|
2.618 |
93.168 |
|
4.250 |
92.131 |
|
|
| Fisher Pivots for day following 23-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.148 |
95.078 |
| PP |
95.142 |
95.025 |
| S1 |
95.136 |
94.973 |
|