ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 29-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2015 |
29-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
96.950 |
96.245 |
-0.705 |
-0.7% |
97.600 |
| High |
97.100 |
96.295 |
-0.805 |
-0.8% |
98.695 |
| Low |
96.105 |
94.750 |
-1.355 |
-1.4% |
96.900 |
| Close |
96.194 |
95.322 |
-0.872 |
-0.9% |
97.099 |
| Range |
0.995 |
1.545 |
0.550 |
55.3% |
1.795 |
| ATR |
1.058 |
1.093 |
0.035 |
3.3% |
0.000 |
| Volume |
52,163 |
101,559 |
49,396 |
94.7% |
209,821 |
|
| Daily Pivots for day following 29-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.091 |
99.251 |
96.172 |
|
| R3 |
98.546 |
97.706 |
95.747 |
|
| R2 |
97.001 |
97.001 |
95.605 |
|
| R1 |
96.161 |
96.161 |
95.464 |
95.809 |
| PP |
95.456 |
95.456 |
95.456 |
95.279 |
| S1 |
94.616 |
94.616 |
95.180 |
94.264 |
| S2 |
93.911 |
93.911 |
95.039 |
|
| S3 |
92.366 |
93.071 |
94.897 |
|
| S4 |
90.821 |
91.526 |
94.472 |
|
|
| Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.950 |
101.819 |
98.086 |
|
| R3 |
101.155 |
100.024 |
97.593 |
|
| R2 |
99.360 |
99.360 |
97.428 |
|
| R1 |
98.229 |
98.229 |
97.264 |
97.897 |
| PP |
97.565 |
97.565 |
97.565 |
97.399 |
| S1 |
96.434 |
96.434 |
96.934 |
96.102 |
| S2 |
95.770 |
95.770 |
96.770 |
|
| S3 |
93.975 |
94.639 |
96.605 |
|
| S4 |
92.180 |
92.844 |
96.112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.645 |
94.750 |
3.895 |
4.1% |
1.106 |
1.2% |
15% |
False |
True |
58,949 |
| 10 |
98.925 |
94.750 |
4.175 |
4.4% |
1.024 |
1.1% |
14% |
False |
True |
53,251 |
| 20 |
100.270 |
94.750 |
5.520 |
5.8% |
1.025 |
1.1% |
10% |
False |
True |
52,013 |
| 40 |
100.785 |
94.750 |
6.035 |
6.3% |
1.199 |
1.3% |
9% |
False |
True |
55,799 |
| 60 |
100.785 |
94.135 |
6.650 |
7.0% |
1.036 |
1.1% |
18% |
False |
False |
37,649 |
| 80 |
100.785 |
91.750 |
9.035 |
9.5% |
0.985 |
1.0% |
40% |
False |
False |
28,415 |
| 100 |
100.785 |
88.115 |
12.670 |
13.3% |
0.907 |
1.0% |
57% |
False |
False |
22,768 |
| 120 |
100.785 |
87.500 |
13.285 |
13.9% |
0.830 |
0.9% |
59% |
False |
False |
18,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.861 |
|
2.618 |
100.340 |
|
1.618 |
98.795 |
|
1.000 |
97.840 |
|
0.618 |
97.250 |
|
HIGH |
96.295 |
|
0.618 |
95.705 |
|
0.500 |
95.523 |
|
0.382 |
95.340 |
|
LOW |
94.750 |
|
0.618 |
93.795 |
|
1.000 |
93.205 |
|
1.618 |
92.250 |
|
2.618 |
90.705 |
|
4.250 |
88.184 |
|
|
| Fisher Pivots for day following 29-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
95.523 |
96.105 |
| PP |
95.456 |
95.844 |
| S1 |
95.389 |
95.583 |
|