ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 24-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
90.255 |
90.570 |
0.315 |
0.3% |
88.955 |
| High |
90.695 |
90.605 |
-0.090 |
-0.1% |
90.135 |
| Low |
90.215 |
90.400 |
0.185 |
0.2% |
88.115 |
| Close |
90.644 |
90.533 |
-0.111 |
-0.1% |
90.124 |
| Range |
0.480 |
0.205 |
-0.275 |
-57.3% |
2.020 |
| ATR |
0.588 |
0.563 |
-0.025 |
-4.2% |
0.000 |
| Volume |
342 |
311 |
-31 |
-9.1% |
982 |
|
| Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.128 |
91.035 |
90.646 |
|
| R3 |
90.923 |
90.830 |
90.589 |
|
| R2 |
90.718 |
90.718 |
90.571 |
|
| R1 |
90.625 |
90.625 |
90.552 |
90.569 |
| PP |
90.513 |
90.513 |
90.513 |
90.485 |
| S1 |
90.420 |
90.420 |
90.514 |
90.364 |
| S2 |
90.308 |
90.308 |
90.495 |
|
| S3 |
90.103 |
90.215 |
90.477 |
|
| S4 |
89.898 |
90.010 |
90.420 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.518 |
94.841 |
91.235 |
|
| R3 |
93.498 |
92.821 |
90.680 |
|
| R2 |
91.478 |
91.478 |
90.494 |
|
| R1 |
90.801 |
90.801 |
90.309 |
91.140 |
| PP |
89.458 |
89.458 |
89.458 |
89.627 |
| S1 |
88.781 |
88.781 |
89.939 |
89.120 |
| S2 |
87.438 |
87.438 |
89.754 |
|
| S3 |
85.418 |
86.761 |
89.569 |
|
| S4 |
83.398 |
84.741 |
89.013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.695 |
89.455 |
1.240 |
1.4% |
0.383 |
0.4% |
87% |
False |
False |
243 |
| 10 |
90.695 |
88.115 |
2.580 |
2.8% |
0.574 |
0.6% |
94% |
False |
False |
187 |
| 20 |
90.695 |
88.000 |
2.695 |
3.0% |
0.608 |
0.7% |
94% |
False |
False |
162 |
| 40 |
90.695 |
85.565 |
5.130 |
5.7% |
0.528 |
0.6% |
97% |
False |
False |
97 |
| 60 |
90.695 |
84.895 |
5.800 |
6.4% |
0.464 |
0.5% |
97% |
False |
False |
69 |
| 80 |
90.695 |
83.280 |
7.415 |
8.2% |
0.383 |
0.4% |
98% |
False |
False |
54 |
| 100 |
90.695 |
81.780 |
8.915 |
9.8% |
0.325 |
0.4% |
98% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.476 |
|
2.618 |
91.142 |
|
1.618 |
90.937 |
|
1.000 |
90.810 |
|
0.618 |
90.732 |
|
HIGH |
90.605 |
|
0.618 |
90.527 |
|
0.500 |
90.503 |
|
0.382 |
90.478 |
|
LOW |
90.400 |
|
0.618 |
90.273 |
|
1.000 |
90.195 |
|
1.618 |
90.068 |
|
2.618 |
89.863 |
|
4.250 |
89.529 |
|
|
| Fisher Pivots for day following 24-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
90.523 |
90.458 |
| PP |
90.513 |
90.383 |
| S1 |
90.503 |
90.308 |
|